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PVI vs. ZMUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PVI vs. ZMUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco VRDO Tax-Free ETF (PVI) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). 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 0.74% return, which is significantly lower than ZMUN's 1.57% return.


PVI

1D
0.06%
1M
0.68%
YTD
0.74%
6M
1.28%
1Y
2.32%
3Y*
2.64%
5Y*
1.96%
10Y*
1.31%

ZMUN

1D
-0.02%
1M
0.21%
YTD
1.57%
6M
1.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PVI vs. ZMUN - Yearly Performance Comparison


Correlation

The correlation between PVI and ZMUN 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 (All Time)
Calculated using the full available price history since Oct 1, 2025

0.05

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Return for Risk

PVI vs. ZMUN — Risk / Return Rank

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

PVI
PVI Risk / Return Rank: 3434
Overall Rank
PVI Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PVI Sortino Ratio Rank: 2424
Sortino Ratio Rank
PVI Omega Ratio Rank: 2626
Omega Ratio Rank
PVI Calmar Ratio Rank: 4848
Calmar Ratio Rank
PVI Martin Ratio Rank: 4646
Martin Ratio Rank

ZMUN
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. ZMUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco VRDO Tax-Free ETF (PVI) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). 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.


PVIZMUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

2.36

Martin ratioReturn relative to average drawdown

7.62

PVI vs. ZMUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PVIZMUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

6.46

-5.92

Drawdowns

PVI vs. ZMUN - Drawdown Comparison

The maximum PVI drawdown since its inception was -4.10%, which is greater than ZMUN's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for PVI and ZMUN.


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Drawdown Indicators


PVIZMUNDifference

Max Drawdown

Largest peak-to-trough decline

-4.10%

-0.09%

-4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-1.17%

Current Drawdown

Current decline from peak

0.00%

-0.02%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.28%

-0.01%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

PVI vs. ZMUN - Volatility Comparison


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Volatility by Period


PVIZMUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

2.66%

0.54%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.97%

0.54%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.75%

0.54%

+1.21%

PVI vs. ZMUN - Expense Ratio Comparison

PVI has a 0.25% expense ratio, which is lower than ZMUN's 0.30% expense ratio.


Dividends

PVI vs. ZMUN - Dividend Comparison

PVI's dividend yield for the trailing twelve months is around 2.14%, less than ZMUN's 2.28% 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%
ZMUN
F/m Ultrashort Tax-Free Municipal ETF
2.28%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PVI and ZMUN 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.

On fees, PVI is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PVI is cheaper with a 0.25% expense ratio, compared with 0.30% for ZMUN.

ZMUN has the higher dividend yield at 2.28%, compared with 2.14% for PVI.

PVI tracks ICE US Municipal AMT-Free VRDO Constrained Index, while ZMUN tracks Bloomberg Municipal Bond Currently Callable Index. They also come from different issuers: Invesco and F/m Investments. Their fees differ too: 0.25% for PVI and 0.30% for ZMUN.

Portfolio Optimizer

Find the right allocation for PVI and ZMUN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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