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SMB vs. TAXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMB vs. TAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Short Muni ETF (SMB) and Northern Trust Intermediate Tax-Exempt Bond ETF (TAXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMB achieves a 0.39% return, which is significantly higher than TAXI's -0.06% return.


SMB

1D
-0.06%
1M
-0.43%
6M
0.34%
YTD
0.39%
1Y
1.99%
3Y*
3.35%
5Y*
1.08%
10Y*
1.40%
ALL TIME*
2.01%

TAXI

1D
-0.10%
1M
-1.30%
6M
-0.93%
YTD
-0.06%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$770.61K$950.10K$1.02M
$315.33K$522.95K$833.42K

SMB vs. TAXI - Yearly Performance Comparison


Correlation

The correlation between SMB and TAXI is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.57

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Return for Risk

SMB vs. TAXI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SMB
SMB Risk / Return Rank: 6262
Overall Rank
SMB Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SMB Sortino Ratio Rank: 6666
Sortino Ratio Rank
SMB Omega Ratio Rank: 6868
Omega Ratio Rank
SMB Calmar Ratio Rank: 6060
Calmar Ratio Rank
SMB Martin Ratio Rank: 5050
Martin Ratio Rank

TAXI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SMB vs. TAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Short Muni ETF (SMB) and Northern Trust Intermediate Tax-Exempt Bond ETF (TAXI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SMBTAXIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.11

Martin ratioReturn relative to average drawdown

5.77

SMB vs. TAXI - Sharpe Ratio Comparison


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Drawdowns

SMB vs. TAXI - Drawdown Comparison

The maximum SMB drawdown since its inception was -12.64%, which is greater than TAXI's maximum drawdown of -2.23%. Use the drawdown chart below to compare losses from any high point for SMB and TAXI.


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Drawdown Indicators


SMBTAXIDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-2.23%

-10.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-12.64%

Current Drawdown

Current decline from peak

-0.49%

-1.78%

+1.29%

Average Drawdown

Average peak-to-trough decline

-1.13%

-0.53%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

Volatility

SMB vs. TAXI - Volatility Comparison


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Volatility by Period


SMBTAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

1.64%

1.95%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.48%

1.95%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.25%

1.95%

+2.30%

SMB vs. TAXI - Expense Ratio Comparison

SMB has a 0.20% expense ratio, which is higher than TAXI's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SMB vs. TAXI - Dividend Comparison

SMB's dividend yield for the trailing twelve months is around 2.77%, more than TAXI's 2.25% yield.


PositionTTM20252024202320222021202020192018201720162015
SMB
VanEck Short Muni ETF
2.53%2.63%2.38%1.83%1.32%1.24%1.50%1.58%1.49%1.23%1.12%1.13%
TAXI
Northern Trust Intermediate Tax-Exempt Bond ETF
2.25%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SMB and TAXI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TAXI is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TAXI is cheaper with a 0.05% expense ratio, compared with 0.20% for SMB.

SMB has the higher dividend yield at 2.53%, compared with 2.25% for TAXI.

SMB tracks Bloomberg AMT-Free Short Continuous, while TAXI tracks ICE Intermediate Term Focused Municipal Bond Index. They also come from different issuers: VanEck and Northern Trust. Their fees differ too: 0.20% for SMB and 0.05% for TAXI.

Portfolio Optimizer

Find the right allocation for SMB and TAXI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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