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PBRNX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBRNX and SCHD is 0.79, 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.


Performance

PBRNX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RealPath Blend Income Fund (PBRNX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
60.21%
168.79%
PBRNX
SCHD

Key characteristics

Sharpe Ratio

PBRNX:

1.11

SCHD:

0.19

Sortino Ratio

PBRNX:

1.61

SCHD:

0.37

Omega Ratio

PBRNX:

1.22

SCHD:

1.05

Calmar Ratio

PBRNX:

0.97

SCHD:

0.19

Martin Ratio

PBRNX:

4.68

SCHD:

0.63

Ulcer Index

PBRNX:

1.89%

SCHD:

4.80%

Daily Std Dev

PBRNX:

7.91%

SCHD:

16.02%

Max Drawdown

PBRNX:

-22.67%

SCHD:

-33.37%

Current Drawdown

PBRNX:

-1.81%

SCHD:

-11.88%

Returns By Period

In the year-to-date period, PBRNX achieves a 1.94% return, which is significantly higher than SCHD's -5.64% return. Over the past 10 years, PBRNX has underperformed SCHD with an annualized return of 4.65%, while SCHD has yielded a comparatively higher 10.24% annualized return.


PBRNX

YTD

1.94%

1M

2.59%

6M

0.50%

1Y

6.69%

5Y*

4.86%

10Y*

4.65%

SCHD

YTD

-5.64%

1M

1.07%

6M

-8.31%

1Y

1.88%

5Y*

13.00%

10Y*

10.24%

*Annualized

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PBRNX vs. SCHD - Expense Ratio Comparison

PBRNX has a 0.03% expense ratio, which is lower than SCHD's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

PBRNX vs. SCHD — Risk-Adjusted Performance Rank

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

PBRNX
The Risk-Adjusted Performance Rank of PBRNX is 8080
Overall Rank
The Sharpe Ratio Rank of PBRNX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PBRNX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of PBRNX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of PBRNX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of PBRNX is 8282
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2727
Overall Rank
The Sharpe Ratio Rank of SCHD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2828
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.

PBRNX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RealPath Blend Income Fund (PBRNX) and Schwab US 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.


The current PBRNX Sharpe Ratio is 1.11, which is higher than the SCHD Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of PBRNX 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
1.02
0.19
PBRNX
SCHD

Dividends

PBRNX vs. SCHD - Dividend Comparison

PBRNX's dividend yield for the trailing twelve months is around 4.19%, more than SCHD's 4.07% yield.


TTM20242023202220212020201920182017201620152014
PBRNX
PIMCO RealPath Blend Income Fund
4.19%4.56%3.42%2.66%4.95%2.96%4.43%2.48%2.16%3.17%2.41%0.00%
SCHD
Schwab US Dividend Equity ETF
4.07%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

PBRNX vs. SCHD - Drawdown Comparison

The maximum PBRNX drawdown since its inception was -22.67%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PBRNX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.81%
-11.88%
PBRNX
SCHD

Volatility

PBRNX vs. SCHD - Volatility Comparison

The current volatility for PIMCO RealPath Blend Income Fund (PBRNX) is 4.52%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 8.93%. This indicates that PBRNX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
4.52%
8.93%
PBRNX
SCHD