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GCMFX vs. SWCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCMFX vs. SWCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO California Municipal Opportunistic Value Fund (GCMFX) and Schwab California Tax-Free Bond Fund™ (SWCAX). The values are adjusted to include any dividend payments, if applicable.

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GCMFX vs. SWCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCMFX
PIMCO California Municipal Opportunistic Value Fund
-0.46%2.76%2.24%5.22%-3.47%1.76%2.69%5.06%1.83%2.96%
SWCAX
Schwab California Tax-Free Bond Fund™
-0.74%3.95%1.51%4.73%-8.10%0.36%3.93%6.02%1.16%4.37%

Returns By Period

In the year-to-date period, GCMFX achieves a -0.46% return, which is significantly higher than SWCAX's -0.74% return. Over the past 10 years, GCMFX has outperformed SWCAX with an annualized return of 1.83%, while SWCAX has yielded a comparatively lower 1.42% annualized return.


GCMFX

1D
0.21%
1M
-2.03%
YTD
-0.46%
6M
1.12%
1Y
2.79%
3Y*
2.53%
5Y*
1.46%
10Y*
1.83%

SWCAX

1D
0.09%
1M
-2.66%
YTD
-0.74%
6M
0.80%
1Y
3.41%
3Y*
2.45%
5Y*
0.39%
10Y*
1.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCMFX vs. SWCAX - Expense Ratio Comparison

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


Return for Risk

GCMFX vs. SWCAX — Risk / Return Rank

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

GCMFX
GCMFX Risk / Return Rank: 3232
Overall Rank
GCMFX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GCMFX Sortino Ratio Rank: 2828
Sortino Ratio Rank
GCMFX Omega Ratio Rank: 5151
Omega Ratio Rank
GCMFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
GCMFX Martin Ratio Rank: 1919
Martin Ratio Rank

SWCAX
SWCAX Risk / Return Rank: 5151
Overall Rank
SWCAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SWCAX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SWCAX Omega Ratio Rank: 7777
Omega Ratio Rank
SWCAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SWCAX Martin Ratio Rank: 3131
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.

GCMFX vs. SWCAX - Risk-Adjusted Trends Comparison

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.


GCMFXSWCAXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.03

-0.26

Sortino ratio

Return per unit of downside risk

1.07

1.39

-0.33

Omega ratio

Gain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratio

Return relative to maximum drawdown

0.78

1.01

-0.23

Martin ratio

Return relative to average drawdown

2.02

3.34

-1.32

GCMFX vs. SWCAX - Sharpe Ratio Comparison

The current GCMFX Sharpe Ratio is 0.77, which is comparable to the SWCAX Sharpe Ratio of 1.03. 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.


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Sharpe Ratios by Period


GCMFXSWCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.03

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.13

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.43

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.17

-0.48

Correlation

The correlation between GCMFX and SWCAX is 0.77, 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

GCMFX vs. SWCAX - Dividend Comparison

GCMFX's dividend yield for the trailing twelve months is around 3.16%, more than SWCAX's 2.99% yield.


TTM20252024202320222021202020192018201720162015
GCMFX
PIMCO California Municipal Opportunistic Value Fund
3.16%3.39%3.34%2.59%1.91%2.34%2.65%2.56%2.40%1.51%0.17%0.00%
SWCAX
Schwab California Tax-Free Bond Fund™
2.99%3.46%2.67%2.23%1.57%1.68%2.45%2.54%2.50%2.22%3.10%2.79%

Drawdowns

GCMFX vs. SWCAX - Drawdown Comparison

The maximum GCMFX drawdown since its inception was -7.08%, 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.


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Drawdown Indicators


GCMFXSWCAXDifference

Max Drawdown

Largest peak-to-trough decline

-7.08%

-13.51%

+6.43%

Max Drawdown (1Y)

Largest decline over 1 year

-4.19%

-3.99%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-7.08%

-12.30%

+5.22%

Max Drawdown (10Y)

Largest decline over 10 years

-7.08%

-12.30%

+5.22%

Current Drawdown

Current decline from peak

-2.03%

-2.66%

+0.63%

Average Drawdown

Average peak-to-trough decline

-1.04%

-1.88%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.21%

+0.42%

Volatility

GCMFX vs. SWCAX - Volatility Comparison

PIMCO California Municipal Opportunistic Value Fund (GCMFX) and Schwab California Tax-Free Bond Fund™ (SWCAX) have volatilities of 0.86% and 0.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCMFXSWCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

0.90%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

1.50%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

4.03%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.15%

3.07%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.74%

3.35%

-0.61%