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PTSHX vs. SWSBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTSHX vs. SWSBX - Performance Comparison

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

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PTSHX vs. SWSBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTSHX
PIMCO Short Term Fund
0.55%4.88%6.43%6.09%-0.55%0.02%2.75%2.74%1.51%2.12%
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, PTSHX achieves a 0.55% return, which is significantly higher than SWSBX's -0.27% 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%

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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PTSHX vs. SWSBX - Expense Ratio Comparison

PTSHX has a 0.45% expense ratio, which is higher than SWSBX's 0.06% expense ratio.


Return for Risk

PTSHX vs. SWSBX — Risk / Return Rank

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

PTSHX
PTSHX Risk / Return Rank: 9999
Overall Rank
PTSHX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
PTSHX Sortino Ratio Rank: 100100
Sortino Ratio Rank
PTSHX Omega Ratio Rank: 9999
Omega Ratio Rank
PTSHX Calmar Ratio Rank: 9999
Calmar Ratio Rank
PTSHX Martin Ratio Rank: 9999
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.

PTSHX vs. SWSBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Short Term Fund (PTSHX) 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.


PTSHXSWSBXDifference

Sharpe ratio

Return per unit of total volatility

3.23

1.71

+1.53

Sortino ratio

Return per unit of downside risk

10.36

2.83

+7.52

Omega ratio

Gain probability vs. loss probability

3.43

1.36

+2.07

Calmar ratio

Return relative to maximum drawdown

11.16

2.79

+8.38

Martin ratio

Return relative to average drawdown

43.24

10.25

+32.99

PTSHX vs. SWSBX - Sharpe Ratio Comparison

The current PTSHX Sharpe Ratio is 3.23, which is higher than the SWSBX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PTSHX 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


PTSHXSWSBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.23

1.71

+1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.48

0.42

+2.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.70

0.76

+0.94

Correlation

The correlation between PTSHX and SWSBX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PTSHX vs. SWSBX - Dividend Comparison

PTSHX's dividend yield for the trailing twelve months is around 4.22%, more than SWSBX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
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%
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

PTSHX vs. SWSBX - Drawdown Comparison

The maximum PTSHX drawdown since its inception was -5.12%, smaller than the maximum SWSBX drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for PTSHX and SWSBX.


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Drawdown Indicators


PTSHXSWSBXDifference

Max Drawdown

Largest peak-to-trough decline

-5.12%

-9.06%

+3.94%

Max Drawdown (1Y)

Largest decline over 1 year

-0.41%

-1.54%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-2.33%

-9.06%

+6.73%

Max Drawdown (10Y)

Largest decline over 10 years

-4.79%

Current Drawdown

Current decline from peak

-0.21%

-1.23%

+1.02%

Average Drawdown

Average peak-to-trough decline

-0.19%

-1.81%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

0.42%

-0.31%

Volatility

PTSHX vs. SWSBX - Volatility Comparison

The current volatility for PIMCO Short Term Fund (PTSHX) is 0.21%, while Schwab Short-Term Bond Index Fund (SWSBX) has a volatility of 0.73%. This indicates that PTSHX experiences smaller price fluctuations and is considered to be less risky 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


PTSHXSWSBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

0.73%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

1.49%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

2.40%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.37%

2.95%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.34%

2.47%

-1.13%