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VTEB vs. MMMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEB vs. MMMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Exempt Bond ETF (VTEB) and NYLI MacKay Muni Allocation ETF (MMMA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTEB achieves a 1.90% return, which is significantly lower than MMMA's 3.81% return.


VTEB

1D
0.08%
1M
1.16%
YTD
1.90%
6M
2.03%
1Y
6.88%
3Y*
3.41%
5Y*
0.99%
10Y*
1.99%

MMMA

1D
0.14%
1M
1.40%
YTD
3.81%
6M
3.83%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEB vs. MMMA - Yearly Performance Comparison


2026 (YTD)2025
VTEB
Vanguard Tax-Exempt Bond ETF
1.90%0.40%
MMMA
NYLI MacKay Muni Allocation ETF
3.81%0.35%

Correlation

The correlation between VTEB and MMMA is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 16, 2025

0.83

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Return for Risk

VTEB vs. MMMA — Risk / Return Rank

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

VTEB
VTEB Risk / Return Rank: 7979
Overall Rank
VTEB Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 9292
Sortino Ratio Rank
VTEB Omega Ratio Rank: 9393
Omega Ratio Rank
VTEB Calmar Ratio Rank: 6060
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5959
Martin Ratio Rank

MMMA

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

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.

VTEB vs. MMMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Exempt Bond ETF (VTEB) and NYLI MacKay Muni Allocation ETF (MMMA). 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.


VTEBMMMADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.56

Calmar ratioReturn relative to maximum drawdown

2.55

Martin ratioReturn relative to average drawdown

8.99

VTEB vs. MMMA - Sharpe Ratio Comparison


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Drawdowns

VTEB vs. MMMA - Drawdown Comparison

The maximum VTEB drawdown since its inception was -17.00%, which is greater than MMMA's maximum drawdown of -2.79%. Use the drawdown chart below to compare losses from any high point for VTEB and MMMA.


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Drawdown Indicators


VTEBMMMADifference

Max Drawdown

Largest peak-to-trough decline

-17.00%

-2.79%

-14.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

Current Drawdown

Current decline from peak

-0.09%

0.00%

-0.09%

Average Drawdown

Average peak-to-trough decline

-2.31%

-0.55%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

VTEB vs. MMMA - Volatility Comparison


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Volatility by Period


VTEBMMMADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

2.68%

4.01%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.90%

4.01%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

4.01%

+1.24%

VTEB vs. MMMA - Expense Ratio Comparison

VTEB has a 0.03% expense ratio, which is lower than MMMA's 0.35% expense ratio.


Dividends

VTEB vs. MMMA - Dividend Comparison

VTEB's dividend yield for the trailing twelve months is around 3.34%, more than MMMA's 1.94% yield.


PositionTTM20252024202320222021202020192018201720162015
MMMA
NYLI MacKay Muni Allocation ETF
1.94%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTEB
Vanguard Tax-Exempt Bond ETF
3.34%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


VTEB and MMMA have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTEB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTEB is cheaper with a 0.03% expense ratio, compared with 0.35% for MMMA.

VTEB has the higher dividend yield at 3.34%, compared with 1.94% for MMMA.

They also come from different issuers: Vanguard and NYLI. Their fees differ too: 0.03% for VTEB and 0.35% for MMMA.

Portfolio Optimizer

Find the right allocation for VTEB and MMMA

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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