PIMIX vs. SCHD
Compare and contrast key facts about PIMCO Income Fund Institutional Class (PIMIX) and Schwab US Dividend Equity ETF (SCHD).
PIMIX is managed by PIMCO. It was launched on Mar 30, 2007. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PIMIX or SCHD.
Performance
PIMIX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, PIMIX achieves a 4.85% return, which is significantly lower than SCHD's 18.85% return. Over the past 10 years, PIMIX has underperformed SCHD with an annualized return of 4.15%, while SCHD has yielded a comparatively higher 11.69% annualized return.
PIMIX
4.85%
0.14%
3.95%
9.46%
3.18%
4.15%
SCHD
18.85%
3.78%
14.95%
27.79%
13.14%
11.69%
Key characteristics
| PIMIX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.20 | 2.49 |
| Sortino Ratio | 3.33 | 3.58 |
| Omega Ratio | 1.43 | 1.44 |
| Calmar Ratio | 2.58 | 3.79 |
| Martin Ratio | 10.48 | 13.58 |
| Ulcer Index | 0.90% | 2.05% |
| Daily Std Dev | 4.31% | 11.15% |
| Max Drawdown | -13.39% | -33.37% |
| Current Drawdown | -1.71% | 0.00% |
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PIMIX vs. SCHD - Expense Ratio Comparison
PIMIX has a 0.62% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between PIMIX and SCHD is 0.24, 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.
Risk-Adjusted Performance
PIMIX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Income Fund Institutional Class (PIMIX) 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.
Dividends
PIMIX vs. SCHD - Dividend Comparison
PIMIX's dividend yield for the trailing twelve months is around 6.24%, more than SCHD's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIMIX PIMCO Income Fund Institutional Class | 6.24% | 6.21% | 6.40% | 4.02% | 4.89% | 5.86% | 5.68% | 5.41% | 5.57% | 7.84% | 6.30% | 5.46% |
SCHD Schwab US Dividend Equity ETF | 3.33% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
PIMIX vs. SCHD - Drawdown Comparison
The maximum PIMIX drawdown since its inception was -13.39%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PIMIX and SCHD. For additional features, visit the drawdowns tool.
Volatility
PIMIX vs. SCHD - Volatility Comparison
The current volatility for PIMCO Income Fund Institutional Class (PIMIX) is 1.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.67%. This indicates that PIMIX 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.