PortfoliosLab logoPortfoliosLab logo
MUNI vs. PFMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUNI vs. PFMIX - Performance Comparison

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

Loading graphics...

MUNI vs. PFMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUNI
PIMCO Intermediate Municipal Bond Active ETF
0.11%4.72%1.43%6.07%-6.62%0.67%4.83%7.09%0.84%4.86%
PFMIX
PIMCO Municipal Bond Fund
-0.41%5.70%3.60%8.04%-11.32%2.55%5.89%8.67%1.41%7.47%

Returns By Period

In the year-to-date period, MUNI achieves a 0.11% return, which is significantly higher than PFMIX's -0.41% return. Over the past 10 years, MUNI has underperformed PFMIX with an annualized return of 2.17%, while PFMIX has yielded a comparatively higher 2.85% annualized return.


MUNI

1D
0.16%
1M
-1.90%
YTD
0.11%
6M
1.47%
1Y
4.63%
3Y*
3.33%
5Y*
1.30%
10Y*
2.17%

PFMIX

1D
0.22%
1M
-2.61%
YTD
-0.41%
6M
1.04%
1Y
4.35%
3Y*
4.72%
5Y*
1.44%
10Y*
2.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


MUNI vs. PFMIX - Expense Ratio Comparison

MUNI has a 0.35% expense ratio, which is lower than PFMIX's 0.44% expense ratio.


Return for Risk

MUNI vs. PFMIX — Risk / Return Rank

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

MUNI
MUNI Risk / Return Rank: 6969
Overall Rank
MUNI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MUNI Sortino Ratio Rank: 6666
Sortino Ratio Rank
MUNI Omega Ratio Rank: 8282
Omega Ratio Rank
MUNI Calmar Ratio Rank: 6767
Calmar Ratio Rank
MUNI Martin Ratio Rank: 5959
Martin Ratio Rank

PFMIX
PFMIX Risk / Return Rank: 5454
Overall Rank
PFMIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PFMIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
PFMIX Omega Ratio Rank: 7676
Omega Ratio Rank
PFMIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
PFMIX Martin Ratio Rank: 3434
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. PFMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Intermediate Municipal Bond Active ETF (MUNI) 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.


MUNIPFMIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.07

+0.13

Sortino ratio

Return per unit of downside risk

1.62

1.48

+0.14

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

1.65

1.11

+0.54

Martin ratio

Return relative to average drawdown

5.54

3.64

+1.91

MUNI vs. PFMIX - Sharpe Ratio Comparison

The current MUNI Sharpe Ratio is 1.21, which is comparable to the PFMIX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of MUNI and PFMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MUNIPFMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.07

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.35

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.72

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.99

-0.22

Correlation

The correlation between MUNI and PFMIX is 0.54, 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. PFMIX - Dividend Comparison

MUNI's dividend yield for the trailing twelve months is around 3.28%, less than PFMIX's 4.03% yield.


TTM20252024202320222021202020192018201720162015
MUNI
PIMCO Intermediate Municipal Bond Active ETF
3.28%3.26%3.50%3.09%2.13%1.62%1.92%2.44%2.38%2.37%2.37%2.20%
PFMIX
PIMCO Municipal Bond Fund
4.03%5.15%4.73%3.44%2.25%2.13%2.45%3.51%3.77%3.45%3.44%3.49%

Drawdowns

MUNI vs. PFMIX - Drawdown Comparison

The maximum MUNI drawdown since its inception was -11.15%, smaller than the maximum PFMIX drawdown of -26.51%. Use the drawdown chart below to compare losses from any high point for MUNI and PFMIX.


Loading graphics...

Drawdown Indicators


MUNIPFMIXDifference

Max Drawdown

Largest peak-to-trough decline

-11.15%

-26.51%

+15.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-4.67%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-11.15%

-16.11%

+4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-11.15%

-16.11%

+4.96%

Current Drawdown

Current decline from peak

-1.90%

-2.61%

+0.71%

Average Drawdown

Average peak-to-trough decline

-1.74%

-2.43%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

1.43%

-0.56%

Volatility

MUNI vs. PFMIX - Volatility Comparison

PIMCO Intermediate Municipal Bond Active ETF (MUNI) has a higher volatility of 1.10% compared to PIMCO Municipal Bond Fund (PFMIX) at 0.99%. This indicates that MUNI'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.


Loading graphics...

Volatility by Period


MUNIPFMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.99%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

1.76%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

4.89%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

4.12%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.85%

4.00%

-0.15%