PortfoliosLab logoPortfoliosLab logo
VTEI vs. MUNI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTEI vs. MUNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) and PIMCO Intermediate Municipal Bond Active ETF (MUNI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VTEI vs. MUNI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VTEI achieves a -0.10% return, which is significantly lower than MUNI's 0.26% return.


VTEI

1D
0.28%
1M
-1.86%
YTD
-0.10%
6M
1.30%
1Y
4.22%
3Y*
5Y*
10Y*

MUNI

1D
0.15%
1M
-1.53%
YTD
0.26%
6M
1.49%
1Y
4.51%
3Y*
3.39%
5Y*
1.33%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTEI vs. MUNI - Expense Ratio Comparison

VTEI has a 0.08% expense ratio, which is lower than MUNI's 0.35% expense ratio.


Return for Risk

VTEI vs. MUNI — Risk / Return Rank

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

VTEI
VTEI Risk / Return Rank: 6060
Overall Rank
VTEI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 5858
Sortino Ratio Rank
VTEI Omega Ratio Rank: 7878
Omega Ratio Rank
VTEI Calmar Ratio Rank: 5050
Calmar Ratio Rank
VTEI Martin Ratio Rank: 4646
Martin Ratio Rank

MUNI
MUNI Risk / Return Rank: 6363
Overall Rank
MUNI Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MUNI Sortino Ratio Rank: 6060
Sortino Ratio Rank
MUNI Omega Ratio Rank: 7777
Omega Ratio Rank
MUNI Calmar Ratio Rank: 6161
Calmar Ratio Rank
MUNI Martin Ratio Rank: 5353
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.

VTEI vs. MUNI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) 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.


VTEIMUNIDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.18

+0.06

Sortino ratio

Return per unit of downside risk

1.56

1.58

-0.02

Omega ratio

Gain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratio

Return relative to maximum drawdown

1.37

1.63

-0.27

Martin ratio

Return relative to average drawdown

4.52

5.45

-0.93

VTEI vs. MUNI - Sharpe Ratio Comparison

The current VTEI Sharpe Ratio is 1.24, which is comparable to the MUNI Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of VTEI 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.


Loading graphics...

Sharpe Ratios by Period


VTEIMUNIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.18

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.77

+0.13

Correlation

The correlation between VTEI and MUNI is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VTEI vs. MUNI - Dividend Comparison

VTEI's dividend yield for the trailing twelve months is around 3.05%, less than MUNI's 3.30% yield.


TTM20252024202320222021202020192018201720162015
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
3.05%3.00%2.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUNI
PIMCO Intermediate Municipal Bond Active ETF
3.30%3.26%3.50%3.09%2.13%1.62%1.92%2.44%2.38%2.37%2.37%2.20%

Drawdowns

VTEI vs. MUNI - Drawdown Comparison

The maximum VTEI drawdown since its inception was -3.64%, smaller than the maximum MUNI drawdown of -11.15%. Use the drawdown chart below to compare losses from any high point for VTEI and MUNI.


Loading graphics...

Drawdown Indicators


VTEIMUNIDifference

Max Drawdown

Largest peak-to-trough decline

-3.64%

-11.15%

+7.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-2.93%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-11.15%

Max Drawdown (10Y)

Largest decline over 10 years

-11.15%

Current Drawdown

Current decline from peak

-2.05%

-1.75%

-0.30%

Average Drawdown

Average peak-to-trough decline

-0.73%

-1.74%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.88%

+0.13%

Volatility

VTEI vs. MUNI - Volatility Comparison

Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) has a higher volatility of 1.14% compared to PIMCO Intermediate Municipal Bond Active ETF (MUNI) at 1.07%. This indicates that VTEI'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.


Loading graphics...

Volatility by Period


VTEIMUNIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.07%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

1.52%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

3.86%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.09%

3.30%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.09%

3.85%

-0.76%