PRRIX vs. SCHZ
Compare and contrast key facts about PIMCO Real Return Fund (PRRIX) and Schwab U.S. Aggregate Bond ETF (SCHZ).
PRRIX is managed by PIMCO. It was launched on Jan 28, 1997. SCHZ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate. It was launched on Jul 14, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRRIX or SCHZ.
Key characteristics
| PRRIX | SCHZ | |
|---|---|---|
| YTD Return | 2.85% | 3.53% |
| 1Y Return | 7.18% | 10.28% |
| 3Y Return (Ann) | -2.18% | -0.62% |
| 5Y Return (Ann) | 2.32% | 1.48% |
| 10Y Return (Ann) | 2.14% | 2.86% |
| Sharpe Ratio | 1.37 | 1.67 |
| Sortino Ratio | 2.09 | 2.52 |
| Omega Ratio | 1.25 | 1.30 |
| Calmar Ratio | 0.55 | 0.84 |
| Martin Ratio | 6.18 | 6.97 |
| Ulcer Index | 1.14% | 1.47% |
| Daily Std Dev | 5.17% | 6.13% |
| Max Drawdown | -19.33% | -16.93% |
| Current Drawdown | -6.53% | -3.38% |
Correlation
The correlation between PRRIX and SCHZ is 0.71, 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
PRRIX vs. SCHZ - Performance Comparison
In the year-to-date period, PRRIX achieves a 2.85% return, which is significantly lower than SCHZ's 3.53% return. Over the past 10 years, PRRIX has underperformed SCHZ with an annualized return of 2.14%, while SCHZ has yielded a comparatively higher 2.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRRIX vs. SCHZ - Expense Ratio Comparison
PRRIX has a 0.45% expense ratio, which is higher than SCHZ's 0.04% expense ratio.
Risk-Adjusted Performance
PRRIX vs. SCHZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Real Return Fund (PRRIX) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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
PRRIX vs. SCHZ - Dividend Comparison
PRRIX's dividend yield for the trailing twelve months is around 2.94%, less than SCHZ's 6.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRRIX PIMCO Real Return Fund | 2.94% | 3.24% | 8.75% | 5.12% | 2.62% | 1.92% | 2.70% | 2.58% | 1.10% | 1.08% | 3.89% | 1.24% |
SCHZ Schwab U.S. Aggregate Bond ETF | 6.12% | 4.66% | 3.49% | 2.69% | 3.86% | 4.18% | 4.18% | 4.20% | 3.52% | 3.53% | 3.21% | 3.53% |
Drawdowns
PRRIX vs. SCHZ - Drawdown Comparison
The maximum PRRIX drawdown since its inception was -19.33%, which is greater than SCHZ's maximum drawdown of -16.93%. Use the drawdown chart below to compare losses from any high point for PRRIX and SCHZ. For additional features, visit the drawdowns tool.
Volatility
PRRIX vs. SCHZ - Volatility Comparison
The current volatility for PIMCO Real Return Fund (PRRIX) is 1.37%, while Schwab U.S. Aggregate Bond ETF (SCHZ) has a volatility of 1.70%. This indicates that PRRIX experiences smaller price fluctuations and is considered to be less risky than SCHZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.