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PFMIX vs. JMUB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFMIX vs. JMUB - Performance Comparison

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

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PFMIX vs. JMUB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFMIX
PIMCO Municipal Bond Fund
-0.41%5.70%3.60%8.04%-11.32%2.55%5.89%8.67%1.48%
JMUB
JPMorgan Municipal ETF
-0.44%4.34%1.88%5.96%-7.43%1.58%4.98%8.37%2.81%

Returns By Period

In the year-to-date period, PFMIX achieves a -0.41% return, which is significantly higher than JMUB's -0.44% return.


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%

JMUB

1D
0.08%
1M
-2.26%
YTD
-0.44%
6M
0.84%
1Y
3.63%
3Y*
3.07%
5Y*
1.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFMIX vs. JMUB - Expense Ratio Comparison

PFMIX has a 0.44% expense ratio, which is higher than JMUB's 0.18% expense ratio.


Return for Risk

PFMIX vs. JMUB — Risk / Return Rank

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

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

JMUB
JMUB Risk / Return Rank: 5656
Overall Rank
JMUB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JMUB Sortino Ratio Rank: 5454
Sortino Ratio Rank
JMUB Omega Ratio Rank: 6969
Omega Ratio Rank
JMUB Calmar Ratio Rank: 4646
Calmar Ratio Rank
JMUB Martin Ratio Rank: 4646
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. JMUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Municipal Bond Fund (PFMIX) and JPMorgan Municipal ETF (JMUB). 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.


PFMIXJMUBDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.07

0.00

Sortino ratio

Return per unit of downside risk

1.48

1.37

+0.11

Omega ratio

Gain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratio

Return relative to maximum drawdown

1.11

1.11

0.00

Martin ratio

Return relative to average drawdown

3.64

4.20

-0.57

PFMIX vs. JMUB - Sharpe Ratio Comparison

The current PFMIX Sharpe Ratio is 1.07, which is comparable to the JMUB Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of PFMIX and JMUB, 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


PFMIXJMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.07

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.36

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.69

+0.30

Correlation

The correlation between PFMIX and JMUB is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PFMIX vs. JMUB - Dividend Comparison

PFMIX's dividend yield for the trailing twelve months is around 4.03%, more than JMUB's 3.60% yield.


TTM20252024202320222021202020192018201720162015
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%
JMUB
JPMorgan Municipal ETF
3.60%3.52%3.50%3.20%2.16%1.94%2.13%3.66%0.45%0.00%0.00%0.00%

Drawdowns

PFMIX vs. JMUB - Drawdown Comparison

The maximum PFMIX drawdown since its inception was -26.51%, which is greater than JMUB's maximum drawdown of -12.50%. Use the drawdown chart below to compare losses from any high point for PFMIX and JMUB.


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Drawdown Indicators


PFMIXJMUBDifference

Max Drawdown

Largest peak-to-trough decline

-26.51%

-12.50%

-14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-3.47%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-16.11%

-12.06%

-4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

Current Drawdown

Current decline from peak

-2.61%

-2.26%

-0.35%

Average Drawdown

Average peak-to-trough decline

-2.43%

-2.54%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

0.92%

+0.51%

Volatility

PFMIX vs. JMUB - Volatility Comparison

The current volatility for PIMCO Municipal Bond Fund (PFMIX) is 0.99%, while JPMorgan Municipal ETF (JMUB) has a volatility of 1.23%. This indicates that PFMIX experiences smaller price fluctuations and is considered to be less risky than JMUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFMIXJMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.23%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

1.64%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.89%

3.41%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

3.30%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.00%

4.17%

-0.17%