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TAXS vs. MFSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAXS vs. MFSM - 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 MFS Active Intermediate Muni Bond ETF (MFSM). 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 0.99% return, which is significantly lower than MFSM's 1.73% return.


TAXS

1D
0.06%
1M
0.59%
YTD
0.99%
6M
1.39%
1Y
3Y*
5Y*
10Y*

MFSM

1D
-0.03%
1M
0.76%
YTD
1.73%
6M
2.29%
1Y
7.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAXS vs. MFSM - Yearly Performance Comparison


Correlation

The correlation between TAXS and MFSM is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.58

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Return for Risk

TAXS vs. MFSM — Risk / Return Rank

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

TAXS

MFSM
MFSM Risk / Return Rank: 7878
Overall Rank
MFSM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MFSM Sortino Ratio Rank: 9191
Sortino Ratio Rank
MFSM Omega Ratio Rank: 9292
Omega Ratio Rank
MFSM Calmar Ratio Rank: 5959
Calmar Ratio Rank
MFSM Martin Ratio Rank: 6060
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.

TAXS vs. MFSM - 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 MFS Active Intermediate Muni Bond ETF (MFSM). 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.


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

TAXS vs. MFSM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TAXSMFSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

Sharpe Ratio (All Time)

Calculated using the full available price history

2.85

1.11

+1.74

Drawdowns

TAXS vs. MFSM - Drawdown Comparison

The maximum TAXS drawdown since its inception was -0.84%, smaller than the maximum MFSM drawdown of -3.86%. Use the drawdown chart below to compare losses from any high point for TAXS and MFSM.


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Drawdown Indicators


TAXSMFSMDifference

Max Drawdown

Largest peak-to-trough decline

-0.84%

-3.86%

+3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

Current Drawdown

Current decline from peak

-0.03%

-0.52%

+0.49%

Average Drawdown

Average peak-to-trough decline

-0.24%

-0.88%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

Volatility

TAXS vs. MFSM - Volatility Comparison


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Volatility by Period


TAXSMFSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

1.00%

2.67%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.00%

3.44%

-2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.00%

3.44%

-2.44%

TAXS vs. MFSM - Expense Ratio Comparison

TAXS has a 0.05% expense ratio, which is lower than MFSM's 0.34% expense ratio.


Dividends

TAXS vs. MFSM - Dividend Comparison

TAXS's dividend yield for the trailing twelve months is around 1.82%, less than MFSM's 3.55% yield.


PositionTTM20252024
MFSM
MFS Active Intermediate Muni Bond ETF
3.55%3.53%0.23%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.82%0.74%0.00%

Frequently Asked Questions


TAXS and MFSM have a correlation of 0.58, 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 0.34% for MFSM.

MFSM has the higher dividend yield at 3.55%, compared with 1.82% for TAXS.

They also come from different issuers: Northern Trust and MFS. Their fees differ too: 0.05% for TAXS and 0.34% for MFSM.

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