PRAIX vs. SWRSX
Compare and contrast key facts about PIMCO Long-Term Real Return Fund (PRAIX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
PRAIX is managed by PIMCO. It was launched on Nov 11, 2001. SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Performance
PRAIX vs. SWRSX - Performance Comparison
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PRAIX vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRAIX PIMCO Long-Term Real Return Fund | -1.89% | 5.26% | -4.11% | 0.14% | -33.83% | 7.21% | 27.16% | 19.62% | -6.49% | 8.84% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
Returns By Period
In the year-to-date period, PRAIX achieves a -1.89% return, which is significantly lower than SWRSX's 0.39% return. Over the past 10 years, PRAIX has underperformed SWRSX with an annualized return of 0.87%, while SWRSX has yielded a comparatively higher 2.57% annualized return.
PRAIX
- 1D
- 1.62%
- 1M
- -5.12%
- YTD
- -1.89%
- 6M
- -2.85%
- 1Y
- -2.46%
- 3Y*
- -1.99%
- 5Y*
- -5.11%
- 10Y*
- 0.87%
SWRSX
- 1D
- 0.58%
- 1M
- -1.33%
- YTD
- 0.39%
- 6M
- 0.33%
- 1Y
- 2.91%
- 3Y*
- 3.14%
- 5Y*
- 1.42%
- 10Y*
- 2.57%
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PRAIX vs. SWRSX - Expense Ratio Comparison
PRAIX has a 0.50% expense ratio, which is higher than SWRSX's 0.05% expense ratio.
Return for Risk
PRAIX vs. SWRSX — Risk / Return Rank
PRAIX
SWRSX
PRAIX vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Long-Term Real Return Fund (PRAIX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.
| PRAIX | SWRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 0.84 | -0.88 |
Sortino ratioReturn per unit of downside risk | 0.04 | 1.17 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.16 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 1.44 | -1.37 |
Martin ratioReturn relative to average drawdown | 0.16 | 4.27 | -4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRAIX | SWRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.84 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.24 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | 0.48 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.57 | -0.20 |
Correlation
The correlation between PRAIX and SWRSX is 0.89, 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.
Dividends
PRAIX vs. SWRSX - Dividend Comparison
PRAIX's dividend yield for the trailing twelve months is around 4.63%, more than SWRSX's 3.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRAIX PIMCO Long-Term Real Return Fund | 4.63% | 5.72% | 4.64% | 4.75% | 12.40% | 15.85% | 37.88% | 7.20% | 3.06% | 2.76% | 1.54% | 2.05% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.36% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
Drawdowns
PRAIX vs. SWRSX - Drawdown Comparison
The maximum PRAIX drawdown since its inception was -43.52%, which is greater than SWRSX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for PRAIX and SWRSX.
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Drawdown Indicators
| PRAIX | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.52% | -14.29% | -29.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -2.68% | -5.60% |
Max Drawdown (5Y)Largest decline over 5 years | -43.52% | -14.29% | -29.23% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -14.29% | -29.23% |
Current DrawdownCurrent decline from peak | -35.44% | -1.33% | -34.11% |
Average DrawdownAverage peak-to-trough decline | -10.08% | -3.75% | -6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 0.90% | +3.03% |
Volatility
PRAIX vs. SWRSX - Volatility Comparison
PIMCO Long-Term Real Return Fund (PRAIX) has a higher volatility of 4.27% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 1.30%. This indicates that PRAIX's price experiences larger fluctuations and is considered to be riskier than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRAIX | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 1.30% | +2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 2.17% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 4.00% | +8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 6.05% | +10.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 5.39% | +9.57% |