HIMYX vs. XILSX
HIMYX (Pioneer High Income Municipal Fund) and XILSX (Pioneer ILS Interval Fund) are both mutual funds - HIMYX is a High Yield Muni fund managed by Amundi, while XILSX is a High Yield Bonds fund managed by Amundi. Over the past 5 years, HIMYX returned -1.22%/yr vs 12.59%/yr for XILSX. Their 0.07 correlation means their historical movements had little consistent relationship. HIMYX charges 0.55%/yr vs 1.88%/yr for XILSX.
Performance
HIMYX vs. XILSX - Performance Comparison
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Returns By Period
In the year-to-date period, HIMYX achieves a -0.40% return, which is significantly lower than XILSX's 10.04% return.
HIMYX
- 1D
- -0.37%
- 1M
- -2.52%
- 6M
- -1.44%
- YTD
- -0.40%
- 1Y
- 1.46%
- 3Y*
- 1.87%
- 5Y*
- -1.22%
- 10Y*
- 1.88%
- ALL TIME*
- 2.64%
XILSX
- 1D
- 0.00%
- 1M
- 0.95%
- 6M
- 8.36%
- YTD
- 10.04%
- 1Y
- 23.43%
- 3Y*
- 19.09%
- 5Y*
- 12.59%
- 10Y*
- —
- ALL TIME*
- 6.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HIMYX vs. XILSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HIMYX Pioneer High Income Municipal Fund | -0.40% | -1.50% | 6.07% | 3.64% | -13.08% | 6.69% | 1.85% | 9.56% | 4.15% | 7.09% |
XILSX Pioneer ILS Interval Fund | 10.04% | 18.70% | 18.93% | 18.65% | 1.23% | -1.10% | 7.37% | 2.60% | -2.11% | -8.83% |
Correlation
The correlation between HIMYX and XILSX is 0.10, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.07 |
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Return for Risk
HIMYX vs. XILSX — Risk / Return Rank
HIMYX
XILSX
HIMYX vs. XILSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pioneer High Income Municipal Fund (HIMYX) and Pioneer ILS Interval Fund (XILSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HIMYX | XILSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.40 | ||
| Sortino ratioReturn per unit of downside risk | -77.03 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 41.51 | -40.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 112.69 | -112.05 |
| Martin ratioReturn relative to average drawdown | 1.72 | 769.28 | -767.55 |
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Drawdowns
HIMYX vs. XILSX - Drawdown Comparison
The maximum HIMYX drawdown since its inception was -35.00%, which is greater than XILSX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for HIMYX and XILSX.
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Drawdown Indicators
| HIMYX | XILSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.00% | -14.53% | -20.47% |
Max Drawdown (1Y)Largest decline over 1 year | -4.22% | -0.10% | -4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -6.99% | -2.36% | -4.63% |
Max Drawdown (5Y)Largest decline over 5 years | -19.32% | -6.27% | -13.05% |
Max Drawdown (10Y)Largest decline over 10 years | -19.32% | — | — |
Current DrawdownCurrent decline from peak | -6.26% | 0.00% | -6.26% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -4.83% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 0.03% | +1.52% |
Volatility
HIMYX vs. XILSX - Volatility Comparison
Pioneer High Income Municipal Fund (HIMYX) has a higher volatility of 1.36% compared to Pioneer ILS Interval Fund (XILSX) at 0.52%. This indicates that HIMYX's price experiences larger fluctuations and is considered to be riskier than XILSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HIMYX | XILSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 0.52% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 1.57% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.51% | 3.02% | +2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.71% | 3.78% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.09% | 3.90% | +1.19% |
HIMYX vs. XILSX - Expense Ratio Comparison
HIMYX has a 0.55% expense ratio, which is lower than XILSX's 1.88% expense ratio.
Dividends
HIMYX vs. XILSX - Dividend Comparison
HIMYX's dividend yield for the trailing twelve months is around 8.37%, less than XILSX's 8.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIMYX Pioneer High Income Municipal Fund | 8.37% | 8.63% | 5.32% | 4.97% | 3.88% | 3.71% | 3.96% | 5.35% | 5.20% | 5.00% | 5.66% | 5.65% |
XILSX Pioneer ILS Interval Fund | 8.64% | 9.51% | 13.06% | 12.82% | 2.68% | 2.04% | 5.20% | 6.63% | 6.40% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HIMYX and XILSX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HIMYX has higher volatility (1.36%) compared to XILSX (0.52%). In terms of maximum drawdown, HIMYX dropped -35.00% vs XILSX's -14.53%.
XILSX currently has the higher Sharpe Ratio (7.88 vs 0.49), 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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