PMF vs. MUNI

In the year-to-date period, PMF achieves a -6.43% return, which is significantly lower than MUNI's -0.16% return. Over the past 10 years, PMF has underperformed MUNI with an annualized return of -0.41%, while MUNI has yielded a comparatively higher 2.16% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for PIMCO Municipal Income Fund (PMF) and PIMCO Intermediate Municipal Bond Active ETF (MUNI). 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.

The current PMF Sharpe Ratio is -0.36, which is lower than the MUNI Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of PMF and MUNI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PMF's dividend yield for the trailing twelve months is around 5.61%, more than MUNI's 3.44% yield.

The maximum PMF drawdown since its inception was -60.20%, which is greater than MUNI's maximum drawdown of -11.15%. Use the drawdown chart below to compare losses from any high point for PMF and MUNI. For additional features, visit the drawdowns tool.

PIMCO Municipal Income Fund (PMF) has a higher volatility of 5.62% compared to PIMCO Intermediate Municipal Bond Active ETF (MUNI) at 1.62%. This indicates that PMF's price experiences larger fluctuations and is considered to be riskier than MUNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.