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BOND vs. SCHZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BOND and SCHZ is -0.03. 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

BOND vs. SCHZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Active Bond ETF (BOND) and Schwab U.S. Aggregate Bond ETF (SCHZ). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%December2025FebruaryMarchAprilMay
44.56%
24.45%
BOND
SCHZ

Key characteristics

Sharpe Ratio

BOND:

1.18

SCHZ:

1.14

Sortino Ratio

BOND:

1.73

SCHZ:

1.69

Omega Ratio

BOND:

1.21

SCHZ:

1.20

Calmar Ratio

BOND:

0.61

SCHZ:

0.49

Martin Ratio

BOND:

3.33

SCHZ:

2.84

Ulcer Index

BOND:

1.98%

SCHZ:

2.15%

Daily Std Dev

BOND:

5.58%

SCHZ:

5.35%

Max Drawdown

BOND:

-19.71%

SCHZ:

-18.74%

Current Drawdown

BOND:

-4.67%

SCHZ:

-6.81%

Returns By Period

In the year-to-date period, BOND achieves a 2.61% return, which is significantly lower than SCHZ's 2.76% return. Over the past 10 years, BOND has outperformed SCHZ with an annualized return of 1.92%, while SCHZ has yielded a comparatively lower 1.46% annualized return.


BOND

YTD

2.61%

1M

0.29%

6M

2.83%

1Y

6.04%

5Y*

0.23%

10Y*

1.92%

SCHZ

YTD

2.76%

1M

0.38%

6M

2.59%

1Y

5.86%

5Y*

-0.74%

10Y*

1.46%

*Annualized

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BOND vs. SCHZ - Expense Ratio Comparison

BOND has a 0.57% expense ratio, which is higher than SCHZ's 0.04% expense ratio.


Risk-Adjusted Performance

BOND vs. SCHZ — Risk-Adjusted Performance Rank

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

BOND
The Risk-Adjusted Performance Rank of BOND is 7979
Overall Rank
The Sharpe Ratio Rank of BOND is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BOND is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BOND is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BOND is 6767
Calmar Ratio Rank
The Martin Ratio Rank of BOND is 7676
Martin Ratio Rank

SCHZ
The Risk-Adjusted Performance Rank of SCHZ is 7575
Overall Rank
The Sharpe Ratio Rank of SCHZ is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHZ is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SCHZ is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SCHZ is 5757
Calmar Ratio Rank
The Martin Ratio Rank of SCHZ is 7171
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.

BOND vs. SCHZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Active Bond ETF (BOND) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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 BOND Sharpe Ratio is 1.18, which is comparable to the SCHZ Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of BOND and SCHZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
1.09
1.10
BOND
SCHZ

Dividends

BOND vs. SCHZ - Dividend Comparison

BOND's dividend yield for the trailing twelve months is around 5.09%, more than SCHZ's 4.02% yield.


TTM20242023202220212020201920182017201620152014
BOND
PIMCO Active Bond ETF
5.09%5.02%4.78%3.44%2.58%2.66%3.38%3.47%2.87%2.85%4.14%4.13%
SCHZ
Schwab U.S. Aggregate Bond ETF
4.02%3.96%3.28%2.63%2.16%2.43%2.79%2.79%2.40%2.24%2.11%2.03%

Drawdowns

BOND vs. SCHZ - Drawdown Comparison

The maximum BOND drawdown since its inception was -19.71%, which is greater than SCHZ's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for BOND and SCHZ. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%December2025FebruaryMarchAprilMay
-4.67%
-6.81%
BOND
SCHZ

Volatility

BOND vs. SCHZ - Volatility Comparison

PIMCO Active Bond ETF (BOND) has a higher volatility of 2.00% compared to Schwab U.S. Aggregate Bond ETF (SCHZ) at 1.71%. This indicates that BOND's price experiences larger fluctuations and is considered to be riskier than SCHZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%December2025FebruaryMarchAprilMay
2.00%
1.71%
BOND
SCHZ