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TAXF vs. XOMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAXF vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Diversified Municipal Bond ETF (TAXF) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

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TAXF vs. XOMO - Yearly Performance Comparison


2026 (YTD)202520242023
TAXF
American Century Diversified Municipal Bond ETF
0.03%4.30%1.74%4.74%
XOMO
YieldMax XOM Option Income Strategy ETF
28.99%6.90%6.11%-8.62%

Returns By Period

In the year-to-date period, TAXF achieves a 0.03% return, which is significantly lower than XOMO's 28.99% return.


TAXF

1D
0.26%
1M
-2.36%
YTD
0.03%
6M
1.60%
1Y
5.09%
3Y*
3.30%
5Y*
1.03%
10Y*

XOMO

1D
-0.87%
1M
7.80%
YTD
28.99%
6M
36.29%
1Y
27.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAXF vs. XOMO - Expense Ratio Comparison

TAXF has a 0.29% expense ratio, which is lower than XOMO's 1.01% expense ratio.


Return for Risk

TAXF vs. XOMO — Risk / Return Rank

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

TAXF
TAXF Risk / Return Rank: 5858
Overall Rank
TAXF Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TAXF Sortino Ratio Rank: 6060
Sortino Ratio Rank
TAXF Omega Ratio Rank: 7171
Omega Ratio Rank
TAXF Calmar Ratio Rank: 4949
Calmar Ratio Rank
TAXF Martin Ratio Rank: 4444
Martin Ratio Rank

XOMO
XOMO Risk / Return Rank: 6767
Overall Rank
XOMO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 7070
Sortino Ratio Rank
XOMO Omega Ratio Rank: 6868
Omega Ratio Rank
XOMO Calmar Ratio Rank: 7575
Calmar Ratio Rank
XOMO Martin Ratio Rank: 4747
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.

TAXF vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Diversified Municipal Bond ETF (TAXF) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.


TAXFXOMODifference

Sharpe ratio

Return per unit of total volatility

1.20

1.30

-0.10

Sortino ratio

Return per unit of downside risk

1.57

1.72

-0.15

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.02

Calmar ratio

Return relative to maximum drawdown

1.29

1.90

-0.61

Martin ratio

Return relative to average drawdown

4.21

4.33

-0.12

TAXF vs. XOMO - Sharpe Ratio Comparison

The current TAXF Sharpe Ratio is 1.20, which is comparable to the XOMO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TAXF and XOMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TAXFXOMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.30

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.66

-0.08

Correlation

The correlation between TAXF and XOMO is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TAXF vs. XOMO - Dividend Comparison

TAXF's dividend yield for the trailing twelve months is around 3.79%, less than XOMO's 29.26% yield.


TTM20252024202320222021202020192018
TAXF
American Century Diversified Municipal Bond ETF
3.79%3.68%3.38%2.93%2.05%1.58%2.13%2.64%0.69%
XOMO
YieldMax XOM Option Income Strategy ETF
29.26%31.64%26.94%5.13%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TAXF vs. XOMO - Drawdown Comparison

The maximum TAXF drawdown since its inception was -13.93%, smaller than the maximum XOMO drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for TAXF and XOMO.


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Drawdown Indicators


TAXFXOMODifference

Max Drawdown

Largest peak-to-trough decline

-13.93%

-18.90%

+4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-15.24%

+11.24%

Max Drawdown (5Y)

Largest decline over 5 years

-13.93%

Current Drawdown

Current decline from peak

-2.36%

-0.87%

-1.49%

Average Drawdown

Average peak-to-trough decline

-3.19%

-7.05%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

6.68%

-5.46%

Volatility

TAXF vs. XOMO - Volatility Comparison

The current volatility for American Century Diversified Municipal Bond ETF (TAXF) is 1.48%, while YieldMax XOM Option Income Strategy ETF (XOMO) has a volatility of 4.81%. This indicates that TAXF experiences smaller price fluctuations and is considered to be less risky than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAXFXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

4.81%

-3.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.05%

13.10%

-11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

21.59%

-17.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.18%

18.28%

-14.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.69%

18.28%

-13.59%