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GHYIX vs. HIMYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GHYIX vs. HIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs High Yield Municipal Fund Institutional Class (GHYIX) and Pioneer High Income Municipal Fund (HIMYX). The values are adjusted to include any dividend payments, if applicable.

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GHYIX vs. HIMYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GHYIX
Goldman Sachs High Yield Municipal Fund Institutional Class
-0.35%3.92%5.74%7.34%-14.79%5.79%4.96%11.47%4.97%9.33%
HIMYX
Pioneer High Income Municipal Fund
-0.90%-1.50%6.07%3.64%-13.08%6.69%1.85%9.56%4.15%8.33%

Returns By Period

In the year-to-date period, GHYIX achieves a -0.35% return, which is significantly higher than HIMYX's -0.90% return. Over the past 10 years, GHYIX has outperformed HIMYX with an annualized return of 3.68%, while HIMYX has yielded a comparatively lower 2.19% annualized return.


GHYIX

1D
0.34%
1M
-2.18%
YTD
-0.35%
6M
0.93%
1Y
2.07%
3Y*
4.46%
5Y*
0.85%
10Y*
3.68%

HIMYX

1D
0.37%
1M
-2.66%
YTD
-0.90%
6M
-2.34%
1Y
-2.72%
3Y*
1.70%
5Y*
-0.43%
10Y*
2.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GHYIX vs. HIMYX - Expense Ratio Comparison

GHYIX has a 0.54% expense ratio, which is lower than HIMYX's 0.55% expense ratio.


Return for Risk

GHYIX vs. HIMYX — Risk / Return Rank

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

GHYIX
GHYIX Risk / Return Rank: 1414
Overall Rank
GHYIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GHYIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
GHYIX Omega Ratio Rank: 1515
Omega Ratio Rank
GHYIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GHYIX Martin Ratio Rank: 1414
Martin Ratio Rank

HIMYX
HIMYX Risk / Return Rank: 33
Overall Rank
HIMYX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HIMYX Sortino Ratio Rank: 22
Sortino Ratio Rank
HIMYX Omega Ratio Rank: 22
Omega Ratio Rank
HIMYX Calmar Ratio Rank: 33
Calmar Ratio Rank
HIMYX Martin Ratio Rank: 44
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.

GHYIX vs. HIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs High Yield Municipal Fund Institutional Class (GHYIX) and Pioneer High Income Municipal Fund (HIMYX). 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.


GHYIXHIMYXDifference

Sharpe ratio

Return per unit of total volatility

0.39

-0.27

+0.66

Sortino ratio

Return per unit of downside risk

0.56

-0.34

+0.90

Omega ratio

Gain probability vs. loss probability

1.11

0.94

+0.17

Calmar ratio

Return relative to maximum drawdown

0.61

-0.19

+0.80

Martin ratio

Return relative to average drawdown

1.68

-0.38

+2.05

GHYIX vs. HIMYX - Sharpe Ratio Comparison

The current GHYIX Sharpe Ratio is 0.39, which is higher than the HIMYX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of GHYIX and HIMYX, 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


GHYIXHIMYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

-0.27

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.08

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.44

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.52

+0.46

Correlation

The correlation between GHYIX and HIMYX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GHYIX vs. HIMYX - Dividend Comparison

GHYIX's dividend yield for the trailing twelve months is around 4.69%, less than HIMYX's 8.24% yield.


TTM20252024202320222021202020192018201720162015
GHYIX
Goldman Sachs High Yield Municipal Fund Institutional Class
4.69%6.12%4.38%3.56%3.04%3.06%3.44%4.03%4.12%4.36%4.81%4.88%
HIMYX
Pioneer High Income Municipal Fund
8.24%8.63%5.32%4.97%3.88%3.71%3.96%5.35%5.20%5.00%5.66%5.65%

Drawdowns

GHYIX vs. HIMYX - Drawdown Comparison

The maximum GHYIX drawdown since its inception was -35.88%, roughly equal to the maximum HIMYX drawdown of -35.00%. Use the drawdown chart below to compare losses from any high point for GHYIX and HIMYX.


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Drawdown Indicators


GHYIXHIMYXDifference

Max Drawdown

Largest peak-to-trough decline

-35.88%

-35.00%

-0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-6.96%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-19.32%

-0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-19.82%

-19.32%

-0.50%

Current Drawdown

Current decline from peak

-2.50%

-6.73%

+4.23%

Average Drawdown

Average peak-to-trough decline

-4.63%

-5.66%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

3.50%

-1.18%

Volatility

GHYIX vs. HIMYX - Volatility Comparison

The current volatility for Goldman Sachs High Yield Municipal Fund Institutional Class (GHYIX) is 1.28%, while Pioneer High Income Municipal Fund (HIMYX) has a volatility of 1.41%. This indicates that GHYIX experiences smaller price fluctuations and is considered to be less risky than HIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHYIXHIMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

1.41%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

4.32%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

6.50%

8.39%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

5.62%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

5.04%

+0.33%