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BIDAX vs. FXIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIDAX vs. FXIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Municipal Bond Index Fund (BIDAX) and PIMCO Fixed Income SHares: Series TE (FXIEX). The values are adjusted to include any dividend payments, if applicable.

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BIDAX vs. FXIEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BIDAX
iShares Municipal Bond Index Fund
-0.75%4.52%1.44%5.74%-9.41%1.38%4.70%7.56%1.44%
FXIEX
PIMCO Fixed Income SHares: Series TE
-0.72%3.37%5.16%8.92%-10.89%2.19%7.22%8.45%1.50%

Returns By Period

The year-to-date returns for both investments are quite close, with BIDAX having a -0.75% return and FXIEX slightly higher at -0.72%.


BIDAX

1D
0.18%
1M
-2.77%
YTD
-0.75%
6M
0.57%
1Y
3.58%
3Y*
2.68%
5Y*
0.54%
10Y*

FXIEX

1D
0.10%
1M
-2.32%
YTD
-0.72%
6M
0.00%
1Y
2.29%
3Y*
4.64%
5Y*
1.48%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIDAX vs. FXIEX - Expense Ratio Comparison

BIDAX has a 0.50% expense ratio, which is higher than FXIEX's 0.07% expense ratio.


Return for Risk

BIDAX vs. FXIEX — Risk / Return Rank

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

BIDAX
BIDAX Risk / Return Rank: 4444
Overall Rank
BIDAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BIDAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
BIDAX Omega Ratio Rank: 6868
Omega Ratio Rank
BIDAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BIDAX Martin Ratio Rank: 3131
Martin Ratio Rank

FXIEX
FXIEX Risk / Return Rank: 2828
Overall Rank
FXIEX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FXIEX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FXIEX Omega Ratio Rank: 4545
Omega Ratio Rank
FXIEX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FXIEX Martin Ratio Rank: 1515
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.

BIDAX vs. FXIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Municipal Bond Index Fund (BIDAX) and PIMCO Fixed Income SHares: Series TE (FXIEX). 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.


BIDAXFXIEXDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.74

+0.16

Sortino ratio

Return per unit of downside risk

1.22

1.06

+0.16

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

0.97

0.48

+0.49

Martin ratio

Return relative to average drawdown

3.38

1.44

+1.94

BIDAX vs. FXIEX - Sharpe Ratio Comparison

The current BIDAX Sharpe Ratio is 0.90, which is comparable to the FXIEX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of BIDAX and FXIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BIDAXFXIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.74

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.36

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.56

-0.08

Correlation

The correlation between BIDAX and FXIEX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BIDAX vs. FXIEX - Dividend Comparison

BIDAX's dividend yield for the trailing twelve months is around 3.14%, more than FXIEX's 2.03% yield.


TTM202520242023202220212020201920182017
BIDAX
iShares Municipal Bond Index Fund
3.14%4.09%3.25%2.16%1.92%2.36%2.35%3.64%0.48%0.00%
FXIEX
PIMCO Fixed Income SHares: Series TE
2.03%2.75%4.53%3.98%3.25%2.63%3.37%3.63%3.79%2.67%

Drawdowns

BIDAX vs. FXIEX - Drawdown Comparison

The maximum BIDAX drawdown since its inception was -14.39%, smaller than the maximum FXIEX drawdown of -15.25%. Use the drawdown chart below to compare losses from any high point for BIDAX and FXIEX.


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Drawdown Indicators


BIDAXFXIEXDifference

Max Drawdown

Largest peak-to-trough decline

-14.39%

-15.25%

+0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-4.83%

-5.11%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-14.39%

-15.25%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-15.25%

Current Drawdown

Current decline from peak

-2.77%

-2.32%

-0.45%

Average Drawdown

Average peak-to-trough decline

-3.56%

-2.92%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

1.83%

-0.44%

Volatility

BIDAX vs. FXIEX - Volatility Comparison

iShares Municipal Bond Index Fund (BIDAX) and PIMCO Fixed Income SHares: Series TE (FXIEX) have volatilities of 1.08% and 1.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIDAXFXIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.03%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

2.31%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.82%

5.73%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.04%

4.30%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.46%

4.07%

+0.39%