PortfoliosLab logoPortfoliosLab logo
TAXF vs. TAXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAXF vs. TAXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Diversified Municipal Bond ETF (TAXF) and Northern Trust Tax-Exempt Bond ETF (TAXT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TAXF achieves a 0.84% return, which is significantly higher than TAXT's 0.32% return.


TAXF

1D
-0.12%
1M
-1.76%
6M
-0.01%
YTD
0.84%
1Y
5.48%
3Y*
3.54%
5Y*
0.68%
10Y*
ALL TIME*
2.67%

TAXT

1D
-0.08%
1M
-1.57%
6M
-0.46%
YTD
0.32%
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)
$2.10M$2.57M$2.35M
$101.60K$96.04K$143.38K

TAXF vs. TAXT - Yearly Performance Comparison


Correlation

The correlation between TAXF and TAXT is 0.73, 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

0.73

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TAXF vs. TAXT — Risk / Return Rank

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

TAXF
TAXF Risk / Return Rank: 7676
Overall Rank
TAXF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TAXF Sortino Ratio Rank: 8484
Sortino Ratio Rank
TAXF Omega Ratio Rank: 9191
Omega Ratio Rank
TAXF Calmar Ratio Rank: 6161
Calmar Ratio Rank
TAXF Martin Ratio Rank: 6060
Martin Ratio Rank

TAXT

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.

TAXF vs. TAXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Diversified Municipal Bond ETF (TAXF) and Northern Trust Tax-Exempt Bond ETF (TAXT). 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.


TAXFTAXTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

2.15

Martin ratioReturn relative to average drawdown

7.30

TAXF vs. TAXT - Sharpe Ratio Comparison


Loading charts...

Drawdowns

TAXF vs. TAXT - Drawdown Comparison

The maximum TAXF drawdown since its inception was -13.93%, which is greater than TAXT's maximum drawdown of -2.49%. Use the drawdown chart below to compare losses from any high point for TAXF and TAXT.


Loading charts...

Drawdown Indicators


TAXFTAXTDifference

Max Drawdown

Largest peak-to-trough decline

-13.93%

-2.49%

-11.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

Current Drawdown

Current decline from peak

-1.80%

-1.72%

-0.08%

Average Drawdown

Average peak-to-trough decline

-3.09%

-0.52%

-2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

Volatility

TAXF vs. TAXT - Volatility Comparison


Loading charts...

Volatility by Period


TAXFTAXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

2.57%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.24%

2.57%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

2.57%

+2.06%

TAXF vs. TAXT - Expense Ratio Comparison

TAXF has a 0.29% expense ratio, which is higher than TAXT's 0.05% expense ratio.


Dividends

TAXF vs. TAXT - Dividend Comparison

TAXF's dividend yield for the trailing twelve months is around 3.84%, more than TAXT's 2.86% yield.


PositionTTM20252024202320222021202020192018
TAXF
American Century Diversified Municipal Bond ETF
3.51%3.68%3.38%2.93%2.05%1.58%2.13%2.64%0.69%
TAXT
Northern Trust Tax-Exempt Bond ETF
2.86%1.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TAXF and TAXT have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TAXT is cheaper with a 0.05% expense ratio, compared with 0.29% for TAXF.

TAXF has the higher dividend yield at 3.51%, compared with 2.86% for TAXT.

They also come from different issuers: American Century and Northern Trust. Their fees differ too: 0.29% for TAXF and 0.05% for TAXT.

Portfolio Optimizer

Find the right allocation for TAXF and TAXT

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

Open Portfolio Optimizer