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PFMIX vs. FMNDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFMIX vs. FMNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Municipal Bond Fund (PFMIX) and Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX). The values are adjusted to include any dividend payments, if applicable.

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PFMIX vs. FMNDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFMIX
PIMCO Municipal Bond Fund
-0.09%5.70%3.60%8.04%-11.32%2.55%5.89%8.67%1.41%7.47%
FMNDX
Fidelity Conservative Income Municipal Bond Fund Institutional Class
0.30%3.31%3.04%3.37%-0.09%0.03%0.86%2.00%1.58%1.10%

Returns By Period

In the year-to-date period, PFMIX achieves a -0.09% return, which is significantly lower than FMNDX's 0.30% return. Over the past 10 years, PFMIX has outperformed FMNDX with an annualized return of 2.89%, while FMNDX has yielded a comparatively lower 1.55% annualized return.


PFMIX

1D
0.32%
1M
-1.99%
YTD
-0.09%
6M
1.26%
1Y
4.35%
3Y*
4.83%
5Y*
1.49%
10Y*
2.89%

FMNDX

1D
0.00%
1M
-0.30%
YTD
0.30%
6M
1.06%
1Y
2.67%
3Y*
3.04%
5Y*
1.98%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFMIX vs. FMNDX - Expense Ratio Comparison

PFMIX has a 0.44% expense ratio, which is higher than FMNDX's 0.25% expense ratio.


Return for Risk

PFMIX vs. FMNDX — Risk / Return Rank

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

PFMIX
PFMIX Risk / Return Rank: 4747
Overall Rank
PFMIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PFMIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
PFMIX Omega Ratio Rank: 6565
Omega Ratio Rank
PFMIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
PFMIX Martin Ratio Rank: 3636
Martin Ratio Rank

FMNDX
FMNDX Risk / Return Rank: 9999
Overall Rank
FMNDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FMNDX Sortino Ratio Rank: 9999
Sortino Ratio Rank
FMNDX Omega Ratio Rank: 9999
Omega Ratio Rank
FMNDX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FMNDX Martin Ratio Rank: 9999
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.

PFMIX vs. FMNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Municipal Bond Fund (PFMIX) and Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX). 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.


PFMIXFMNDXDifference

Sharpe ratio

Return per unit of total volatility

0.98

2.85

-1.87

Sortino ratio

Return per unit of downside risk

1.34

6.52

-5.18

Omega ratio

Gain probability vs. loss probability

1.26

2.73

-1.46

Calmar ratio

Return relative to maximum drawdown

1.26

7.66

-6.40

Martin ratio

Return relative to average drawdown

4.09

29.05

-24.96

PFMIX vs. FMNDX - Sharpe Ratio Comparison

The current PFMIX Sharpe Ratio is 0.98, which is lower than the FMNDX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of PFMIX and FMNDX, 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


PFMIXFMNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.85

-1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

1.90

-1.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

1.74

-1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

1.66

-0.67

Correlation

The correlation between PFMIX and FMNDX is 0.42, 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

PFMIX vs. FMNDX - Dividend Comparison

PFMIX's dividend yield for the trailing twelve months is around 4.01%, more than FMNDX's 2.64% yield.


TTM20252024202320222021202020192018201720162015
PFMIX
PIMCO Municipal Bond Fund
4.01%5.15%4.73%3.44%2.25%2.13%2.45%3.51%3.77%3.45%3.44%3.49%
FMNDX
Fidelity Conservative Income Municipal Bond Fund Institutional Class
2.64%2.95%2.99%2.60%0.61%0.23%0.85%1.58%1.46%1.00%0.75%0.38%

Drawdowns

PFMIX vs. FMNDX - Drawdown Comparison

The maximum PFMIX drawdown since its inception was -26.51%, which is greater than FMNDX's maximum drawdown of -1.69%. Use the drawdown chart below to compare losses from any high point for PFMIX and FMNDX.


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Drawdown Indicators


PFMIXFMNDXDifference

Max Drawdown

Largest peak-to-trough decline

-26.51%

-1.69%

-24.82%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-0.40%

-4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-16.11%

-1.09%

-15.02%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

-1.69%

-14.42%

Current Drawdown

Current decline from peak

-2.30%

-0.30%

-2.00%

Average Drawdown

Average peak-to-trough decline

-2.43%

-0.10%

-2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

0.10%

+1.34%

Volatility

PFMIX vs. FMNDX - Volatility Comparison

PIMCO Municipal Bond Fund (PFMIX) has a higher volatility of 1.07% compared to Fidelity Conservative Income Municipal Bond Fund Institutional Class (FMNDX) at 0.16%. This indicates that PFMIX's price experiences larger fluctuations and is considered to be riskier than FMNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFMIXFMNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.16%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

0.62%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.89%

1.01%

+3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

1.05%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.00%

0.90%

+3.10%