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MUB vs. PFMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUB vs. PFMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares National AMT-Free Muni Bond ETF (MUB) and PIMCO Municipal Bond Fund (PFMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUB achieves a 0.21% return, which is significantly higher than PFMIX's 0.13% return. Over the past 10 years, MUB has underperformed PFMIX with an annualized return of 2.00%, while PFMIX has yielded a comparatively higher 2.91% annualized return.


MUB

1D
0.17%
1M
-0.79%
YTD
0.21%
6M
1.70%
1Y
3.98%
3Y*
2.70%
5Y*
0.91%
10Y*
2.00%

PFMIX

1D
0.00%
1M
-1.26%
YTD
0.13%
6M
1.47%
1Y
3.57%
3Y*
4.83%
5Y*
1.53%
10Y*
2.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUB vs. PFMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUB
iShares National AMT-Free Muni Bond ETF
0.21%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%
PFMIX
PIMCO Municipal Bond Fund
0.13%5.70%3.60%8.04%-11.32%2.55%5.89%8.67%1.41%7.47%

Correlation

The correlation between MUB and PFMIX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


MUB vs. PFMIX - Expense Ratio Comparison

MUB has a 0.07% expense ratio, which is lower than PFMIX's 0.44% expense ratio.


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Return for Risk

MUB vs. PFMIX — Risk / Return Rank

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

MUB
MUB Risk / Return Rank: 4747
Overall Rank
MUB Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 4848
Sortino Ratio Rank
MUB Omega Ratio Rank: 6161
Omega Ratio Rank
MUB Calmar Ratio Rank: 3737
Calmar Ratio Rank
MUB Martin Ratio Rank: 3434
Martin Ratio Rank

PFMIX
PFMIX Risk / Return Rank: 3535
Overall Rank
PFMIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PFMIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
PFMIX Omega Ratio Rank: 5555
Omega Ratio Rank
PFMIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PFMIX Martin Ratio Rank: 2323
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.

MUB vs. PFMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares National AMT-Free Muni Bond ETF (MUB) and PIMCO Municipal Bond Fund (PFMIX). 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.


MUBPFMIXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.96

+0.12

Sortino ratio

Return per unit of downside risk

1.40

1.31

+0.09

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratio

Return relative to maximum drawdown

1.28

1.05

+0.23

Martin ratio

Return relative to average drawdown

4.04

3.39

+0.65

MUB vs. PFMIX - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 1.08, which is comparable to the PFMIX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of MUB and PFMIX, 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


MUBPFMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.96

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.37

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.73

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.00

-0.42

Drawdowns

MUB vs. PFMIX - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, smaller than the maximum PFMIX drawdown of -26.51%. Use the drawdown chart below to compare losses from any high point for MUB and PFMIX.


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Drawdown Indicators


MUBPFMIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-26.51%

+12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-4.67%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

-16.11%

+4.23%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

-16.11%

+2.43%

Current Drawdown

Current decline from peak

-1.71%

-2.09%

+0.38%

Average Drawdown

Average peak-to-trough decline

-2.24%

-2.43%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.45%

-0.41%

Volatility

MUB vs. PFMIX - Volatility Comparison

iShares National AMT-Free Muni Bond ETF (MUB) has a higher volatility of 1.57% compared to PIMCO Municipal Bond Fund (PFMIX) at 1.05%. This indicates that MUB's price experiences larger fluctuations and is considered to be riskier than PFMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUBPFMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

1.05%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

1.74%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

4.82%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.04%

4.12%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

4.00%

+0.91%

Dividends

MUB vs. PFMIX - Dividend Comparison

MUB's dividend yield for the trailing twelve months is around 3.18%, less than PFMIX's 4.01% yield.


TTM20252024202320222021202020192018201720162015
MUB
iShares National AMT-Free Muni Bond ETF
3.18%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%
PFMIX
PIMCO Municipal Bond Fund
4.01%5.15%4.73%3.44%2.25%2.13%2.45%3.51%3.77%3.45%3.44%3.49%