LDUR vs. SCHJ
LDUR (PIMCO Enhanced Low Duration Active ETF) and SCHJ (Schwab 1-5 Year Corporate Bond ETF) are both Short-Term Bond funds. LDUR is actively managed, while SCHJ is passively managed. Over the past 5 years, LDUR returned 2.35%/yr vs 2.32%/yr for SCHJ. Their 0.56 correlation means they have sometimes moved together and sometimes differently. LDUR charges 0.54%/yr vs 0.03%/yr for SCHJ.
Performance
LDUR vs. SCHJ - Performance Comparison
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Returns By Period
In the year-to-date period, LDUR achieves a 1.51% return, which is significantly higher than SCHJ's 0.85% return.
LDUR
- 1D
- 0.02%
- 1M
- 0.19%
- 6M
- 1.23%
- YTD
- 1.51%
- 1Y
- 3.77%
- 3Y*
- 5.14%
- 5Y*
- 2.35%
- 10Y*
- 2.42%
- ALL TIME*
- 2.45%
SCHJ
- 1D
- 0.10%
- 1M
- -0.18%
- 6M
- 0.56%
- YTD
- 0.85%
- 1Y
- 3.10%
- 3Y*
- 5.41%
- 5Y*
- 2.32%
- 10Y*
- —
- ALL TIME*
- 2.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.03M | $6.97M | $5.28M | |
| $5.83M | $7.78M | $6.51M |
LDUR vs. SCHJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LDUR PIMCO Enhanced Low Duration Active ETF | 1.51% | 5.76% | 5.14% | 4.78% | -4.23% | -0.55% | 4.49% | 0.46% |
SCHJ Schwab 1-5 Year Corporate Bond ETF | 0.85% | 6.80% | 4.89% | 6.36% | -5.73% | -0.67% | 5.30% | 0.61% |
Correlation
The correlation between LDUR and SCHJ is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2019 | 0.56 |
The correlation between LDUR and SCHJ shifts across timeframes, from 0.56 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LDUR vs. SCHJ — Risk / Return Rank
LDUR
SCHJ
LDUR vs. SCHJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Low Duration Active ETF (LDUR) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LDUR | SCHJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.31 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | 2.11 | +1.95 |
| Martin ratioReturn relative to average drawdown | 19.42 | 7.94 | +11.47 |
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Drawdowns
LDUR vs. SCHJ - Drawdown Comparison
The maximum LDUR drawdown since its inception was -8.68%, smaller than the maximum SCHJ drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for LDUR and SCHJ.
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Drawdown Indicators
| LDUR | SCHJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.68% | -13.62% | +4.94% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -1.47% | +0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -1.17% | -1.47% | +0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -6.75% | -9.35% | +2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -8.68% | — | — |
Current DrawdownCurrent decline from peak | -0.02% | -0.22% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -0.84% | -1.84% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.19% | 0.39% | -0.20% |
Volatility
LDUR vs. SCHJ - Volatility Comparison
The current volatility for PIMCO Enhanced Low Duration Active ETF (LDUR) is 0.46%, while Schwab 1-5 Year Corporate Bond ETF (SCHJ) has a volatility of 0.51%. This indicates that LDUR experiences smaller price fluctuations and is considered to be less risky than SCHJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDUR | SCHJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 0.51% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 1.20% | 1.53% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.51% | 1.86% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.05% | 2.96% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.77% | 4.10% | -1.33% |
LDUR vs. SCHJ - Expense Ratio Comparison
LDUR has a 0.54% expense ratio, which is higher than SCHJ's 0.03% expense ratio.
Dividends
LDUR vs. SCHJ - Dividend Comparison
LDUR's dividend yield for the trailing twelve months is around 4.26%, less than SCHJ's 4.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDUR PIMCO Enhanced Low Duration Active ETF | 4.26% | 4.60% | 4.77% | 4.11% | 2.22% | 0.90% | 2.15% | 3.14% | 2.66% | 2.08% | 1.85% | 2.92% |
SCHJ Schwab 1-5 Year Corporate Bond ETF | 4.53% | 4.42% | 4.00% | 2.98% | 1.64% | 0.94% | 2.54% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LDUR and SCHJ have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHJ has higher volatility (0.51%) compared to LDUR (0.46%). In terms of maximum drawdown, LDUR dropped -8.68% vs SCHJ's -13.62%.
On 5-year performance, LDUR leads with 2.35% vs 2.32% for SCHJ. On fees, SCHJ is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LDUR has performed better with a 2.35% return vs 2.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHJ is cheaper with a 0.03% expense ratio, compared with 0.54% for LDUR.
SCHJ has the higher dividend yield at 4.53%, compared with 4.26% for LDUR.
They also come from different issuers: PIMCO and Charles Schwab. Their fees differ too: 0.54% for LDUR and 0.03% for SCHJ.
LDUR currently has the higher Sharpe Ratio (2.51 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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