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PFMIX vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFMIX vs. MUB - Performance Comparison

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

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Returns By Period

In the year-to-date period, PFMIX achieves a 1.87% return, which is significantly higher than MUB's 1.24% return. Over the past 10 years, PFMIX has outperformed MUB with an annualized return of 2.93%, while MUB has yielded a comparatively lower 2.00% annualized return.


PFMIX

1D
0.21%
1M
0.75%
YTD
1.87%
6M
2.22%
1Y
7.88%
3Y*
5.42%
5Y*
1.54%
10Y*
2.93%

MUB

1D
-0.08%
1M
0.56%
YTD
1.24%
6M
1.74%
1Y
6.95%
3Y*
3.43%
5Y*
0.86%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFMIX vs. MUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFMIX
PIMCO Municipal Bond Fund
1.87%5.70%3.60%8.04%-11.32%2.55%5.89%8.67%1.41%7.47%
MUB
iShares National AMT-Free Muni Bond ETF
1.24%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%

Correlation

The correlation between PFMIX and MUB is 0.73, 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

0.73

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

0.73

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

0.71

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

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2007

0.52

Over the past year, PFMIX and MUB have become more correlated (0.73) than their long-term average of 0.52, meaning their price movements have been converging.

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Return for Risk

PFMIX vs. MUB — Risk / Return Rank

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

PFMIX
PFMIX Risk / Return Rank: 7373
Overall Rank
PFMIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PFMIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PFMIX Omega Ratio Rank: 9292
Omega Ratio Rank
PFMIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PFMIX Martin Ratio Rank: 4444
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 6666
Overall Rank
MUB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7676
Sortino Ratio Rank
MUB Omega Ratio Rank: 8181
Omega Ratio Rank
MUB Calmar Ratio Rank: 5050
Calmar Ratio Rank
MUB Martin Ratio Rank: 5151
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. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Municipal Bond Fund (PFMIX) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


PFMIXMUBDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.69

1.50

+0.19

Calmar ratioReturn relative to maximum drawdown

2.77

2.50

+0.27

Martin ratioReturn relative to average drawdown

9.36

8.85

+0.51

PFMIX vs. MUB - Sharpe Ratio Comparison

The current PFMIX Sharpe Ratio is 2.70, which is comparable to the MUB Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of PFMIX and MUB, 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


PFMIXMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

2.39

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.21

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.41

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.58

+0.42

Drawdowns

PFMIX vs. MUB - Drawdown Comparison

The maximum PFMIX drawdown since its inception was -26.51%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for PFMIX and MUB.


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Drawdown Indicators


PFMIXMUBDifference

Max Drawdown

Largest peak-to-trough decline

-26.51%

-13.68%

-12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.79%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-5.49%

-5.34%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-16.11%

-11.88%

-4.23%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

-13.68%

-2.43%

Current Drawdown

Current decline from peak

-0.38%

-0.70%

+0.32%

Average Drawdown

Average peak-to-trough decline

-2.43%

-2.23%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.79%

+0.04%

Volatility

PFMIX vs. MUB - Volatility Comparison

PIMCO Municipal Bond Fund (PFMIX) has a higher volatility of 1.09% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 0.97%. This indicates that PFMIX's price experiences larger fluctuations and is considered to be riskier than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFMIXMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.97%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

2.22%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

2.90%

2.92%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.16%

4.06%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.02%

4.92%

-0.90%

PFMIX vs. MUB - Expense Ratio Comparison

PFMIX has a 0.44% expense ratio, which is higher than MUB's 0.07% expense ratio.


Dividends

PFMIX vs. MUB - Dividend Comparison

PFMIX's dividend yield for the trailing twelve months is around 3.98%, more than MUB's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%
PFMIX
PIMCO Municipal Bond Fund
3.98%5.15%4.73%3.44%2.25%2.13%2.45%3.51%3.77%3.45%3.44%3.49%

Frequently Asked Questions


PFMIX and MUB have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFMIX has higher volatility (1.09%) compared to MUB (0.97%). In terms of maximum drawdown, PFMIX dropped -26.51% vs MUB's -13.68%.

PFMIX currently has the higher Sharpe Ratio (2.70 vs 2.39), 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.

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