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SCMB vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCMB vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Municipal Bond ETF (SCMB) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCMB achieves a 1.07% return, which is significantly higher than TAXS's 0.93% return.


SCMB

1D
-0.12%
1M
0.60%
YTD
1.07%
6M
1.55%
1Y
6.86%
3Y*
3.37%
5Y*
10Y*

TAXS

1D
0.06%
1M
0.38%
YTD
0.93%
6M
1.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCMB vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between SCMB and TAXS is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.62

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Return for Risk

SCMB vs. TAXS — Risk / Return Rank

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

SCMB
SCMB Risk / Return Rank: 6464
Overall Rank
SCMB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCMB Sortino Ratio Rank: 7575
Sortino Ratio Rank
SCMB Omega Ratio Rank: 8181
Omega Ratio Rank
SCMB Calmar Ratio Rank: 4747
Calmar Ratio Rank
SCMB Martin Ratio Rank: 4747
Martin Ratio Rank

TAXS
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.

SCMB vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Municipal Bond ETF (SCMB) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). 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.


SCMBTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.50

Calmar ratioReturn relative to maximum drawdown

2.36

Martin ratioReturn relative to average drawdown

7.89

SCMB vs. TAXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SCMBTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

2.78

-1.80

Drawdowns

SCMB vs. TAXS - Drawdown Comparison

The maximum SCMB drawdown since its inception was -6.13%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for SCMB and TAXS.


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Drawdown Indicators


SCMBTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-6.13%

-0.84%

-5.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-5.57%

Current Drawdown

Current decline from peak

-0.87%

-0.09%

-0.78%

Average Drawdown

Average peak-to-trough decline

-1.32%

-0.24%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

Volatility

SCMB vs. TAXS - Volatility Comparison


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Volatility by Period


SCMBTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

2.94%

1.00%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.16%

1.00%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.16%

1.00%

+3.16%

SCMB vs. TAXS - Expense Ratio Comparison

SCMB has a 0.03% expense ratio, which is lower than TAXS's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SCMB vs. TAXS - Dividend Comparison

SCMB's dividend yield for the trailing twelve months is around 3.54%, more than TAXS's 1.83% yield.


PositionTTM2025202420232022
SCMB
Schwab Municipal Bond ETF
3.54%3.36%3.34%3.10%0.59%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.83%0.74%0.00%0.00%0.00%

Frequently Asked Questions


SCMB and TAXS have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCMB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCMB is cheaper with a 0.03% expense ratio, compared with 0.05% for TAXS.

SCMB has the higher dividend yield at 3.54%, compared with 1.83% for TAXS.

SCMB tracks ICE AMT-Free Core U.S. National Municipal Index - Benchmark TR Gross, while TAXS tracks ICE Short Term Focused Municipal Bond Index. They also come from different issuers: Charles Schwab and Northern Trust. Their fees differ too: 0.03% for SCMB and 0.05% for TAXS.

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