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.
Performance
PSLDX vs. SCHX - Performance Comparison
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PSLDX vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | -6.30% | 12.26% | 17.15% | 27.92% | -43.18% | 25.85% | 37.80% | 60.43% | -9.31% | 33.07% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
Returns By Period
In the year-to-date period, PSLDX achieves a -6.30% return, which is significantly lower than SCHX's -3.70% return. Over the past 10 years, PSLDX has underperformed SCHX with an annualized return of 12.72%, while SCHX has yielded a comparatively higher 14.02% annualized return.
PSLDX
- 1D
- 3.18%
- 1M
- -8.98%
- YTD
- -6.30%
- 6M
- -11.47%
- 1Y
- 5.69%
- 3Y*
- 11.86%
- 5Y*
- 2.79%
- 10Y*
- 12.72%
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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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.
Return for Risk
PSLDX vs. SCHX — Risk / Return Rank
PSLDX
SCHX
PSLDX vs. SCHX - Risk-Adjusted Trends 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.
| PSLDX | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 0.98 | -0.70 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.50 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.23 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.51 | -1.14 |
Martin ratioReturn relative to average drawdown | 1.11 | 7.02 | -5.90 |
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
| PSLDX | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 0.98 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.66 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.78 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.80 | -0.19 |
Correlation
The correlation between PSLDX and SCHX 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.
Dividends
PSLDX vs. SCHX - Dividend Comparison
PSLDX's dividend yield for the trailing twelve months is around 3.30%, more than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 3.30% | 5.60% | 16.73% | 3.67% | 2.66% | 38.80% | 12.89% | 18.91% | 15.58% | 24.52% | 11.55% | 12.08% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
PSLDX vs. SCHX - Drawdown Comparison
The maximum PSLDX drawdown since its inception was -55.25%, 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.
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Drawdown Indicators
| PSLDX | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -34.33% | -20.92% |
Max Drawdown (1Y)Largest decline over 1 year | -19.25% | -12.19% | -7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -49.32% | -25.41% | -23.91% |
Max Drawdown (10Y)Largest decline over 10 years | -49.32% | -34.33% | -14.99% |
Current DrawdownCurrent decline from peak | -15.88% | -5.67% | -10.21% |
Average DrawdownAverage peak-to-trough decline | -10.70% | -4.00% | -6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.38% | 2.62% | +3.76% |
Volatility
PSLDX vs. SCHX - Volatility Comparison
PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a higher volatility of 8.39% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. 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.
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Volatility by Period
| PSLDX | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 5.36% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 9.67% | +4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.15% | 18.33% | +5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 17.13% | +5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.33% | 18.13% | +3.20% |