PortfoliosLab logoPortfoliosLab logo
GMUN vs. SMMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMUN vs. SMMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Community Municipal Bond ETF (GMUN) and PIMCO Short Term Municipal Bond Active ETF (SMMU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GMUN achieves a -0.34% return, which is significantly lower than SMMU's 1.10% return.


GMUN

1D
0.00%
1M
-0.75%
YTD
-0.34%
6M
0.04%
1Y
4.92%
3Y*
3.06%
5Y*
10Y*

SMMU

1D
0.07%
1M
0.31%
YTD
1.10%
6M
1.36%
1Y
3.92%
3Y*
3.67%
5Y*
1.90%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMUN vs. SMMU - Yearly Performance Comparison


2026 (YTD)202520242023
GMUN
Goldman Sachs Community Municipal Bond ETF
-0.34%5.92%0.31%3.68%
SMMU
PIMCO Short Term Municipal Bond Active ETF
1.10%4.06%2.68%3.84%

Correlation

The correlation between GMUN and SMMU is 0.60, 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

0.60

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

0.66

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.66

The correlation between GMUN and SMMU has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GMUN vs. SMMU — Risk / Return Rank

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

GMUN
GMUN Risk / Return Rank: 5555
Overall Rank
GMUN Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GMUN Sortino Ratio Rank: 6060
Sortino Ratio Rank
GMUN Omega Ratio Rank: 8181
Omega Ratio Rank
GMUN Calmar Ratio Rank: 3636
Calmar Ratio Rank
GMUN Martin Ratio Rank: 3535
Martin Ratio Rank

SMMU
SMMU Risk / Return Rank: 9292
Overall Rank
SMMU Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SMMU Sortino Ratio Rank: 9696
Sortino Ratio Rank
SMMU Omega Ratio Rank: 9797
Omega Ratio Rank
SMMU Calmar Ratio Rank: 8888
Calmar Ratio Rank
SMMU Martin Ratio Rank: 8686
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.

GMUN vs. SMMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Community Municipal Bond ETF (GMUN) and PIMCO Short Term Municipal Bond Active ETF (SMMU). 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.


GMUNSMMUDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-3.03

Omega ratioGain probability vs. loss probability

1.49

1.90

-0.42

Calmar ratioReturn relative to maximum drawdown

1.75

5.10

-3.36

Martin ratioReturn relative to average drawdown

5.36

18.24

-12.88

GMUN vs. SMMU - Sharpe Ratio Comparison

The current GMUN Sharpe Ratio is 2.04, which is lower than the SMMU Sharpe Ratio of 3.84. The chart below compares the historical Sharpe Ratios of GMUN and SMMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GMUNSMMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

3.84

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.60

+0.39

Drawdowns

GMUN vs. SMMU - Drawdown Comparison

The maximum GMUN drawdown since its inception was -4.35%, smaller than the maximum SMMU drawdown of -5.09%. Use the drawdown chart below to compare losses from any high point for GMUN and SMMU.


Loading charts...

Drawdown Indicators


GMUNSMMUDifference

Max Drawdown

Largest peak-to-trough decline

-4.35%

-5.09%

+0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-0.77%

-2.06%

Max Drawdown (3Y)

Largest decline over 3 years

-3.37%

-1.95%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-5.09%

Current Drawdown

Current decline from peak

-2.29%

-0.03%

-2.26%

Average Drawdown

Average peak-to-trough decline

-1.02%

-0.55%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.22%

+0.70%

Volatility

GMUN vs. SMMU - Volatility Comparison

Goldman Sachs Community Municipal Bond ETF (GMUN) has a higher volatility of 1.09% compared to PIMCO Short Term Municipal Bond Active ETF (SMMU) at 0.31%. This indicates that GMUN's price experiences larger fluctuations and is considered to be riskier than SMMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GMUNSMMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.31%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

0.79%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

2.42%

1.02%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

1.67%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.96%

2.73%

+0.23%

GMUN vs. SMMU - Expense Ratio Comparison

GMUN has a 0.15% expense ratio, which is lower than SMMU's 0.35% expense ratio.


Dividends

GMUN vs. SMMU - Dividend Comparison

GMUN's dividend yield for the trailing twelve months is around 3.12%, more than SMMU's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
GMUN
Goldman Sachs Community Municipal Bond ETF
3.12%2.94%3.22%2.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMMU
PIMCO Short Term Municipal Bond Active ETF
2.84%2.80%3.03%2.79%1.37%0.60%1.19%1.82%1.57%1.41%1.03%0.89%

Frequently Asked Questions


GMUN and SMMU have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GMUN has higher volatility (1.09%) compared to SMMU (0.31%). In terms of maximum drawdown, GMUN dropped -4.35% vs SMMU's -5.09%.

On 3-year performance, SMMU leads with 3.67% vs 3.06% for GMUN. On fees, GMUN is cheaper at 0.15% per year. On volatility, SMMU has been the lower-risk option at 0.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SMMU has performed better with a 3.67% return vs 3.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GMUN is cheaper with a 0.15% expense ratio, compared with 0.35% for SMMU.

GMUN has the higher dividend yield at 3.12%, compared with 2.84% for SMMU.

They also come from different issuers: Goldman Sachs and PIMCO. Their fees differ too: 0.15% for GMUN and 0.35% for SMMU.

SMMU currently has the higher Sharpe Ratio (3.84 vs 2.04), 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.

Portfolio Optimizer

Find the right allocation for GMUN and SMMU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer