PTLDX vs. SWSBX
Compare and contrast key facts about PIMCO Low Duration Fund (PTLDX) and Schwab Short-Term Bond Index Fund (SWSBX).
PTLDX is managed by PIMCO. It was launched on May 11, 1987. SWSBX is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Government/Credit 1-5 Year Index. It was launched on Feb 23, 2017.
Performance
PTLDX vs. SWSBX - Performance Comparison
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PTLDX vs. SWSBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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*
- —
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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
PTLDX
SWSBX
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.
| PTLDX | SWSBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 1.71 | -0.05 |
Sortino ratioReturn per unit of downside risk | 2.85 | 2.83 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.79 | -0.30 |
Martin ratioReturn relative to average drawdown | 10.46 | 10.25 | +0.20 |
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
| PTLDX | SWSBX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PTLDX | SWSBX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.17% | -1.23% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -0.76% | -1.81% | +1.05% |
Ulcer IndexDepth 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
| PTLDX | SWSBX | Difference | |
|---|---|---|---|
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% |