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MUNI vs. SCHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUNI vs. SCHP - Performance Comparison

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

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Returns By Period

In the year-to-date period, MUNI achieves a 1.24% return, which is significantly lower than SCHP's 1.61% return. Over the past 10 years, MUNI has underperformed SCHP with an annualized return of 2.16%, while SCHP has yielded a comparatively higher 2.66% annualized return.


MUNI

1D
-0.04%
1M
0.42%
YTD
1.24%
6M
1.44%
1Y
6.52%
3Y*
3.96%
5Y*
1.27%
10Y*
2.16%

SCHP

1D
-0.15%
1M
-0.03%
YTD
1.61%
6M
1.14%
1Y
5.19%
3Y*
4.05%
5Y*
1.13%
10Y*
2.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUNI vs. SCHP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUNI
PIMCO Intermediate Municipal Bond Active ETF
1.24%4.72%1.43%6.07%-6.62%0.67%4.83%7.09%0.84%4.86%
SCHP
Schwab U.S. TIPS ETF
1.61%6.76%1.95%3.91%-12.02%5.87%10.86%8.52%-1.78%3.02%

Correlation

The correlation between MUNI and SCHP is 0.67, 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

0.67

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

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2010

0.45

Over the past year, MUNI and SCHP have become more correlated (0.67) than their long-term average of 0.45, meaning their price movements have been converging.

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Return for Risk

MUNI vs. SCHP — Risk / Return Rank

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

MUNI
MUNI Risk / Return Rank: 7676
Overall Rank
MUNI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MUNI Sortino Ratio Rank: 9191
Sortino Ratio Rank
MUNI Omega Ratio Rank: 9393
Omega Ratio Rank
MUNI Calmar Ratio Rank: 5757
Calmar Ratio Rank
MUNI Martin Ratio Rank: 5454
Martin Ratio Rank

SCHP
SCHP Risk / Return Rank: 4747
Overall Rank
SCHP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 4747
Sortino Ratio Rank
SCHP Omega Ratio Rank: 4343
Omega Ratio Rank
SCHP Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHP Martin Ratio Rank: 4949
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. SCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Intermediate Municipal Bond Active ETF (MUNI) and Schwab U.S. TIPS ETF (SCHP). 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.


MUNISCHPDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.65

1.28

+0.37

Calmar ratioReturn relative to maximum drawdown

2.86

2.70

+0.16

Martin ratioReturn relative to average drawdown

9.39

8.22

+1.17

MUNI vs. SCHP - Sharpe Ratio Comparison

The current MUNI Sharpe Ratio is 2.89, which is higher than the SCHP Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of MUNI and SCHP, 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


MUNISCHPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

1.58

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.19

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.48

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.51

+0.28

Drawdowns

MUNI vs. SCHP - Drawdown Comparison

The maximum MUNI drawdown since its inception was -11.15%, smaller than the maximum SCHP drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for MUNI and SCHP.


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Drawdown Indicators


MUNISCHPDifference

Max Drawdown

Largest peak-to-trough decline

-11.15%

-14.26%

+3.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.29%

-1.93%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-4.09%

-4.48%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-11.15%

-14.26%

+3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-11.15%

-14.26%

+3.11%

Current Drawdown

Current decline from peak

-0.79%

-0.25%

-0.54%

Average Drawdown

Average peak-to-trough decline

-1.73%

-3.94%

+2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.63%

+0.07%

Volatility

MUNI vs. SCHP - Volatility Comparison

The current volatility for PIMCO Intermediate Municipal Bond Active ETF (MUNI) is 0.77%, while Schwab U.S. TIPS ETF (SCHP) has a volatility of 0.89%. This indicates that MUNI experiences smaller price fluctuations and is considered to be less risky than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUNISCHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.89%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.60%

2.20%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.27%

3.30%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.31%

6.12%

-2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.85%

5.59%

-1.74%

MUNI vs. SCHP - Expense Ratio Comparison

MUNI has a 0.35% expense ratio, which is higher than SCHP's 0.05% expense ratio.


Dividends

MUNI vs. SCHP - Dividend Comparison

MUNI's dividend yield for the trailing twelve months is around 3.29%, less than SCHP's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
MUNI
PIMCO Intermediate Municipal Bond Active ETF
3.29%3.26%3.50%3.09%2.13%1.62%1.92%2.44%2.38%2.37%2.37%2.20%
SCHP
Schwab U.S. TIPS ETF
3.99%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%

Frequently Asked Questions


MUNI and SCHP have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHP has higher volatility (0.89%) compared to MUNI (0.77%). In terms of maximum drawdown, MUNI dropped -11.15% vs SCHP's -14.26%.

On 10-year performance, SCHP leads with 2.66% vs 2.16% for MUNI. On fees, SCHP is cheaper at 0.05% per year. On volatility, MUNI has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHP has performed better with a 2.66% return vs 2.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHP is cheaper with a 0.05% expense ratio, compared with 0.35% for MUNI.

SCHP has the higher dividend yield at 3.99%, compared with 3.29% for MUNI.

MUNI is categorized as Municipal Bonds, while SCHP is Inflation-Protected Bonds. They also come from different issuers: PIMCO and Charles Schwab. Their fees differ too: 0.35% for MUNI and 0.05% for SCHP.

MUNI currently has the higher Sharpe Ratio (2.89 vs 1.58), 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

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