PTSHX vs. SWSBX

In the year-to-date period, PTSHX achieves a 0.99% return, which is significantly lower than SWSBX's 1.99% return.

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

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.

The current PTSHX Sharpe Ratio is 3.27, which is higher than the SWSBX Sharpe Ratio of 2.15. 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.

PTSHX's dividend yield for the trailing twelve months is around 4.66%, while SWSBX has not paid dividends to shareholders.

The maximum PTSHX drawdown since its inception was -6.26%, smaller than the maximum SWSBX drawdown of -8.96%. Use the drawdown chart below to compare losses from any high point for PTSHX and SWSBX. For additional features, visit the drawdowns tool.

The current volatility for PIMCO Short Term Fund (PTSHX) is 0.27%, while Schwab Short-Term Bond Index Fund (SWSBX) has a volatility of 0.92%. 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.