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TAXI vs. FLMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAXI vs. FLMB - Performance Comparison

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

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Returns By Period

In the year-to-date period, TAXI achieves a 0.30% return, which is significantly lower than FLMB's 0.99% return.


TAXI

1D
0.13%
1M
-1.01%
6M
-0.72%
YTD
0.30%
1Y
3Y*
5Y*
10Y*
ALL TIME*

FLMB

1D
0.13%
1M
-1.66%
6M
0.30%
YTD
0.99%
1Y
6.11%
3Y*
4.00%
5Y*
0.25%
10Y*
ALL TIME*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$511.45K$315.44K$311.78K
$983.99K$709.62K$893.42K

TAXI vs. FLMB - Yearly Performance Comparison


Correlation

The correlation between TAXI and FLMB is 0.71, 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

0.71

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Return for Risk

TAXI vs. FLMB — Risk / Return Rank

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

TAXI

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


FLMB
FLMB Risk / Return Rank: 6262
Overall Rank
FLMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FLMB Sortino Ratio Rank: 6868
Sortino Ratio Rank
FLMB Omega Ratio Rank: 7777
Omega Ratio Rank
FLMB Calmar Ratio Rank: 4646
Calmar Ratio Rank
FLMB Martin Ratio Rank: 5050
Martin Ratio Rank
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.

TAXI vs. FLMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust Intermediate Tax-Exempt Bond ETF (TAXI) and Franklin Liberty Federal Tax-Free Bond ETF (FLMB). 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.


TAXIFLMBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

1.89

Martin ratioReturn relative to average drawdown

6.45

TAXI vs. FLMB - Sharpe Ratio Comparison


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Drawdowns

TAXI vs. FLMB - Drawdown Comparison

The maximum TAXI drawdown since its inception was -2.23%, smaller than the maximum FLMB drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for TAXI and FLMB.


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Drawdown Indicators


TAXIFLMBDifference

Max Drawdown

Largest peak-to-trough decline

-2.23%

-17.90%

+15.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.66%

Current Drawdown

Current decline from peak

-1.42%

-1.66%

+0.24%

Average Drawdown

Average peak-to-trough decline

-0.55%

-4.10%

+3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

Volatility

TAXI vs. FLMB - Volatility Comparison


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Volatility by Period


TAXIFLMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

1.95%

3.50%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.95%

5.13%

-3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.95%

5.54%

-3.59%

TAXI vs. FLMB - Expense Ratio Comparison

TAXI has a 0.05% expense ratio, which is lower than FLMB's 0.30% expense ratio.


Dividends

TAXI vs. FLMB - Dividend Comparison

TAXI's dividend yield for the trailing twelve months is around 2.50%, less than FLMB's 4.11% yield.


PositionTTM202520242023202220212020201920182017
FLMB
Franklin Liberty Federal Tax-Free Bond ETF
4.11%3.86%3.79%3.49%2.80%1.66%2.07%2.40%2.68%0.54%
TAXI
Northern Trust Intermediate Tax-Exempt Bond ETF
2.50%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TAXI and FLMB have a correlation of 0.71, 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 0.30% for FLMB.

FLMB has the higher dividend yield at 4.11%, compared with 2.50% for TAXI.

They also come from different issuers: Northern Trust and Franklin Templeton. Their fees differ too: 0.05% for TAXI and 0.30% for FLMB.

Portfolio Optimizer

Find the right allocation for TAXI and FLMB

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