PSLDX vs. SCHX
Compare and contrast key facts about PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and Schwab U.S. Large-Cap ETF (SCHX).
PSLDX is managed by PIMCO. It was launched on Aug 31, 2007. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSLDX or SCHX.
Key characteristics
| PSLDX | SCHX | |
|---|---|---|
| YTD Return | 24.50% | 27.94% |
| 1Y Return | 53.37% | 41.43% |
| 3Y Return (Ann) | -3.07% | 11.39% |
| 5Y Return (Ann) | 10.39% | 17.55% |
| 10Y Return (Ann) | 13.22% | 15.11% |
| Sharpe Ratio | 2.69 | 3.22 |
| Sortino Ratio | 3.55 | 4.26 |
| Omega Ratio | 1.44 | 1.60 |
| Calmar Ratio | 1.19 | 4.71 |
| Martin Ratio | 15.23 | 21.25 |
| Ulcer Index | 3.24% | 1.90% |
| Daily Std Dev | 18.33% | 12.53% |
| Max Drawdown | -79.57% | -34.33% |
| Current Drawdown | -10.08% | 0.00% |
Correlation
The correlation between PSLDX and SCHX is 0.74, 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
PSLDX vs. SCHX - Performance Comparison
In the year-to-date period, PSLDX achieves a 24.50% return, which is significantly lower than SCHX's 27.94% return. Over the past 10 years, PSLDX has underperformed SCHX with an annualized return of 13.22%, while SCHX has yielded a comparatively higher 15.11% annualized 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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PSLDX vs. SCHX - Expense Ratio Comparison
PSLDX has a 0.61% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
PSLDX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) and Schwab U.S. Large-Cap ETF (SCHX). 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
PSLDX vs. SCHX - Dividend Comparison
PSLDX's dividend yield for the trailing twelve months is around 14.21%, more than SCHX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 14.21% | 3.67% | 2.66% | 38.80% | 11.13% | 14.09% | 15.58% | 24.51% | 11.55% | 12.08% | 23.01% | 43.03% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
PSLDX vs. SCHX - Drawdown Comparison
The maximum PSLDX drawdown since its inception was -79.57%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for PSLDX and SCHX. For additional features, visit the drawdowns tool.
Volatility
PSLDX vs. SCHX - Volatility Comparison
PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a higher volatility of 4.86% compared to Schwab U.S. Large-Cap ETF (SCHX) at 4.08%. This indicates that PSLDX's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.