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CORP vs. MUNI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORP vs. MUNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Investment Grade Corporate Bond Index ETF (CORP) and PIMCO Intermediate Municipal Bond Active ETF (MUNI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CORP achieves a 0.57% return, which is significantly lower than MUNI's 1.24% return. Over the past 10 years, CORP has outperformed MUNI with an annualized return of 2.79%, while MUNI has yielded a comparatively lower 2.16% annualized return.


CORP

1D
-0.21%
1M
0.55%
YTD
0.57%
6M
0.40%
1Y
6.11%
3Y*
5.48%
5Y*
0.92%
10Y*
2.79%

MUNI

1D
-0.04%
1M
0.42%
YTD
1.24%
6M
1.44%
1Y
6.52%
3Y*
3.96%
5Y*
1.27%
10Y*
2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORP vs. MUNI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORP
PIMCO Investment Grade Corporate Bond Index ETF
0.57%7.96%2.47%9.13%-14.96%-1.18%9.70%14.80%-3.29%6.56%
MUNI
PIMCO Intermediate Municipal Bond Active ETF
1.24%4.72%1.43%6.07%-6.62%0.67%4.83%7.09%0.84%4.86%

Correlation

The correlation between CORP and MUNI is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2010

0.48

Over the past year, CORP and MUNI have become more correlated (0.73) than their long-term average of 0.48, meaning their price movements have been converging.

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Return for Risk

CORP vs. MUNI — Risk / Return Rank

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

CORP
CORP Risk / Return Rank: 4242
Overall Rank
CORP Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CORP Sortino Ratio Rank: 4343
Sortino Ratio Rank
CORP Omega Ratio Rank: 3939
Omega Ratio Rank
CORP Calmar Ratio Rank: 4343
Calmar Ratio Rank
CORP Martin Ratio Rank: 4343
Martin Ratio Rank

MUNI
MUNI Risk / Return Rank: 7676
Overall Rank
MUNI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MUNI Sortino Ratio Rank: 9191
Sortino Ratio Rank
MUNI Omega Ratio Rank: 9393
Omega Ratio Rank
MUNI Calmar Ratio Rank: 5757
Calmar Ratio Rank
MUNI Martin Ratio Rank: 5454
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.

CORP vs. MUNI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Corporate Bond Index ETF (CORP) and PIMCO Intermediate Municipal Bond Active ETF (MUNI). 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.


CORPMUNIDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.26

1.65

-0.39

Calmar ratioReturn relative to maximum drawdown

2.13

2.86

-0.73

Martin ratioReturn relative to average drawdown

6.90

9.39

-2.49

CORP vs. MUNI - Sharpe Ratio Comparison

The current CORP Sharpe Ratio is 1.47, which is lower than the MUNI Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of CORP and MUNI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CORPMUNIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.89

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.38

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.56

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.78

-0.22

Drawdowns

CORP vs. MUNI - Drawdown Comparison

The maximum CORP drawdown since its inception was -21.21%, which is greater than MUNI's maximum drawdown of -11.15%. Use the drawdown chart below to compare losses from any high point for CORP and MUNI.


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Drawdown Indicators


CORPMUNIDifference

Max Drawdown

Largest peak-to-trough decline

-21.21%

-11.15%

-10.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.29%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-6.06%

-4.09%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-11.15%

-10.06%

Max Drawdown (10Y)

Largest decline over 10 years

-21.21%

-11.15%

-10.06%

Current Drawdown

Current decline from peak

-1.06%

-0.79%

-0.27%

Average Drawdown

Average peak-to-trough decline

-3.61%

-1.73%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.70%

+0.19%

Volatility

CORP vs. MUNI - Volatility Comparison

PIMCO Investment Grade Corporate Bond Index ETF (CORP) has a higher volatility of 1.33% compared to PIMCO Intermediate Municipal Bond Active ETF (MUNI) at 0.77%. This indicates that CORP's price experiences larger fluctuations and is considered to be riskier than MUNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORPMUNIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

0.77%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

1.60%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

2.27%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.89%

3.31%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

3.85%

+3.23%

CORP vs. MUNI - Expense Ratio Comparison

CORP has a 0.20% expense ratio, which is lower than MUNI's 0.35% expense ratio.


Dividends

CORP vs. MUNI - Dividend Comparison

CORP's dividend yield for the trailing twelve months is around 4.85%, more than MUNI's 3.29% yield.


PositionTTM20252024202320222021202020192018201720162015
CORP
PIMCO Investment Grade Corporate Bond Index ETF
4.85%4.77%4.74%4.12%3.28%2.51%2.90%3.25%3.18%3.08%2.91%3.14%
MUNI
PIMCO Intermediate Municipal Bond Active ETF
3.29%3.26%3.50%3.09%2.13%1.62%1.92%2.44%2.38%2.37%2.37%2.20%

Frequently Asked Questions


CORP and MUNI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORP has higher volatility (1.33%) compared to MUNI (0.77%). In terms of maximum drawdown, CORP dropped -21.21% vs MUNI's -11.15%.

On 10-year performance, CORP leads with 2.79% vs 2.16% for MUNI. On fees, CORP is cheaper at 0.20% per year. On volatility, MUNI has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CORP has performed better with a 2.79% return vs 2.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CORP is cheaper with a 0.20% expense ratio, compared with 0.35% for MUNI.

CORP has the higher dividend yield at 4.85%, compared with 3.29% for MUNI.

CORP is categorized as Corporate Bonds, while MUNI is Municipal Bonds. Their fees differ too: 0.20% for CORP and 0.35% for MUNI.

MUNI currently has the higher Sharpe Ratio (2.89 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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