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VWAHX vs. PFMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWAHX vs. PFMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX) and PIMCO Municipal Bond Fund (PFMIX). The values are adjusted to include any dividend payments, if applicable.

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VWAHX vs. PFMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWAHX
Vanguard High-Yield Tax-Exempt Fund Investor Shares
-0.65%4.96%3.98%8.39%-11.76%3.36%5.39%9.48%1.31%7.86%
PFMIX
PIMCO Municipal Bond Fund
-0.41%5.70%3.60%8.04%-11.32%2.55%5.89%8.67%1.41%7.47%

Returns By Period

In the year-to-date period, VWAHX achieves a -0.65% return, which is significantly lower than PFMIX's -0.41% return. Both investments have delivered pretty close results over the past 10 years, with VWAHX having a 2.95% annualized return and PFMIX not far behind at 2.85%.


VWAHX

1D
0.19%
1M
-2.87%
YTD
-0.65%
6M
1.03%
1Y
3.98%
3Y*
4.41%
5Y*
1.42%
10Y*
2.95%

PFMIX

1D
0.22%
1M
-2.61%
YTD
-0.41%
6M
1.04%
1Y
4.35%
3Y*
4.72%
5Y*
1.44%
10Y*
2.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWAHX vs. PFMIX - Expense Ratio Comparison

VWAHX has a 0.17% expense ratio, which is lower than PFMIX's 0.44% expense ratio.


Return for Risk

VWAHX vs. PFMIX — Risk / Return Rank

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

VWAHX
VWAHX Risk / Return Rank: 4343
Overall Rank
VWAHX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VWAHX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VWAHX Omega Ratio Rank: 6767
Omega Ratio Rank
VWAHX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VWAHX Martin Ratio Rank: 2828
Martin Ratio Rank

PFMIX
PFMIX Risk / Return Rank: 5454
Overall Rank
PFMIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PFMIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
PFMIX Omega Ratio Rank: 7676
Omega Ratio Rank
PFMIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
PFMIX Martin Ratio Rank: 3434
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.

VWAHX vs. PFMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX) and PIMCO Municipal Bond Fund (PFMIX). 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.


VWAHXPFMIXDifference

Sharpe ratio

Return per unit of total volatility

0.87

1.07

-0.20

Sortino ratio

Return per unit of downside risk

1.19

1.48

-0.29

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratio

Return relative to maximum drawdown

0.95

1.11

-0.16

Martin ratio

Return relative to average drawdown

2.95

3.64

-0.69

VWAHX vs. PFMIX - Sharpe Ratio Comparison

The current VWAHX Sharpe Ratio is 0.87, which is comparable to the PFMIX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of VWAHX and PFMIX, 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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Sharpe Ratios by Period


VWAHXPFMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.07

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.35

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.72

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.99

-0.36

Correlation

The correlation between VWAHX and PFMIX is 0.79, 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

VWAHX vs. PFMIX - Dividend Comparison

VWAHX's dividend yield for the trailing twelve months is around 4.07%, which matches PFMIX's 4.03% yield.


TTM20252024202320222021202020192018201720162015
VWAHX
Vanguard High-Yield Tax-Exempt Fund Investor Shares
4.07%4.95%4.38%3.53%3.36%2.98%3.31%3.94%3.78%3.68%3.75%3.67%
PFMIX
PIMCO Municipal Bond Fund
4.03%5.15%4.73%3.44%2.25%2.13%2.45%3.51%3.77%3.45%3.44%3.49%

Drawdowns

VWAHX vs. PFMIX - Drawdown Comparison

The maximum VWAHX drawdown since its inception was -40.26%, which is greater than PFMIX's maximum drawdown of -26.51%. Use the drawdown chart below to compare losses from any high point for VWAHX and PFMIX.


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Drawdown Indicators


VWAHXPFMIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.26%

-26.51%

-13.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.63%

-4.67%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-17.32%

-16.11%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-17.32%

-16.11%

-1.21%

Current Drawdown

Current decline from peak

-2.87%

-2.61%

-0.26%

Average Drawdown

Average peak-to-trough decline

-6.95%

-2.43%

-4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.43%

+0.39%

Volatility

VWAHX vs. PFMIX - Volatility Comparison

Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX) has a higher volatility of 1.19% compared to PIMCO Municipal Bond Fund (PFMIX) at 0.99%. This indicates that VWAHX's price experiences larger fluctuations and is considered to be riskier than PFMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWAHXPFMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.99%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

1.76%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.70%

4.89%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.75%

4.12%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.61%

4.00%

+0.61%