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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTSHX or SWBGX.
Key characteristics
| PTSHX | SWBGX | |
|---|---|---|
| YTD Return | 5.31% | 10.87% |
| 1Y Return | 6.36% | 18.13% |
| 3Y Return (Ann) | 3.71% | 2.87% |
| 5Y Return (Ann) | 2.86% | 6.80% |
| 10Y Return (Ann) | 2.36% | 6.38% |
| Sharpe Ratio | 4.05 | 2.54 |
| Sortino Ratio | 18.82 | 3.67 |
| Omega Ratio | 6.95 | 1.51 |
| Calmar Ratio | 60.91 | 2.46 |
| Martin Ratio | 112.19 | 16.91 |
| Ulcer Index | 0.06% | 1.22% |
| Daily Std Dev | 1.57% | 8.11% |
| Max Drawdown | -6.26% | -40.37% |
| Current Drawdown | 0.00% | -0.95% |
Correlation
The correlation between PTSHX and SWBGX is 0.03, 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.
Performance
PTSHX vs. SWBGX - Performance Comparison
In the year-to-date period, PTSHX achieves a 5.31% return, which is significantly lower than SWBGX's 10.87% return. Over the past 10 years, PTSHX has underperformed SWBGX with an annualized return of 2.36%, while SWBGX has yielded a comparatively higher 6.38% 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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PTSHX vs. SWBGX - Expense Ratio Comparison
PTSHX has a 0.45% expense ratio, which is higher than SWBGX's 0.40% expense ratio.
Risk-Adjusted Performance
PTSHX vs. SWBGX - Risk-Adjusted Performance 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.
Dividends
PTSHX vs. SWBGX - Dividend Comparison
PTSHX's dividend yield for the trailing twelve months is around 5.20%, more than SWBGX's 2.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSHX PIMCO Short Term Fund | 5.20% | 4.51% | 3.27% | 0.63% | 1.78% | 2.92% | 2.50% | 1.67% | 1.81% | 1.58% | 1.53% | 1.09% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | 2.03% | 2.25% | 1.82% | 1.60% | 1.64% | 2.09% | 2.37% | 1.79% | 1.72% | 2.04% | 1.60% | 1.43% |
Drawdowns
PTSHX vs. SWBGX - Drawdown Comparison
The maximum PTSHX drawdown since its inception was -6.26%, 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. For additional features, visit the drawdowns tool.
Volatility
PTSHX vs. SWBGX - Volatility Comparison
The current volatility for PIMCO Short Term Fund (PTSHX) is 0.53%, while Schwab MarketTrack Balanced Portfolio™ (SWBGX) has a volatility of 2.17%. 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.