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PTLDX vs. SWSBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTLDX vs. SWSBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Low Duration Fund (PTLDX) and Schwab Short-Term Bond Index Fund (SWSBX). The values are adjusted to include any dividend payments, if applicable.

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PTLDX vs. SWSBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTLDX
PIMCO Low Duration Fund
-0.43%5.58%4.85%5.32%-5.69%-0.70%3.42%4.49%0.52%1.59%
SWSBX
Schwab Short-Term Bond Index Fund
-0.27%6.06%3.42%3.95%-5.89%-1.28%4.47%4.96%1.34%0.85%

Returns By Period

In the year-to-date period, PTLDX achieves a -0.43% return, which is significantly lower than SWSBX's -0.27% return.


PTLDX

1D
0.22%
1M
-1.17%
YTD
-0.43%
6M
0.76%
1Y
3.38%
3Y*
4.55%
5Y*
1.68%
10Y*
2.01%

SWSBX

1D
0.21%
1M
-1.23%
YTD
-0.27%
6M
0.88%
1Y
3.63%
3Y*
3.74%
5Y*
1.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTLDX vs. SWSBX - Expense Ratio Comparison

PTLDX has a 0.46% expense ratio, which is higher than SWSBX's 0.06% expense ratio.


Return for Risk

PTLDX vs. SWSBX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PTLDX
PTLDX Risk / Return Rank: 9090
Overall Rank
PTLDX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PTLDX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PTLDX Omega Ratio Rank: 8989
Omega Ratio Rank
PTLDX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PTLDX Martin Ratio Rank: 9191
Martin Ratio Rank

SWSBX
SWSBX Risk / Return Rank: 9090
Overall Rank
SWSBX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SWSBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SWSBX Omega Ratio Rank: 8787
Omega Ratio Rank
SWSBX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SWSBX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PTLDX vs. SWSBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration Fund (PTLDX) and Schwab Short-Term Bond Index Fund (SWSBX). 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.


PTLDXSWSBXDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.71

-0.05

Sortino ratio

Return per unit of downside risk

2.85

2.83

+0.02

Omega ratio

Gain probability vs. loss probability

1.39

1.36

+0.03

Calmar ratio

Return relative to maximum drawdown

2.48

2.79

-0.30

Martin ratio

Return relative to average drawdown

10.46

10.25

+0.20

PTLDX vs. SWSBX - Sharpe Ratio Comparison

The current PTLDX Sharpe Ratio is 1.66, which is comparable to the SWSBX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PTLDX and SWSBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PTLDXSWSBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.71

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.42

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.76

+0.69

Correlation

The correlation between PTLDX and SWSBX 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

PTLDX vs. SWSBX - Dividend Comparison

PTLDX's dividend yield for the trailing twelve months is around 3.89%, more than SWSBX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
PTLDX
PIMCO Low Duration Fund
3.89%4.22%4.16%4.04%1.57%0.83%1.83%3.35%2.16%1.72%2.00%2.51%
SWSBX
Schwab Short-Term Bond Index Fund
3.79%4.09%3.66%2.36%1.11%0.97%1.82%2.41%2.12%1.56%0.00%0.00%

Drawdowns

PTLDX vs. SWSBX - Drawdown Comparison

The maximum PTLDX drawdown since its inception was -8.21%, smaller than the maximum SWSBX drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for PTLDX and SWSBX.


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Drawdown Indicators


PTLDXSWSBXDifference

Max Drawdown

Largest peak-to-trough decline

-8.21%

-9.06%

+0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-1.54%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-8.21%

-9.06%

+0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-8.21%

Current Drawdown

Current decline from peak

-1.17%

-1.23%

+0.06%

Average Drawdown

Average peak-to-trough decline

-0.76%

-1.81%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.42%

-0.04%

Volatility

PTLDX vs. SWSBX - Volatility Comparison

PIMCO Low Duration Fund (PTLDX) has a higher volatility of 0.82% compared to Schwab Short-Term Bond Index Fund (SWSBX) at 0.73%. This indicates that PTLDX's price experiences larger fluctuations and is considered to be riskier than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTLDXSWSBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

0.73%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

1.49%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

2.40%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.45%

2.95%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.08%

2.47%

-0.39%