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PVI vs. SMMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PVI vs. SMMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco VRDO Tax-Free ETF (PVI) and PIMCO Short Term Municipal Bond Active ETF (SMMU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PVI achieves a 0.60% return, which is significantly lower than SMMU's 1.21% return. Over the past 10 years, PVI has underperformed SMMU with an annualized return of 1.29%, while SMMU has yielded a comparatively higher 1.81% annualized return.


PVI

1D
-0.02%
1M
-0.06%
YTD
0.60%
6M
0.79%
1Y
2.10%
3Y*
2.54%
5Y*
1.93%
10Y*
1.29%

SMMU

1D
-0.01%
1M
0.50%
YTD
1.21%
6M
1.29%
1Y
3.59%
3Y*
3.58%
5Y*
1.94%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PVI vs. SMMU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PVI
Invesco VRDO Tax-Free ETF
0.60%3.12%2.43%2.74%0.89%-0.07%0.17%1.18%1.21%0.44%
SMMU
PIMCO Short Term Municipal Bond Active ETF
1.21%4.06%2.68%4.39%-2.45%0.17%2.87%3.47%1.51%2.34%

Correlation

The correlation between PVI and SMMU is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

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

0.03

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

0.04

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

0.01

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2010

0.01

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Return for Risk

PVI vs. SMMU — Risk / Return Rank

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

PVI
PVI Risk / Return Rank: 3232
Overall Rank
PVI Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PVI Sortino Ratio Rank: 2222
Sortino Ratio Rank
PVI Omega Ratio Rank: 2323
Omega Ratio Rank
PVI Calmar Ratio Rank: 4646
Calmar Ratio Rank
PVI Martin Ratio Rank: 4545
Martin Ratio Rank

SMMU
SMMU Risk / Return Rank: 9292
Overall Rank
SMMU Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SMMU Sortino Ratio Rank: 9696
Sortino Ratio Rank
SMMU Omega Ratio Rank: 9696
Omega Ratio Rank
SMMU Calmar Ratio Rank: 8787
Calmar Ratio Rank
SMMU Martin Ratio Rank: 8585
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.

PVI vs. SMMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco VRDO Tax-Free ETF (PVI) and PIMCO Short Term Municipal Bond Active ETF (SMMU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PVISMMUDifference
Sharpe ratioReturn per unit of total volatility

-2.73

Sortino ratioReturn per unit of downside risk

-4.15

Omega ratioGain probability vs. loss probability

1.15

1.80

-0.65

Calmar ratioReturn relative to maximum drawdown

2.13

4.68

-2.55

Martin ratioReturn relative to average drawdown

6.88

16.73

-9.86

PVI vs. SMMU - Sharpe Ratio Comparison

The current PVI Sharpe Ratio is 0.79, which is lower than the SMMU Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of PVI and SMMU, 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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Drawdowns

PVI vs. SMMU - Drawdown Comparison

The maximum PVI drawdown since its inception was -4.10%, smaller than the maximum SMMU drawdown of -5.09%. Use the drawdown chart below to compare losses from any high point for PVI and SMMU.


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Drawdown Indicators


PVISMMUDifference

Max Drawdown

Largest peak-to-trough decline

-4.10%

-5.09%

+0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-0.99%

-0.77%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-1.17%

-1.95%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-1.17%

-4.76%

+3.59%

Max Drawdown (10Y)

Largest decline over 10 years

-1.17%

-5.09%

+3.92%

Current Drawdown

Current decline from peak

-0.16%

-0.01%

-0.15%

Average Drawdown

Average peak-to-trough decline

-0.28%

-0.55%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.22%

+0.09%

Volatility

PVI vs. SMMU - Volatility Comparison

Invesco VRDO Tax-Free ETF (PVI) has a higher volatility of 0.67% compared to PIMCO Short Term Municipal Bond Active ETF (SMMU) at 0.25%. This indicates that PVI's price experiences larger fluctuations and is considered to be riskier than SMMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PVISMMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

0.25%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.79%

0.80%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

2.66%

1.02%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

1.67%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.76%

2.72%

-0.96%

PVI vs. SMMU - Expense Ratio Comparison

PVI has a 0.25% expense ratio, which is lower than SMMU's 0.35% expense ratio.


Dividends

PVI vs. SMMU - Dividend Comparison

PVI's dividend yield for the trailing twelve months is around 2.14%, less than SMMU's 2.83% yield.


PositionTTM20252024202320222021202020192018201720162015
PVI
Invesco VRDO Tax-Free ETF
2.14%2.22%2.72%3.36%0.56%0.00%0.36%1.15%1.14%0.56%0.13%0.00%
SMMU
PIMCO Short Term Municipal Bond Active ETF
2.83%2.80%3.03%2.79%1.37%0.60%1.19%1.82%1.57%1.41%1.03%0.89%

Frequently Asked Questions


PVI and SMMU have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PVI has higher volatility (0.67%) compared to SMMU (0.25%). In terms of maximum drawdown, PVI dropped -4.10% vs SMMU's -5.09%.

On 10-year performance, SMMU leads with 1.81% vs 1.29% for PVI. On fees, PVI is cheaper at 0.25% per year. On volatility, SMMU has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SMMU has performed better with a 1.81% return vs 1.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PVI is cheaper with a 0.25% expense ratio, compared with 0.35% for SMMU.

SMMU has the higher dividend yield at 2.83%, compared with 2.14% for PVI.

They also come from different issuers: Invesco and PIMCO. Their fees differ too: 0.25% for PVI and 0.35% for SMMU.

SMMU currently has the higher Sharpe Ratio (3.52 vs 0.79), 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.

Portfolio Optimizer

Find the right allocation for PVI and SMMU

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