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COLTX vs. PHMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COLTX vs. PHMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Tax-Exempt Fund (COLTX) and PIMCO High Yield Municipal Bond Fund (PHMIX). The values are adjusted to include any dividend payments, if applicable.

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COLTX vs. PHMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COLTX
Columbia Tax-Exempt Fund
-0.78%3.86%3.47%6.60%-12.56%3.01%3.37%8.15%0.19%6.15%
PHMIX
PIMCO High Yield Municipal Bond Fund
-0.32%5.00%5.33%8.97%-13.90%5.51%6.21%10.77%2.28%9.83%

Returns By Period

In the year-to-date period, COLTX achieves a -0.78% return, which is significantly lower than PHMIX's -0.32% return. Over the past 10 years, COLTX has underperformed PHMIX with an annualized return of 1.82%, while PHMIX has yielded a comparatively higher 3.66% annualized return.


COLTX

1D
0.26%
1M
-2.86%
YTD
-0.78%
6M
0.56%
1Y
2.93%
3Y*
3.43%
5Y*
0.44%
10Y*
1.82%

PHMIX

1D
0.24%
1M
-2.70%
YTD
-0.32%
6M
0.87%
1Y
3.34%
3Y*
5.33%
5Y*
1.59%
10Y*
3.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COLTX vs. PHMIX - Expense Ratio Comparison

COLTX has a 0.73% expense ratio, which is higher than PHMIX's 0.55% expense ratio.


Return for Risk

COLTX vs. PHMIX — Risk / Return Rank

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

COLTX
COLTX Risk / Return Rank: 2424
Overall Rank
COLTX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
COLTX Sortino Ratio Rank: 2020
Sortino Ratio Rank
COLTX Omega Ratio Rank: 3434
Omega Ratio Rank
COLTX Calmar Ratio Rank: 2323
Calmar Ratio Rank
COLTX Martin Ratio Rank: 1818
Martin Ratio Rank

PHMIX
PHMIX Risk / Return Rank: 3131
Overall Rank
PHMIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
PHMIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PHMIX Omega Ratio Rank: 4444
Omega Ratio Rank
PHMIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PHMIX Martin Ratio Rank: 2121
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.

COLTX vs. PHMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Tax-Exempt Fund (COLTX) and PIMCO High Yield Municipal Bond Fund (PHMIX). 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.


COLTXPHMIXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.74

-0.15

Sortino ratio

Return per unit of downside risk

0.83

1.01

-0.18

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

0.67

0.79

-0.12

Martin ratio

Return relative to average drawdown

1.85

2.27

-0.42

COLTX vs. PHMIX - Sharpe Ratio Comparison

The current COLTX Sharpe Ratio is 0.59, which is comparable to the PHMIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of COLTX and PHMIX, 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


COLTXPHMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.74

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.33

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.79

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.85

+0.09

Correlation

The correlation between COLTX and PHMIX is 0.78, 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

COLTX vs. PHMIX - Dividend Comparison

COLTX's dividend yield for the trailing twelve months is around 3.74%, less than PHMIX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
COLTX
Columbia Tax-Exempt Fund
3.74%4.91%3.66%3.15%3.05%3.20%3.27%4.60%3.80%3.86%4.15%4.13%
PHMIX
PIMCO High Yield Municipal Bond Fund
4.60%5.91%5.33%4.71%3.39%3.84%3.62%4.38%4.41%4.22%4.12%4.46%

Drawdowns

COLTX vs. PHMIX - Drawdown Comparison

The maximum COLTX drawdown since its inception was -18.07%, smaller than the maximum PHMIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for COLTX and PHMIX.


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Drawdown Indicators


COLTXPHMIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.07%

-35.54%

+17.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-5.41%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.07%

-18.96%

+0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-18.07%

-18.96%

+0.89%

Current Drawdown

Current decline from peak

-2.86%

-2.70%

-0.16%

Average Drawdown

Average peak-to-trough decline

-2.64%

-5.00%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

1.89%

+0.49%

Volatility

COLTX vs. PHMIX - Volatility Comparison

Columbia Tax-Exempt Fund (COLTX) and PIMCO High Yield Municipal Bond Fund (PHMIX) have volatilities of 1.30% and 1.29%, 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


COLTXPHMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

1.29%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.05%

2.14%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

6.72%

5.69%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.18%

4.82%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

4.68%

+0.27%