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TAXS vs. IBMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAXS vs. IBMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS) and iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAXS achieves a 1.18% return, which is significantly lower than IBMP's 1.28% return.


TAXS

1D
0.08%
1M
-0.05%
6M
0.54%
YTD
1.18%
1Y
3Y*
5Y*
10Y*
ALL TIME*

IBMP

1D
0.12%
1M
0.01%
6M
0.79%
YTD
1.28%
1Y
2.21%
3Y*
3.09%
5Y*
0.54%
10Y*
ALL TIME*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.28M$2.11M$2.08M
$428.31K$651.14K$951.21K

TAXS vs. IBMP - Yearly Performance Comparison


Correlation

The correlation between TAXS and IBMP is 0.29, which is low. Their historical price movements had little consistent relationship.


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

0.29

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Return for Risk

TAXS vs. IBMP — Risk / Return Rank

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

TAXS

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


IBMP
IBMP Risk / Return Rank: 8181
Overall Rank
IBMP Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IBMP Sortino Ratio Rank: 8282
Sortino Ratio Rank
IBMP Omega Ratio Rank: 8484
Omega Ratio Rank
IBMP Calmar Ratio Rank: 8787
Calmar Ratio Rank
IBMP Martin Ratio Rank: 7373
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.

TAXS vs. IBMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS) and iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP). 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.


TAXSIBMPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.74

Martin ratioReturn relative to average drawdown

10.27

TAXS vs. IBMP - Sharpe Ratio Comparison


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Drawdowns

TAXS vs. IBMP - Drawdown Comparison

The maximum TAXS drawdown since its inception was -0.84%, smaller than the maximum IBMP drawdown of -15.24%. Use the drawdown chart below to compare losses from any high point for TAXS and IBMP.


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Drawdown Indicators


TAXSIBMPDifference

Max Drawdown

Largest peak-to-trough decline

-0.84%

-15.24%

+14.40%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-9.87%

Current Drawdown

Current decline from peak

-0.05%

-0.12%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.22%

-2.66%

+2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

Volatility

TAXS vs. IBMP - Volatility Comparison


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Volatility by Period


TAXSIBMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

Volatility (6M)

Calculated over the trailing 6-month period

0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

1.04%

1.11%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.04%

2.55%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.04%

4.95%

-3.91%

TAXS vs. IBMP - Expense Ratio Comparison

TAXS has a 0.05% expense ratio, which is lower than IBMP's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TAXS vs. IBMP - Dividend Comparison

TAXS's dividend yield for the trailing twelve months is around 2.25%, less than IBMP's 2.51% yield.


PositionTTM2025202420232022202120202019
IBMP
iShares iBonds Dec 2027 Term Muni Bond ETF
2.51%2.47%2.35%2.05%1.26%0.86%1.16%1.06%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
2.25%0.74%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TAXS and IBMP have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TAXS is cheaper with a 0.05% expense ratio, compared with 0.18% for IBMP.

IBMP has the higher dividend yield at 2.51%, compared with 2.25% for TAXS.

TAXS tracks ICE Short Term Focused Municipal Bond Index, while IBMP tracks S&P AMT-Free Municipal Callable Factor Adjusted 2027 Series Index. They also come from different issuers: Northern Trust and iShares. Their fees differ too: 0.05% for TAXS and 0.18% for IBMP.

Portfolio Optimizer

Find the right allocation for TAXS and IBMP

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