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SOAIX vs. BAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOAIX vs. BAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spirit of America Income Fund (SOAIX) 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, SOAIX achieves a 1.19% return, which is significantly higher than BAB's 0.41% return. Over the past 10 years, SOAIX has outperformed BAB with an annualized return of 3.23%, while BAB has yielded a comparatively lower 2.15% annualized return.


SOAIX

1D
-0.40%
1M
0.86%
YTD
1.19%
6M
1.71%
1Y
5.90%
3Y*
5.77%
5Y*
1.48%
10Y*
3.23%

BAB

1D
-0.04%
1M
1.11%
YTD
0.41%
6M
0.48%
1Y
6.00%
3Y*
4.30%
5Y*
-0.58%
10Y*
2.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOAIX vs. BAB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOAIX
Spirit of America Income Fund
1.19%6.50%5.37%6.91%-12.68%4.59%5.96%11.66%-0.83%7.53%
BAB
Invesco Taxable Municipal Bond ETF
0.41%8.30%1.03%8.67%-19.50%1.00%9.11%10.85%0.93%9.87%

Correlation

The correlation between SOAIX and BAB is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.79

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

0.75

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2009

0.70

The correlation between SOAIX and BAB shifts across timeframes, from 0.68 (10 years) to 0.79 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SOAIX vs. BAB — Risk / Return Rank

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

SOAIX
SOAIX Risk / Return Rank: 3333
Overall Rank
SOAIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SOAIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
SOAIX Omega Ratio Rank: 3636
Omega Ratio Rank
SOAIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
SOAIX Martin Ratio Rank: 2323
Martin Ratio Rank

BAB
BAB Risk / Return Rank: 3030
Overall Rank
BAB Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BAB Sortino Ratio Rank: 3232
Sortino Ratio Rank
BAB Omega Ratio Rank: 2929
Omega Ratio Rank
BAB Calmar Ratio Rank: 3131
Calmar Ratio Rank
BAB Martin Ratio Rank: 2929
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.

SOAIX vs. BAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spirit of America Income Fund (SOAIX) 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.

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.


SOAIXBABDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.29

1.19

+0.11

Calmar ratioReturn relative to maximum drawdown

1.98

1.45

+0.52

Martin ratioReturn relative to average drawdown

5.23

3.89

+1.34

SOAIX vs. BAB - Sharpe Ratio Comparison

The current SOAIX Sharpe Ratio is 1.60, which is higher than the BAB Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SOAIX 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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Drawdowns

SOAIX vs. BAB - Drawdown Comparison

The maximum SOAIX drawdown since its inception was -16.76%, smaller than the maximum BAB drawdown of -27.80%. Use the drawdown chart below to compare losses from any high point for SOAIX and BAB.


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Drawdown Indicators


SOAIXBABDifference

Max Drawdown

Largest peak-to-trough decline

-16.76%

-27.80%

+11.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.16%

-4.15%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-6.76%

-7.57%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-16.76%

-24.95%

+8.19%

Max Drawdown (10Y)

Largest decline over 10 years

-16.76%

-27.80%

+11.04%

Current Drawdown

Current decline from peak

-1.78%

-5.37%

+3.59%

Average Drawdown

Average peak-to-trough decline

-3.09%

-5.31%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.55%

-0.36%

Volatility

SOAIX vs. BAB - Volatility Comparison

Spirit of America Income Fund (SOAIX) has a higher volatility of 1.14% compared to Invesco Taxable Municipal Bond ETF (BAB) at 0.98%. This indicates that SOAIX'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


SOAIXBABDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

0.98%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

3.75%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

5.66%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.04%

8.31%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.47%

9.68%

-4.21%

SOAIX vs. BAB - Expense Ratio Comparison

SOAIX has a 1.12% expense ratio, which is higher than BAB's 0.28% expense ratio.


Dividends

SOAIX vs. BAB - Dividend Comparison

SOAIX's dividend yield for the trailing twelve months is around 6.64%, more than BAB's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
BAB
Invesco Taxable Municipal Bond ETF
4.12%3.96%3.97%3.65%3.40%2.63%2.96%3.77%4.20%3.96%4.26%4.71%
SOAIX
Spirit of America Income Fund
6.64%6.57%5.41%6.09%8.05%4.93%3.79%4.27%4.71%4.36%4.42%4.74%

Frequently Asked Questions


SOAIX and BAB have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOAIX has higher volatility (1.14%) compared to BAB (0.98%). In terms of maximum drawdown, SOAIX dropped -16.76% vs BAB's -27.80%.

SOAIX currently has the higher Sharpe Ratio (1.60 vs 1.06), 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.

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