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PDO vs. SWAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDO and SWAGX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

PDO vs. SWAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pimco Dynamic Income Opportunities Fund (PDO) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.04%
0.26%
PDO
SWAGX

Key characteristics

Sharpe Ratio

PDO:

1.78

SWAGX:

0.21

Sortino Ratio

PDO:

2.54

SWAGX:

0.33

Omega Ratio

PDO:

1.33

SWAGX:

1.04

Calmar Ratio

PDO:

0.72

SWAGX:

0.08

Martin Ratio

PDO:

7.93

SWAGX:

0.52

Ulcer Index

PDO:

2.14%

SWAGX:

2.20%

Daily Std Dev

PDO:

9.55%

SWAGX:

5.57%

Max Drawdown

PDO:

-36.83%

SWAGX:

-18.84%

Current Drawdown

PDO:

-8.10%

SWAGX:

-9.63%

Returns By Period

In the year-to-date period, PDO achieves a -0.24% return, which is significantly higher than SWAGX's -0.46% return.


PDO

YTD

-0.24%

1M

0.57%

6M

7.04%

1Y

18.10%

5Y*

N/A

10Y*

N/A

SWAGX

YTD

-0.46%

1M

-1.02%

6M

0.04%

1Y

1.94%

5Y*

-0.59%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PDO vs. SWAGX — Risk-Adjusted Performance Rank

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

PDO
The Risk-Adjusted Performance Rank of PDO is 8686
Overall Rank
The Sharpe Ratio Rank of PDO is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PDO is 8888
Sortino Ratio Rank
The Omega Ratio Rank of PDO is 8787
Omega Ratio Rank
The Calmar Ratio Rank of PDO is 7676
Calmar Ratio Rank
The Martin Ratio Rank of PDO is 8989
Martin Ratio Rank

SWAGX
The Risk-Adjusted Performance Rank of SWAGX is 1616
Overall Rank
The Sharpe Ratio Rank of SWAGX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SWAGX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SWAGX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SWAGX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of SWAGX is 1616
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.

PDO vs. SWAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pimco Dynamic Income Opportunities Fund (PDO) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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.


Sharpe ratio
The chart of Sharpe ratio for PDO, currently valued at 1.78, compared to the broader market-2.000.002.001.780.21
The chart of Sortino ratio for PDO, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.002.540.33
The chart of Omega ratio for PDO, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.04
The chart of Calmar ratio for PDO, currently valued at 0.72, compared to the broader market0.002.004.006.000.720.09
The chart of Martin ratio for PDO, currently valued at 7.93, compared to the broader market-30.00-20.00-10.000.0010.0020.007.930.52
PDO
SWAGX

The current PDO Sharpe Ratio is 1.78, which is higher than the SWAGX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of PDO and SWAGX, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.78
0.21
PDO
SWAGX

Dividends

PDO vs. SWAGX - Dividend Comparison

PDO's dividend yield for the trailing twelve months is around 11.44%, more than SWAGX's 3.90% yield.


TTM20242023202220212020201920182017
PDO
Pimco Dynamic Income Opportunities Fund
11.44%11.30%12.55%19.08%8.54%0.00%0.00%0.00%0.00%
SWAGX
Schwab U.S. Aggregate Bond Index Fund
3.90%3.88%3.22%2.60%2.06%2.36%2.86%2.80%1.99%

Drawdowns

PDO vs. SWAGX - Drawdown Comparison

The maximum PDO drawdown since its inception was -36.83%, which is greater than SWAGX's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for PDO and SWAGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AugustSeptemberOctoberNovemberDecember2025
-8.10%
-8.79%
PDO
SWAGX

Volatility

PDO vs. SWAGX - Volatility Comparison

Pimco Dynamic Income Opportunities Fund (PDO) has a higher volatility of 3.64% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.55%. This indicates that PDO's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
3.64%
1.55%
PDO
SWAGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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