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PCTIX vs. CMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCTIX vs. CMF - Performance Comparison

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

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PCTIX vs. CMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCTIX
PIMCO California Municipal Bond Fund
-0.43%3.92%3.12%7.98%-10.90%1.96%6.89%9.11%1.11%7.30%
CMF
iShares California Muni Bond ETF
-0.57%3.36%1.65%5.71%-8.27%0.78%4.50%6.94%0.99%4.63%

Returns By Period

In the year-to-date period, PCTIX achieves a -0.43% return, which is significantly higher than CMF's -0.57% return. Over the past 10 years, PCTIX has outperformed CMF with an annualized return of 2.66%, while CMF has yielded a comparatively lower 1.72% annualized return.


PCTIX

1D
0.28%
1M
-2.48%
YTD
-0.43%
6M
1.16%
1Y
3.85%
3Y*
3.93%
5Y*
1.09%
10Y*
2.66%

CMF

1D
0.25%
1M
-2.42%
YTD
-0.57%
6M
1.16%
1Y
4.10%
3Y*
2.44%
5Y*
0.58%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCTIX vs. CMF - Expense Ratio Comparison

PCTIX has a 0.44% expense ratio, which is higher than CMF's 0.25% expense ratio.


Return for Risk

PCTIX vs. CMF — Risk / Return Rank

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

PCTIX
PCTIX Risk / Return Rank: 3939
Overall Rank
PCTIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PCTIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
PCTIX Omega Ratio Rank: 5959
Omega Ratio Rank
PCTIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
PCTIX Martin Ratio Rank: 2424
Martin Ratio Rank

CMF
CMF Risk / Return Rank: 5050
Overall Rank
CMF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CMF Sortino Ratio Rank: 4444
Sortino Ratio Rank
CMF Omega Ratio Rank: 6464
Omega Ratio Rank
CMF Calmar Ratio Rank: 4848
Calmar Ratio Rank
CMF Martin Ratio Rank: 4040
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.

PCTIX vs. CMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO California Municipal Bond Fund (PCTIX) and iShares California Muni Bond ETF (CMF). 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.


PCTIXCMFDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.92

-0.04

Sortino ratio

Return per unit of downside risk

1.19

1.15

+0.05

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

0.90

1.13

-0.24

Martin ratio

Return relative to average drawdown

2.59

3.54

-0.94

PCTIX vs. CMF - Sharpe Ratio Comparison

The current PCTIX Sharpe Ratio is 0.88, which is comparable to the CMF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PCTIX and CMF, 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


PCTIXCMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.92

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.14

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.34

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.39

+0.42

Correlation

The correlation between PCTIX and CMF is 0.57, 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

PCTIX vs. CMF - Dividend Comparison

PCTIX's dividend yield for the trailing twelve months is around 3.38%, more than CMF's 2.98% yield.


TTM20252024202320222021202020192018201720162015
PCTIX
PIMCO California Municipal Bond Fund
3.38%3.60%3.73%3.47%1.97%1.76%2.01%2.63%2.97%3.04%2.95%2.81%
CMF
iShares California Muni Bond ETF
2.98%2.94%2.78%2.29%1.91%1.58%1.80%2.03%2.17%2.09%2.21%2.55%

Drawdowns

PCTIX vs. CMF - Drawdown Comparison

The maximum PCTIX drawdown since its inception was -16.98%, roughly equal to the maximum CMF drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for PCTIX and CMF.


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Drawdown Indicators


PCTIXCMFDifference

Max Drawdown

Largest peak-to-trough decline

-16.98%

-16.45%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-4.95%

-3.84%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-16.98%

-12.45%

-4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-16.98%

-14.57%

-2.41%

Current Drawdown

Current decline from peak

-2.48%

-2.42%

-0.06%

Average Drawdown

Average peak-to-trough decline

-2.70%

-4.80%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.23%

+0.48%

Volatility

PCTIX vs. CMF - Volatility Comparison

The current volatility for PIMCO California Municipal Bond Fund (PCTIX) is 1.03%, while iShares California Muni Bond ETF (CMF) has a volatility of 1.56%. This indicates that PCTIX experiences smaller price fluctuations and is considered to be less risky than CMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCTIXCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.56%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

1.74%

2.00%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

4.48%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.40%

4.17%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.40%

5.07%

-0.67%