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TFI vs. AMUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFI vs. AMUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and abrdn Ultra Short Municipal Income Active ETF (AMUN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TFI achieves a 1.19% return, which is significantly higher than AMUN's 1.11% return.


TFI

1D
-0.02%
1M
0.63%
YTD
1.19%
6M
1.64%
1Y
6.67%
3Y*
2.99%
5Y*
-0.07%
10Y*
1.51%

AMUN

1D
-0.02%
1M
0.32%
YTD
1.11%
6M
1.36%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFI vs. AMUN - Yearly Performance Comparison


Correlation

The correlation between TFI and AMUN is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 21, 2025

0.22

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Return for Risk

TFI vs. AMUN — Risk / Return Rank

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

TFI
TFI Risk / Return Rank: 6565
Overall Rank
TFI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TFI Sortino Ratio Rank: 7676
Sortino Ratio Rank
TFI Omega Ratio Rank: 8383
Omega Ratio Rank
TFI Calmar Ratio Rank: 4848
Calmar Ratio Rank
TFI Martin Ratio Rank: 4848
Martin Ratio Rank

AMUN
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.

TFI vs. AMUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and abrdn Ultra Short Municipal Income Active ETF (AMUN). 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.


TFIAMUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.50

Calmar ratioReturn relative to maximum drawdown

2.40

Martin ratioReturn relative to average drawdown

7.91

TFI vs. AMUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TFIAMUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

2.05

-1.54

Drawdowns

TFI vs. AMUN - Drawdown Comparison

The maximum TFI drawdown since its inception was -15.49%, which is greater than AMUN's maximum drawdown of -0.61%. Use the drawdown chart below to compare losses from any high point for TFI and AMUN.


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Drawdown Indicators


TFIAMUNDifference

Max Drawdown

Largest peak-to-trough decline

-15.49%

-0.61%

-14.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

Max Drawdown (10Y)

Largest decline over 10 years

-15.49%

Current Drawdown

Current decline from peak

-1.21%

-0.02%

-1.19%

Average Drawdown

Average peak-to-trough decline

-2.97%

-0.09%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

Volatility

TFI vs. AMUN - Volatility Comparison


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Volatility by Period


TFIAMUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

1.01%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

1.01%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

1.01%

+3.99%

TFI vs. AMUN - Expense Ratio Comparison

TFI has a 0.23% expense ratio, which is lower than AMUN's 0.25% 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

TFI vs. AMUN - Dividend Comparison

TFI's dividend yield for the trailing twelve months is around 3.48%, more than AMUN's 1.89% yield.


PositionTTM20252024202320222021202020192018201720162015
AMUN
abrdn Ultra Short Municipal Income Active ETF
1.89%0.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
3.48%3.32%3.01%2.41%1.87%1.71%1.91%2.14%2.26%2.16%2.39%2.40%

Frequently Asked Questions


TFI and AMUN have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TFI is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TFI is cheaper with a 0.23% expense ratio, compared with 0.25% for AMUN.

TFI has the higher dividend yield at 3.48%, compared with 1.89% for AMUN.

They also come from different issuers: State Street and abrdn. Their fees differ too: 0.23% for TFI and 0.25% for AMUN.

Portfolio Optimizer

Find the right allocation for TFI and AMUN

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