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PBDCX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBDCX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Investment Grade Credit Bond Fund Class C (PBDCX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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PBDCX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBDCX
PIMCO Investment Grade Credit Bond Fund Class C
-1.37%7.27%2.10%6.82%-17.38%-2.01%6.29%13.44%-3.12%6.73%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, PBDCX achieves a -1.37% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, PBDCX has underperformed SCHD with an annualized return of 1.79%, while SCHD has yielded a comparatively higher 12.25% annualized return.


PBDCX

1D
0.45%
1M
-2.49%
YTD
-1.37%
6M
-0.78%
1Y
2.71%
3Y*
3.69%
5Y*
-0.54%
10Y*
1.79%

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBDCX vs. SCHD - Expense Ratio Comparison

PBDCX has a 2.19% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

PBDCX vs. SCHD — Risk / Return Rank

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

PBDCX
PBDCX Risk / Return Rank: 2323
Overall Rank
PBDCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PBDCX Sortino Ratio Rank: 1717
Sortino Ratio Rank
PBDCX Omega Ratio Rank: 1515
Omega Ratio Rank
PBDCX Calmar Ratio Rank: 3434
Calmar Ratio Rank
PBDCX Martin Ratio Rank: 2828
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
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.

PBDCX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Investment Grade Credit Bond Fund Class C (PBDCX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.


PBDCXSCHDDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.88

-0.27

Sortino ratio

Return per unit of downside risk

0.85

1.32

-0.47

Omega ratio

Gain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratio

Return relative to maximum drawdown

1.01

1.05

-0.03

Martin ratio

Return relative to average drawdown

3.32

3.55

-0.24

PBDCX vs. SCHD - Sharpe Ratio Comparison

The current PBDCX Sharpe Ratio is 0.61, which is lower than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PBDCX and SCHD, 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


PBDCXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.88

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.58

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.74

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.84

-0.11

Correlation

The correlation between PBDCX and SCHD is -0.01. 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.


Dividends

PBDCX vs. SCHD - Dividend Comparison

PBDCX's dividend yield for the trailing twelve months is around 3.38%, less than SCHD's 3.46% yield.


TTM20252024202320222021202020192018201720162015
PBDCX
PIMCO Investment Grade Credit Bond Fund Class C
3.38%3.55%3.21%2.45%2.46%3.48%2.69%2.82%3.04%3.33%2.76%5.47%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

PBDCX vs. SCHD - Drawdown Comparison

The maximum PBDCX drawdown since its inception was -23.73%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PBDCX and SCHD.


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Drawdown Indicators


PBDCXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-33.37%

+9.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-12.74%

+8.76%

Max Drawdown (5Y)

Largest decline over 5 years

-23.70%

-16.85%

-6.85%

Max Drawdown (10Y)

Largest decline over 10 years

-23.73%

-33.37%

+9.64%

Current Drawdown

Current decline from peak

-6.57%

-3.43%

-3.14%

Average Drawdown

Average peak-to-trough decline

-4.00%

-3.34%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

3.75%

-2.53%

Volatility

PBDCX vs. SCHD - Volatility Comparison

PIMCO Investment Grade Credit Bond Fund Class C (PBDCX) and Schwab U.S. Dividend Equity ETF (SCHD) have volatilities of 2.25% and 2.33%, 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


PBDCXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

2.33%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

7.96%

-4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

5.09%

15.69%

-10.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

14.40%

-8.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

16.70%

-10.98%