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MUNI vs. ABHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUNI vs. ABHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Intermediate Municipal Bond Active ETF (MUNI) and American Century High-Yield Municipal Fund (ABHYX). The values are adjusted to include any dividend payments, if applicable.

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MUNI vs. ABHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUNI
PIMCO Intermediate Municipal Bond Active ETF
0.26%4.72%1.43%6.07%-6.62%0.67%4.83%7.09%0.84%4.86%
ABHYX
American Century High-Yield Municipal Fund
-0.31%3.77%6.16%5.90%-13.90%5.61%4.68%9.72%1.48%9.27%

Returns By Period

In the year-to-date period, MUNI achieves a 0.26% return, which is significantly higher than ABHYX's -0.31% return. Over the past 10 years, MUNI has underperformed ABHYX with an annualized return of 2.18%, while ABHYX has yielded a comparatively higher 2.85% annualized return.


MUNI

1D
0.15%
1M
-1.53%
YTD
0.26%
6M
1.49%
1Y
4.51%
3Y*
3.39%
5Y*
1.33%
10Y*
2.18%

ABHYX

1D
0.35%
1M
-2.26%
YTD
-0.31%
6M
1.15%
1Y
3.29%
3Y*
4.41%
5Y*
0.88%
10Y*
2.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MUNI vs. ABHYX - Expense Ratio Comparison

MUNI has a 0.35% expense ratio, which is lower than ABHYX's 0.59% expense ratio.


Return for Risk

MUNI vs. ABHYX — Risk / Return Rank

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

MUNI
MUNI Risk / Return Rank: 6363
Overall Rank
MUNI Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MUNI Sortino Ratio Rank: 6060
Sortino Ratio Rank
MUNI Omega Ratio Rank: 7777
Omega Ratio Rank
MUNI Calmar Ratio Rank: 6161
Calmar Ratio Rank
MUNI Martin Ratio Rank: 5353
Martin Ratio Rank

ABHYX
ABHYX Risk / Return Rank: 2121
Overall Rank
ABHYX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ABHYX Sortino Ratio Rank: 1616
Sortino Ratio Rank
ABHYX Omega Ratio Rank: 3030
Omega Ratio Rank
ABHYX Calmar Ratio Rank: 2121
Calmar Ratio Rank
ABHYX Martin Ratio Rank: 1717
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.

MUNI vs. ABHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Intermediate Municipal Bond Active ETF (MUNI) and American Century High-Yield Municipal Fund (ABHYX). 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.


MUNIABHYXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.60

+0.58

Sortino ratio

Return per unit of downside risk

1.58

0.83

+0.76

Omega ratio

Gain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratio

Return relative to maximum drawdown

1.63

0.72

+0.92

Martin ratio

Return relative to average drawdown

5.45

2.19

+3.26

MUNI vs. ABHYX - Sharpe Ratio Comparison

The current MUNI Sharpe Ratio is 1.18, which is higher than the ABHYX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of MUNI and ABHYX, 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


MUNIABHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.60

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.18

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.58

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

1.03

-0.26

Correlation

The correlation between MUNI and ABHYX is 0.56, 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

MUNI vs. ABHYX - Dividend Comparison

MUNI's dividend yield for the trailing twelve months is around 3.30%, less than ABHYX's 4.82% yield.


TTM20252024202320222021202020192018201720162015
MUNI
PIMCO Intermediate Municipal Bond Active ETF
3.30%3.26%3.50%3.09%2.13%1.62%1.92%2.44%2.38%2.37%2.37%2.20%
ABHYX
American Century High-Yield Municipal Fund
4.82%5.11%4.96%4.02%2.77%3.50%3.35%4.08%3.90%3.61%3.61%3.91%

Drawdowns

MUNI vs. ABHYX - Drawdown Comparison

The maximum MUNI drawdown since its inception was -11.15%, smaller than the maximum ABHYX drawdown of -26.34%. Use the drawdown chart below to compare losses from any high point for MUNI and ABHYX.


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Drawdown Indicators


MUNIABHYXDifference

Max Drawdown

Largest peak-to-trough decline

-11.15%

-26.34%

+15.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-6.09%

+3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-11.15%

-18.54%

+7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-11.15%

-18.54%

+7.39%

Current Drawdown

Current decline from peak

-1.75%

-2.59%

+0.84%

Average Drawdown

Average peak-to-trough decline

-1.74%

-3.12%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.99%

-1.11%

Volatility

MUNI vs. ABHYX - Volatility Comparison

The current volatility for PIMCO Intermediate Municipal Bond Active ETF (MUNI) is 1.07%, while American Century High-Yield Municipal Fund (ABHYX) has a volatility of 1.33%. This indicates that MUNI experiences smaller price fluctuations and is considered to be less risky than ABHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUNIABHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.33%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

2.09%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

6.17%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

4.90%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.85%

4.96%

-1.11%