GCMFX vs. SWCAX

In the year-to-date period, GCMFX achieves a -1.65% return, which is significantly lower than SWCAX's -1.30% return. Over the past 10 years, GCMFX has outperformed SWCAX with an annualized return of 2.07%, while SWCAX has yielded a comparatively lower 1.65% annualized return.

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GCMFX has a 0.63% expense ratio, which is higher than SWCAX's 0.48% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PIMCO California Municipal Opportunistic Value Fund (GCMFX) and Schwab California Tax-Free Bond Fund™ (SWCAX). 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 GCMFX Sharpe Ratio is 0.06, which is lower than the SWCAX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of GCMFX and SWCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GCMFX's dividend yield for the trailing twelve months is around 3.45%, more than SWCAX's 3.24% yield.

The maximum GCMFX drawdown since its inception was -6.56%, smaller than the maximum SWCAX drawdown of -13.51%. Use the drawdown chart below to compare losses from any high point for GCMFX and SWCAX. For additional features, visit the drawdowns tool.

PIMCO California Municipal Opportunistic Value Fund (GCMFX) has a higher volatility of 1.21% compared to Schwab California Tax-Free Bond Fund™ (SWCAX) at 1.14%. This indicates that GCMFX's price experiences larger fluctuations and is considered to be riskier than SWCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.