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PFMIX vs. VWAHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFMIX vs. VWAHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Municipal Bond Fund (PFMIX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX). The values are adjusted to include any dividend payments, if applicable.

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PFMIX vs. VWAHX - 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%
VWAHX
Vanguard High-Yield Tax-Exempt Fund Investor Shares
-0.27%4.96%3.98%8.39%-11.76%3.36%5.39%9.48%1.31%7.86%

Returns By Period

In the year-to-date period, PFMIX achieves a -0.09% return, which is significantly higher than VWAHX's -0.27% return. Both investments have delivered pretty close results over the past 10 years, with PFMIX having a 2.89% annualized return and VWAHX not far ahead at 2.99%.


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%

VWAHX

1D
0.38%
1M
-2.23%
YTD
-0.27%
6M
1.32%
1Y
3.98%
3Y*
4.54%
5Y*
1.48%
10Y*
2.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFMIX vs. VWAHX - Expense Ratio Comparison

PFMIX has a 0.44% expense ratio, which is higher than VWAHX's 0.17% expense ratio.


Return for Risk

PFMIX vs. VWAHX — 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

VWAHX
VWAHX Risk / Return Rank: 3434
Overall Rank
VWAHX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VWAHX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VWAHX Omega Ratio Rank: 5252
Omega Ratio Rank
VWAHX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VWAHX Martin Ratio Rank: 2626
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. VWAHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Municipal Bond Fund (PFMIX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX). 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.


PFMIXVWAHXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.78

+0.20

Sortino ratio

Return per unit of downside risk

1.34

1.06

+0.28

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

1.26

0.95

+0.31

Martin ratio

Return relative to average drawdown

4.09

2.94

+1.15

PFMIX vs. VWAHX - Sharpe Ratio Comparison

The current PFMIX Sharpe Ratio is 0.98, which is comparable to the VWAHX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PFMIX and VWAHX, 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


PFMIXVWAHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.78

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.31

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.65

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.64

+0.36

Correlation

The correlation between PFMIX and VWAHX is 0.79, 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. VWAHX - Dividend Comparison

PFMIX's dividend yield for the trailing twelve months is around 4.01%, less than VWAHX's 4.06% 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%
VWAHX
Vanguard High-Yield Tax-Exempt Fund Investor Shares
4.06%4.95%4.38%3.53%3.36%2.98%3.31%3.94%3.78%3.68%3.75%3.67%

Drawdowns

PFMIX vs. VWAHX - Drawdown Comparison

The maximum PFMIX drawdown since its inception was -26.51%, smaller than the maximum VWAHX drawdown of -40.26%. Use the drawdown chart below to compare losses from any high point for PFMIX and VWAHX.


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Drawdown Indicators


PFMIXVWAHXDifference

Max Drawdown

Largest peak-to-trough decline

-26.51%

-40.26%

+13.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-5.63%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-16.11%

-17.32%

+1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

-17.32%

+1.21%

Current Drawdown

Current decline from peak

-2.30%

-2.50%

+0.20%

Average Drawdown

Average peak-to-trough decline

-2.43%

-6.95%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

1.82%

-0.38%

Volatility

PFMIX vs. VWAHX - Volatility Comparison

The current volatility for PIMCO Municipal Bond Fund (PFMIX) is 1.07%, while Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX) has a volatility of 1.29%. This indicates that PFMIX experiences smaller price fluctuations and is considered to be less risky than VWAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFMIXVWAHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.29%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

1.99%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.89%

5.70%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

4.75%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.00%

4.61%

-0.61%