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PHMIX vs. PISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHMIX vs. PISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO High Yield Municipal Bond Fund (PHMIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). The values are adjusted to include any dividend payments, if applicable.

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PHMIX vs. PISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHMIX
PIMCO High Yield Municipal Bond Fund
-0.32%5.00%5.33%8.97%-13.90%5.51%6.21%10.77%2.28%9.83%
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
-0.85%17.68%14.87%21.70%-8.86%18.37%4.29%26.40%-10.00%18.81%

Returns By Period

In the year-to-date period, PHMIX achieves a -0.32% return, which is significantly higher than PISIX's -0.85% return. Over the past 10 years, PHMIX has underperformed PISIX with an annualized return of 3.66%, while PISIX has yielded a comparatively higher 11.51% annualized return.


PHMIX

1D
0.24%
1M
-2.70%
YTD
-0.32%
6M
0.87%
1Y
3.34%
3Y*
5.33%
5Y*
1.59%
10Y*
3.66%

PISIX

1D
0.22%
1M
-9.44%
YTD
-0.85%
6M
-0.21%
1Y
12.13%
3Y*
14.32%
5Y*
10.34%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHMIX vs. PISIX - Expense Ratio Comparison

PHMIX has a 0.55% expense ratio, which is lower than PISIX's 0.76% expense ratio.


Return for Risk

PHMIX vs. PISIX — Risk / Return Rank

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

PHMIX
PHMIX Risk / Return Rank: 3131
Overall Rank
PHMIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
PHMIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
PHMIX Omega Ratio Rank: 4444
Omega Ratio Rank
PHMIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PHMIX Martin Ratio Rank: 2121
Martin Ratio Rank

PISIX
PISIX Risk / Return Rank: 2424
Overall Rank
PISIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PISIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PISIX Omega Ratio Rank: 2828
Omega Ratio Rank
PISIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PISIX Martin Ratio Rank: 2424
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.

PHMIX vs. PISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO High Yield Municipal Bond Fund (PHMIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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.


PHMIXPISIXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.63

+0.11

Sortino ratio

Return per unit of downside risk

1.01

0.85

+0.16

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

0.79

0.64

+0.15

Martin ratio

Return relative to average drawdown

2.27

2.55

-0.27

PHMIX vs. PISIX - Sharpe Ratio Comparison

The current PHMIX Sharpe Ratio is 0.74, which is comparable to the PISIX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PHMIX and PISIX, 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


PHMIXPISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.63

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.75

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.80

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.52

+0.32

Correlation

The correlation between PHMIX and PISIX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PHMIX vs. PISIX - Dividend Comparison

PHMIX's dividend yield for the trailing twelve months is around 4.60%, less than PISIX's 5.19% yield.


TTM20252024202320222021202020192018201720162015
PHMIX
PIMCO High Yield Municipal Bond Fund
4.60%5.91%5.33%4.71%3.39%3.84%3.62%4.38%4.41%4.22%4.12%4.46%
PISIX
PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged)
5.19%5.14%11.81%10.04%10.11%7.31%1.42%11.47%7.99%7.36%1.02%8.16%

Drawdowns

PHMIX vs. PISIX - Drawdown Comparison

The maximum PHMIX drawdown since its inception was -35.54%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PHMIX and PISIX.


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Drawdown Indicators


PHMIXPISIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-57.47%

+21.93%

Max Drawdown (1Y)

Largest decline over 1 year

-5.41%

-12.81%

+7.40%

Max Drawdown (5Y)

Largest decline over 5 years

-18.96%

-18.93%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-18.96%

-35.44%

+16.48%

Current Drawdown

Current decline from peak

-2.70%

-9.44%

+6.74%

Average Drawdown

Average peak-to-trough decline

-5.00%

-7.23%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

3.54%

-1.65%

Volatility

PHMIX vs. PISIX - Volatility Comparison

The current volatility for PIMCO High Yield Municipal Bond Fund (PHMIX) is 1.29%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PHMIX experiences smaller price fluctuations and is considered to be less risky than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHMIXPISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

6.58%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.14%

11.37%

-9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

5.69%

16.52%

-10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

13.92%

-9.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

14.55%

-9.87%