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SMMU vs. MINT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMMU and MINT is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

SMMU vs. MINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Short Term Municipal Bond Active ETF (SMMU) and PIMCO Enhanced Short Maturity Strategy Fund (MINT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SMMU:

1.38

MINT:

10.25

Sortino Ratio

SMMU:

1.81

MINT:

20.42

Omega Ratio

SMMU:

1.32

MINT:

6.02

Calmar Ratio

SMMU:

1.61

MINT:

32.38

Martin Ratio

SMMU:

6.85

MINT:

232.39

Ulcer Index

SMMU:

0.46%

MINT:

0.02%

Daily Std Dev

SMMU:

2.20%

MINT:

0.50%

Max Drawdown

SMMU:

-5.08%

MINT:

-4.62%

Current Drawdown

SMMU:

-0.42%

MINT:

0.00%

Returns By Period

In the year-to-date period, SMMU achieves a 0.90% return, which is significantly lower than MINT's 1.47% return. Over the past 10 years, SMMU has underperformed MINT with an annualized return of 1.65%, while MINT has yielded a comparatively higher 2.30% annualized return.


SMMU

YTD

0.90%

1M

1.15%

6M

1.02%

1Y

2.98%

5Y*

1.75%

10Y*

1.65%

MINT

YTD

1.47%

1M

0.44%

6M

2.23%

1Y

5.08%

5Y*

2.87%

10Y*

2.30%

*Annualized

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SMMU vs. MINT - Expense Ratio Comparison

SMMU has a 0.35% expense ratio, which is lower than MINT's 0.36% expense ratio.


Risk-Adjusted Performance

SMMU vs. MINT — Risk-Adjusted Performance Rank

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

SMMU
The Risk-Adjusted Performance Rank of SMMU is 9090
Overall Rank
The Sharpe Ratio Rank of SMMU is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SMMU is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SMMU is 9292
Omega Ratio Rank
The Calmar Ratio Rank of SMMU is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SMMU is 9090
Martin Ratio Rank

MINT
The Risk-Adjusted Performance Rank of MINT is 9999
Overall Rank
The Sharpe Ratio Rank of MINT is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of MINT is 9999
Sortino Ratio Rank
The Omega Ratio Rank of MINT is 9999
Omega Ratio Rank
The Calmar Ratio Rank of MINT is 100100
Calmar Ratio Rank
The Martin Ratio Rank of MINT is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SMMU vs. MINT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Short Term Municipal Bond Active ETF (SMMU) and PIMCO Enhanced Short Maturity Strategy Fund (MINT). 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 SMMU Sharpe Ratio is 1.38, which is lower than the MINT Sharpe Ratio of 10.25. The chart below compares the historical Sharpe Ratios of SMMU and MINT, 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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Dividends

SMMU vs. MINT - Dividend Comparison

SMMU's dividend yield for the trailing twelve months is around 2.93%, less than MINT's 5.11% yield.


TTM20242023202220212020201920182017201620152014
SMMU
PIMCO Short Term Municipal Bond Active ETF
2.93%3.03%3.29%1.37%0.60%1.19%1.82%1.73%1.41%1.03%0.89%0.67%
MINT
PIMCO Enhanced Short Maturity Strategy Fund
5.11%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%0.80%

Drawdowns

SMMU vs. MINT - Drawdown Comparison

The maximum SMMU drawdown since its inception was -5.08%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for SMMU and MINT. For additional features, visit the drawdowns tool.


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Volatility

SMMU vs. MINT - Volatility Comparison

PIMCO Short Term Municipal Bond Active ETF (SMMU) has a higher volatility of 0.61% compared to PIMCO Enhanced Short Maturity Strategy Fund (MINT) at 0.20%. This indicates that SMMU's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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