PTSHX vs. SWBGX
Compare and contrast key facts about PIMCO Short Term Fund (PTSHX) and Schwab MarketTrack Balanced Portfolio™ (SWBGX).
PTSHX is managed by PIMCO. It was launched on Oct 7, 1987. SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995.
Performance
PTSHX vs. SWBGX - Performance Comparison
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PTSHX vs. SWBGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTSHX PIMCO Short Term Fund | 0.55% | 4.88% | 6.43% | 6.09% | -0.55% | 0.02% | 2.75% | 2.74% | 1.51% | 2.43% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | -0.51% | 14.73% | 9.10% | 14.99% | -14.35% | 12.85% | 10.50% | 18.56% | -5.43% | 12.70% |
Returns By Period
In the year-to-date period, PTSHX achieves a 0.55% return, which is significantly higher than SWBGX's -0.51% return. Over the past 10 years, PTSHX has underperformed SWBGX with an annualized return of 2.94%, while SWBGX has yielded a comparatively higher 7.54% annualized return.
PTSHX
- 1D
- 0.00%
- 1M
- -0.21%
- YTD
- 0.55%
- 6M
- 1.81%
- 1Y
- 4.32%
- 3Y*
- 5.64%
- 5Y*
- 3.39%
- 10Y*
- 2.94%
SWBGX
- 1D
- 1.65%
- 1M
- -3.77%
- YTD
- -0.51%
- 6M
- 1.22%
- 1Y
- 13.35%
- 3Y*
- 10.97%
- 5Y*
- 5.78%
- 10Y*
- 7.54%
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PTSHX vs. SWBGX - Expense Ratio Comparison
PTSHX has a 0.45% expense ratio, which is higher than SWBGX's 0.40% expense ratio.
Return for Risk
PTSHX vs. SWBGX — Risk / Return Rank
PTSHX
SWBGX
PTSHX vs. SWBGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Short Term Fund (PTSHX) and Schwab MarketTrack Balanced Portfolio™ (SWBGX). 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.
| PTSHX | SWBGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.23 | 1.34 | +1.89 |
Sortino ratioReturn per unit of downside risk | 10.36 | 1.93 | +8.43 |
Omega ratioGain probability vs. loss probability | 3.43 | 1.28 | +2.15 |
Calmar ratioReturn relative to maximum drawdown | 11.16 | 1.82 | +9.34 |
Martin ratioReturn relative to average drawdown | 43.24 | 8.38 | +34.86 |
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
| PTSHX | SWBGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.23 | 1.34 | +1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.48 | 0.53 | +1.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.20 | 0.69 | +1.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.70 | 0.58 | +1.12 |
Correlation
The correlation between PTSHX and SWBGX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PTSHX vs. SWBGX - Dividend Comparison
PTSHX's dividend yield for the trailing twelve months is around 4.22%, less than SWBGX's 7.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSHX PIMCO Short Term Fund | 4.22% | 4.75% | 5.16% | 4.51% | 2.80% | 0.63% | 1.78% | 2.92% | 2.65% | 1.69% | 1.67% | 1.57% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | 7.73% | 7.69% | 10.74% | 4.23% | 4.13% | 5.02% | 6.41% | 4.42% | 7.11% | 5.30% | 3.18% | 14.29% |
Drawdowns
PTSHX vs. SWBGX - Drawdown Comparison
The maximum PTSHX drawdown since its inception was -5.12%, smaller than the maximum SWBGX drawdown of -40.37%. Use the drawdown chart below to compare losses from any high point for PTSHX and SWBGX.
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Drawdown Indicators
| PTSHX | SWBGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.12% | -40.37% | +35.25% |
Max Drawdown (1Y)Largest decline over 1 year | -0.41% | -7.57% | +7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -2.33% | -23.97% | +21.64% |
Max Drawdown (10Y)Largest decline over 10 years | -4.79% | -23.97% | +19.18% |
Current DrawdownCurrent decline from peak | -0.21% | -4.28% | +4.07% |
Average DrawdownAverage peak-to-trough decline | -0.19% | -5.44% | +5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.11% | 1.64% | -1.53% |
Volatility
PTSHX vs. SWBGX - Volatility Comparison
The current volatility for PIMCO Short Term Fund (PTSHX) is 0.21%, while Schwab MarketTrack Balanced Portfolio™ (SWBGX) has a volatility of 3.74%. This indicates that PTSHX experiences smaller price fluctuations and is considered to be less risky than SWBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSHX | SWBGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.21% | 3.74% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 0.94% | 5.91% | -4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.44% | 10.24% | -8.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.37% | 11.00% | -9.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.34% | 10.95% | -9.61% |