PTTRX vs. SCHZ
Compare and contrast key facts about PIMCO Total Return Fund Institutional Class (PTTRX) and Schwab U.S. Aggregate Bond ETF (SCHZ).
PTTRX is managed by PIMCO. SCHZ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate Bond Index. It was launched on Jul 14, 2011.
Performance
PTTRX vs. SCHZ - Performance Comparison
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PTTRX vs. SCHZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
PTTRX
SCHZ
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.
| PTTRX | SCHZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.96 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.36 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.79 | -0.10 |
Martin ratioReturn relative to average drawdown | 4.99 | 5.11 | -0.13 |
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
| PTTRX | SCHZ | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PTTRX | SCHZ | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.78% | -2.63% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -3.70% | +1.51% |
Ulcer IndexDepth 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
| PTTRX | SCHZ | Difference | |
|---|---|---|---|
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% |