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TAXT vs. NUMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAXT vs. NUMI - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with TAXT having a 1.58% return and NUMI slightly higher at 1.59%.


TAXT

1D
-0.04%
1M
1.12%
YTD
1.58%
6M
1.81%
1Y
3Y*
5Y*
10Y*

NUMI

1D
-0.12%
1M
1.01%
YTD
1.59%
6M
1.69%
1Y
7.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAXT vs. NUMI - Yearly Performance Comparison


2026 (YTD)2025
TAXT
Northern Trust Tax-Exempt Bond ETF
1.58%3.91%
NUMI
Nuveen Municipal Income ETF
1.59%5.12%

Correlation

The correlation between TAXT and NUMI is 0.72, 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 19, 2025

0.72

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Return for Risk

TAXT vs. NUMI — Risk / Return Rank

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

TAXT

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


NUMI
NUMI Risk / Return Rank: 6363
Overall Rank
NUMI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
NUMI Sortino Ratio Rank: 7171
Sortino Ratio Rank
NUMI Omega Ratio Rank: 7979
Omega Ratio Rank
NUMI Calmar Ratio Rank: 5353
Calmar Ratio Rank
NUMI 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.

TAXT vs. NUMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust Tax-Exempt Bond ETF (TAXT) and Nuveen Municipal Income ETF (NUMI). 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.


TAXTNUMIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

2.52

Martin ratioReturn relative to average drawdown

7.78

TAXT vs. NUMI - Sharpe Ratio Comparison


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Drawdowns

TAXT vs. NUMI - Drawdown Comparison

The maximum TAXT drawdown since its inception was -2.49%, smaller than the maximum NUMI drawdown of -4.72%. Use the drawdown chart below to compare losses from any high point for TAXT and NUMI.


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Drawdown Indicators


TAXTNUMIDifference

Max Drawdown

Largest peak-to-trough decline

-2.49%

-4.72%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

Current Drawdown

Current decline from peak

-0.49%

-0.57%

+0.08%

Average Drawdown

Average peak-to-trough decline

-0.48%

-1.36%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

Volatility

TAXT vs. NUMI - Volatility Comparison


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Volatility by Period


TAXTNUMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.53%

3.42%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.53%

4.32%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.53%

4.32%

-1.79%

TAXT vs. NUMI - Expense Ratio Comparison

TAXT has a 0.05% expense ratio, which is lower than NUMI's 0.29% expense ratio.


Dividends

TAXT vs. NUMI - Dividend Comparison

TAXT's dividend yield for the trailing twelve months is around 2.54%, less than NUMI's 3.66% yield.


PositionTTM2025
NUMI
Nuveen Municipal Income ETF
3.66%3.44%
TAXT
Northern Trust Tax-Exempt Bond ETF
2.54%1.23%

Frequently Asked Questions


TAXT and NUMI have a correlation of 0.72, 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 NUMI.

NUMI has the higher dividend yield at 3.66%, compared with 2.54% for TAXT.

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

Portfolio Optimizer

Find the right allocation for TAXT and NUMI

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

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