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PTTRX vs. SCHZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTTRX vs. SCHZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Total Return Fund Institutional Class (PTTRX) and Schwab U.S. Aggregate Bond ETF (SCHZ). The values are adjusted to include any dividend payments, if applicable.

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PTTRX vs. SCHZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTTRX
PIMCO Total Return Fund Institutional Class
-0.68%9.35%2.62%6.33%-14.72%-0.59%8.88%8.36%-0.24%5.13%
SCHZ
Schwab U.S. Aggregate Bond ETF
0.13%7.24%1.26%5.60%-13.17%-1.72%7.46%8.65%-0.26%3.50%

Returns By Period

In the year-to-date period, PTTRX achieves a -0.68% return, which is significantly lower than SCHZ's 0.13% return. Over the past 10 years, PTTRX has outperformed SCHZ with an annualized return of 2.27%, while SCHZ has yielded a comparatively lower 1.62% annualized return.


PTTRX

1D
0.34%
1M
-2.24%
YTD
-0.68%
6M
0.80%
1Y
4.56%
3Y*
4.81%
5Y*
0.66%
10Y*
2.27%

SCHZ

1D
0.08%
1M
-1.32%
YTD
0.13%
6M
0.79%
1Y
4.07%
3Y*
3.59%
5Y*
0.21%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTTRX vs. SCHZ - Expense Ratio Comparison

PTTRX has a 0.47% expense ratio, which is higher than SCHZ's 0.03% expense ratio.


Return for Risk

PTTRX vs. SCHZ — Risk / Return Rank

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

PTTRX
PTTRX Risk / Return Rank: 4949
Overall Rank
PTTRX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PTTRX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PTTRX Omega Ratio Rank: 3535
Omega Ratio Rank
PTTRX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PTTRX Martin Ratio Rank: 4949
Martin Ratio Rank

SCHZ
SCHZ Risk / Return Rank: 5252
Overall Rank
SCHZ Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SCHZ Sortino Ratio Rank: 4848
Sortino Ratio Rank
SCHZ Omega Ratio Rank: 4141
Omega Ratio Rank
SCHZ Calmar Ratio Rank: 6868
Calmar Ratio Rank
SCHZ Martin Ratio Rank: 5151
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.

PTTRX vs. SCHZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Total Return Fund Institutional Class (PTTRX) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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.


PTTRXSCHZDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.96

+0.01

Sortino ratio

Return per unit of downside risk

1.37

1.36

+0.01

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.69

1.79

-0.10

Martin ratio

Return relative to average drawdown

4.99

5.11

-0.13

PTTRX vs. SCHZ - Sharpe Ratio Comparison

The current PTTRX Sharpe Ratio is 0.97, which is comparable to the SCHZ Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PTTRX and SCHZ, 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


PTTRXSCHZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.96

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.04

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.30

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.44

+0.71

Correlation

The correlation between PTTRX and SCHZ is 0.84, 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

PTTRX vs. SCHZ - Dividend Comparison

PTTRX's dividend yield for the trailing twelve months is around 4.12%, which matches SCHZ's 4.10% yield.


TTM20252024202320222021202020192018201720162015
PTTRX
PIMCO Total Return Fund Institutional Class
4.12%4.47%4.61%3.81%3.63%2.59%6.11%3.96%3.13%2.63%3.02%6.64%
SCHZ
Schwab U.S. Aggregate Bond ETF
4.10%4.05%3.96%3.28%2.63%2.16%2.43%2.79%2.56%2.40%2.24%2.11%

Drawdowns

PTTRX vs. SCHZ - Drawdown Comparison

The maximum PTTRX drawdown since its inception was -19.28%, roughly equal to the maximum SCHZ drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for PTTRX and SCHZ.


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Drawdown Indicators


PTTRXSCHZDifference

Max Drawdown

Largest peak-to-trough decline

-19.28%

-18.74%

-0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-2.51%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-18.01%

-1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

-18.74%

-0.54%

Current Drawdown

Current decline from peak

-2.78%

-2.63%

-0.15%

Average Drawdown

Average peak-to-trough decline

-2.19%

-3.70%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

0.88%

+0.36%

Volatility

PTTRX vs. SCHZ - Volatility Comparison

PIMCO Total Return Fund Institutional Class (PTTRX) has a higher volatility of 2.05% compared to Schwab U.S. Aggregate Bond ETF (SCHZ) at 1.66%. This indicates that PTTRX's price experiences larger fluctuations and is considered to be riskier than SCHZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTTRXSCHZDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.66%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

2.50%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

5.15%

4.29%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

6.06%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.19%

5.40%

-0.21%