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RTAI vs. BAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RTAI vs. BAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rareview Tax Advantaged Income ETF (RTAI) and Invesco Taxable Municipal Bond ETF (BAB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RTAI achieves a 2.79% return, which is significantly higher than BAB's 0.12% return.


RTAI

1D
0.15%
1M
1.10%
YTD
2.79%
6M
3.48%
1Y
10.46%
3Y*
7.37%
5Y*
-0.71%
10Y*

BAB

1D
0.19%
1M
-0.08%
YTD
0.12%
6M
0.14%
1Y
7.08%
3Y*
4.42%
5Y*
-0.29%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTAI vs. BAB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RTAI
Rareview Tax Advantaged Income ETF
2.79%5.54%7.17%4.33%-22.55%10.62%5.10%
BAB
Invesco Taxable Municipal Bond ETF
0.12%8.30%1.03%8.67%-19.50%1.00%2.67%

Correlation

The correlation between RTAI and BAB is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2020

0.47

The correlation between RTAI and BAB has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.

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Return for Risk

RTAI vs. BAB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RTAI
RTAI Risk / Return Rank: 4444
Overall Rank
RTAI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RTAI Sortino Ratio Rank: 5252
Sortino Ratio Rank
RTAI Omega Ratio Rank: 5151
Omega Ratio Rank
RTAI Calmar Ratio Rank: 3232
Calmar Ratio Rank
RTAI Martin Ratio Rank: 4141
Martin Ratio Rank

BAB
BAB Risk / Return Rank: 3333
Overall Rank
BAB Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BAB Sortino Ratio Rank: 3535
Sortino Ratio Rank
BAB Omega Ratio Rank: 3232
Omega Ratio Rank
BAB Calmar Ratio Rank: 3131
Calmar Ratio Rank
BAB Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RTAI vs. BAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rareview Tax Advantaged Income ETF (RTAI) and Invesco Taxable Municipal Bond ETF (BAB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


RTAIBABDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.23

+0.36

Sortino ratio

Return per unit of downside risk

2.58

1.89

+0.68

Omega ratio

Gain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratio

Return relative to maximum drawdown

1.63

1.61

+0.02

Martin ratio

Return relative to average drawdown

6.68

4.61

+2.07

RTAI vs. BAB - Sharpe Ratio Comparison

The current RTAI Sharpe Ratio is 1.59, which is comparable to the BAB Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of RTAI and BAB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RTAIBABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.23

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.04

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.52

-0.34

Drawdowns

RTAI vs. BAB - Drawdown Comparison

The maximum RTAI drawdown since its inception was -34.32%, which is greater than BAB's maximum drawdown of -27.80%. Use the drawdown chart below to compare losses from any high point for RTAI and BAB.


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Drawdown Indicators


RTAIBABDifference

Max Drawdown

Largest peak-to-trough decline

-34.32%

-27.80%

-6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-4.15%

-2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-15.71%

-7.57%

-8.14%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

-24.95%

-9.37%

Max Drawdown (10Y)

Largest decline over 10 years

-27.80%

Current Drawdown

Current decline from peak

-7.33%

-5.64%

-1.69%

Average Drawdown

Average peak-to-trough decline

-13.84%

-5.31%

-8.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.45%

+0.06%

Volatility

RTAI vs. BAB - Volatility Comparison

Rareview Tax Advantaged Income ETF (RTAI) has a higher volatility of 2.90% compared to Invesco Taxable Municipal Bond ETF (BAB) at 1.77%. This indicates that RTAI's price experiences larger fluctuations and is considered to be riskier than BAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RTAIBABDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

1.77%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

5.36%

3.79%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

6.62%

5.81%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.33%

8.34%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.06%

9.70%

-0.64%

RTAI vs. BAB - Expense Ratio Comparison

RTAI has a 3.78% expense ratio, which is higher than BAB's 0.28% expense ratio.


Dividends

RTAI vs. BAB - Dividend Comparison

RTAI's dividend yield for the trailing twelve months is around 5.52%, more than BAB's 4.10% yield.


PositionTTM20252024202320222021202020192018201720162015
BAB
Invesco Taxable Municipal Bond ETF
4.10%3.96%3.97%3.65%3.40%2.63%2.96%3.77%4.20%3.96%4.26%4.71%
RTAI
Rareview Tax Advantaged Income ETF
5.04%5.66%5.02%3.07%3.71%4.73%0.48%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RTAI and BAB have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RTAI has higher volatility (2.90%) compared to BAB (1.77%). In terms of maximum drawdown, RTAI dropped -34.32% vs BAB's -27.80%.

On 5-year performance, BAB leads with -0.29% vs -0.71% for RTAI. On fees, BAB is cheaper at 0.28% per year. On volatility, BAB has been the lower-risk option at 1.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BAB has performed better with a -0.29% return vs -0.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BAB is cheaper with a 0.28% expense ratio, compared with 3.78% for RTAI.

RTAI has the higher dividend yield at 5.52%, compared with 4.10% for BAB.

They also come from different issuers: Rareview Funds and Invesco. Their fees differ too: 3.78% for RTAI and 0.28% for BAB.

RTAI currently has the higher Sharpe Ratio (1.59 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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