PRRIX vs. SWAGX
Compare and contrast key facts about PIMCO Real Return Fund (PRRIX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
PRRIX is managed by PIMCO. It was launched on Jan 28, 1997. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRRIX or SWAGX.
Key characteristics
| PRRIX | SWAGX | |
|---|---|---|
| YTD Return | 2.65% | 1.39% |
| 1Y Return | 5.98% | 6.51% |
| 3Y Return (Ann) | -2.24% | -2.36% |
| 5Y Return (Ann) | 2.30% | -0.33% |
| Sharpe Ratio | 1.35 | 1.31 |
| Sortino Ratio | 2.06 | 1.94 |
| Omega Ratio | 1.25 | 1.23 |
| Calmar Ratio | 0.56 | 0.51 |
| Martin Ratio | 6.00 | 4.47 |
| Ulcer Index | 1.16% | 1.73% |
| Daily Std Dev | 5.17% | 5.91% |
| Max Drawdown | -19.33% | -18.84% |
| Current Drawdown | -6.72% | -9.21% |
Correlation
The correlation between PRRIX and SWAGX is 0.75, 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. SWAGX - Performance Comparison
In the year-to-date period, PRRIX achieves a 2.65% return, which is significantly higher than SWAGX's 1.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRRIX vs. SWAGX - Expense Ratio Comparison
PRRIX has a 0.45% expense ratio, which is higher than SWAGX's 0.04% expense ratio.
Risk-Adjusted Performance
PRRIX vs. SWAGX - 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 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.
Dividends
PRRIX vs. SWAGX - Dividend Comparison
PRRIX's dividend yield for the trailing twelve months is around 2.95%, less than SWAGX's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRRIX PIMCO Real Return Fund | 2.95% | 3.24% | 8.75% | 5.12% | 2.62% | 1.92% | 2.70% | 2.58% | 1.10% | 1.08% | 3.89% | 1.24% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.79% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRRIX vs. SWAGX - Drawdown Comparison
The maximum PRRIX drawdown since its inception was -19.33%, roughly equal to the maximum SWAGX drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for PRRIX and SWAGX. For additional features, visit the drawdowns tool.
Volatility
PRRIX vs. SWAGX - Volatility Comparison
The current volatility for PIMCO Real Return Fund (PRRIX) is 1.37%, while Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a volatility of 1.70%. This indicates that PRRIX experiences smaller price fluctuations and is considered to be less risky than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.