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XCHG vs. TAFM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCHG vs. TAFM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US Equity ETF (XCHG) and AB Tax-Aware Intermediate Municipal ETF (TAFM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XCHG achieves a 8.51% return, which is significantly higher than TAFM's 0.84% return.


XCHG

1D
1.09%
1M
1.45%
6M
7.39%
YTD
8.51%
1Y
3Y*
5Y*
10Y*
ALL TIME*

TAFM

1D
-0.04%
1M
-1.60%
6M
0.02%
YTD
0.84%
1Y
5.14%
3Y*
5Y*
10Y*
ALL TIME*
3.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.72M$4.38M$5.17M
$55.08K$59.91K$74.54K

XCHG vs. TAFM - Yearly Performance Comparison


2026 (YTD)2025
XCHG
AB US Equity ETF
8.51%0.38%
TAFM
AB Tax-Aware Intermediate Municipal ETF
0.84%0.31%

Correlation

The correlation between XCHG and TAFM is 0.30, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 15, 2025

0.30

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Return for Risk

XCHG vs. TAFM — Risk / Return Rank

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

XCHG

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


TAFM
TAFM Risk / Return Rank: 7373
Overall Rank
TAFM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TAFM Sortino Ratio Rank: 8080
Sortino Ratio Rank
TAFM Omega Ratio Rank: 8484
Omega Ratio Rank
TAFM Calmar Ratio Rank: 5959
Calmar Ratio Rank
TAFM Martin Ratio Rank: 6060
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.

XCHG vs. TAFM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Equity ETF (XCHG) and AB Tax-Aware Intermediate Municipal ETF (TAFM). 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.


XCHGTAFMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.11

Martin ratioReturn relative to average drawdown

7.17

XCHG vs. TAFM - Sharpe Ratio Comparison


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Drawdowns

XCHG vs. TAFM - Drawdown Comparison

The maximum XCHG drawdown since its inception was -9.66%, which is greater than TAFM's maximum drawdown of -4.74%. Use the drawdown chart below to compare losses from any high point for XCHG and TAFM.


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Drawdown Indicators


XCHGTAFMDifference

Max Drawdown

Largest peak-to-trough decline

-9.66%

-4.74%

-4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

Current Drawdown

Current decline from peak

-0.30%

-1.70%

+1.40%

Average Drawdown

Average peak-to-trough decline

-1.77%

-0.92%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

Volatility

XCHG vs. TAFM - Volatility Comparison


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Volatility by Period


XCHGTAFMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

3.09%

+9.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.06%

4.84%

+8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

4.84%

+8.22%

XCHG vs. TAFM - Expense Ratio Comparison

XCHG has a 0.50% expense ratio, which is higher than TAFM's 0.28% expense ratio.


Dividends

XCHG vs. TAFM - Dividend Comparison

XCHG's dividend yield for the trailing twelve months is around 0.37%, less than TAFM's 3.68% yield.


PositionTTM202520242023
TAFM
AB Tax-Aware Intermediate Municipal ETF
3.37%3.51%3.35%0.18%
XCHG
AB US Equity ETF
0.37%0.05%0.00%0.00%

Frequently Asked Questions


XCHG and TAFM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TAFM is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TAFM is cheaper with a 0.28% expense ratio, compared with 0.50% for XCHG.

TAFM has the higher dividend yield at 3.37%, compared with 0.37% for XCHG.

XCHG is categorized as Large Cap Blend Equities, while TAFM is Municipal Bonds. Their fees differ too: 0.50% for XCHG and 0.28% for TAFM.

Portfolio Optimizer

Find the right allocation for XCHG and TAFM

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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