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MUNI vs. SMMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUNI vs. SMMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Intermediate Municipal Bond Active ETF (MUNI) and PIMCO Short Term Municipal Bond Active ETF (SMMU). 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 1.28% return, which is significantly higher than SMMU's 1.03% return. Over the past 10 years, MUNI has outperformed SMMU with an annualized return of 2.17%, while SMMU has yielded a comparatively lower 1.82% annualized return.


MUNI

1D
0.13%
1M
0.40%
YTD
1.28%
6M
1.55%
1Y
6.54%
3Y*
3.97%
5Y*
1.30%
10Y*
2.17%

SMMU

1D
0.00%
1M
0.26%
YTD
1.03%
6M
1.33%
1Y
3.89%
3Y*
3.64%
5Y*
1.89%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUNI vs. SMMU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUNI
PIMCO Intermediate Municipal Bond Active ETF
1.28%4.72%1.43%6.07%-6.62%0.67%4.83%7.09%0.84%4.86%
SMMU
PIMCO Short Term Municipal Bond Active ETF
1.03%4.06%2.68%4.39%-2.45%0.17%2.87%3.47%1.51%2.34%

Correlation

The correlation between MUNI and SMMU is 0.62, 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

0.62

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

0.62

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

0.63

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

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2010

0.32

Over the past year, MUNI and SMMU have become more correlated (0.62) than their long-term average of 0.32, meaning their price movements have been converging.

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Return for Risk

MUNI vs. SMMU — 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: 8787
Sharpe Ratio Rank
MUNI Sortino Ratio Rank: 9191
Sortino Ratio Rank
MUNI Omega Ratio Rank: 9393
Omega Ratio Rank
MUNI Calmar Ratio Rank: 5656
Calmar Ratio Rank
MUNI Martin Ratio Rank: 5353
Martin Ratio Rank

SMMU
SMMU Risk / Return Rank: 9292
Overall Rank
SMMU Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SMMU Sortino Ratio Rank: 9696
Sortino Ratio Rank
SMMU Omega Ratio Rank: 9797
Omega Ratio Rank
SMMU Calmar Ratio Rank: 8787
Calmar Ratio Rank
SMMU Martin Ratio Rank: 8585
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. SMMU - Risk-Adjusted Trends Comparison

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


MUNISMMUDifference

Sharpe ratio

Return per unit of total volatility

2.90

3.81

-0.91

Sortino ratio

Return per unit of downside risk

4.35

5.77

-1.43

Omega ratio

Gain probability vs. loss probability

1.65

1.90

-0.24

Calmar ratio

Return relative to maximum drawdown

2.83

5.04

-2.22

Martin ratio

Return relative to average drawdown

9.33

18.06

-8.73

MUNI vs. SMMU - Sharpe Ratio Comparison

The current MUNI Sharpe Ratio is 2.90, which is comparable to the SMMU Sharpe Ratio of 3.81. The chart below compares the historical Sharpe Ratios of MUNI and SMMU, 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


MUNISMMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.90

3.81

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

1.13

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.67

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.60

+0.18

Drawdowns

MUNI vs. SMMU - Drawdown Comparison

The maximum MUNI drawdown since its inception was -11.15%, which is greater than SMMU's maximum drawdown of -5.09%. Use the drawdown chart below to compare losses from any high point for MUNI and SMMU.


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Drawdown Indicators


MUNISMMUDifference

Max Drawdown

Largest peak-to-trough decline

-11.15%

-5.09%

-6.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.29%

-0.77%

-1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-4.09%

-1.95%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-11.15%

-4.76%

-6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-11.15%

-5.09%

-6.06%

Current Drawdown

Current decline from peak

-0.75%

-0.10%

-0.65%

Average Drawdown

Average peak-to-trough decline

-1.73%

-0.55%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.22%

+0.47%

Volatility

MUNI vs. SMMU - Volatility Comparison

PIMCO Intermediate Municipal Bond Active ETF (MUNI) has a higher volatility of 0.78% compared to PIMCO Short Term Municipal Bond Active ETF (SMMU) at 0.31%. This indicates that MUNI's price experiences larger fluctuations and is considered to be riskier than SMMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUNISMMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.31%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

0.80%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

2.27%

1.02%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.31%

1.67%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.85%

2.73%

+1.12%

MUNI vs. SMMU - Expense Ratio Comparison

Both MUNI and SMMU have an expense ratio of 0.35%.


Dividends

MUNI vs. SMMU - Dividend Comparison

MUNI's dividend yield for the trailing twelve months is around 3.28%, more than SMMU's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SMMU
PIMCO Short Term Municipal Bond Active ETF
2.84%2.80%3.03%2.79%1.37%0.60%1.19%1.82%1.57%1.41%1.03%0.89%

Frequently Asked Questions


MUNI and SMMU have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUNI has higher volatility (0.78%) compared to SMMU (0.31%). In terms of maximum drawdown, MUNI dropped -11.15% vs SMMU's -5.09%.

On 10-year performance, MUNI leads with 2.17% vs 1.82% for SMMU. Both ETFs have the same 0.35% expense ratio. On volatility, SMMU has been the lower-risk option at 0.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MUNI has performed better with a 2.17% return vs 1.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUNI and SMMU have the same expense ratio: 0.35% per year.

MUNI has the higher dividend yield at 3.28%, compared with 2.84% for SMMU.

SMMU currently has the higher Sharpe Ratio (3.81 vs 2.90), 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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