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. It was launched on Jul 14, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTTRX or SCHZ.
Key characteristics
| PTTRX | SCHZ | |
|---|---|---|
| YTD Return | 3.37% | 4.29% |
| 1Y Return | 10.40% | 11.27% |
| 3Y Return (Ann) | -2.04% | -0.68% |
| 5Y Return (Ann) | -0.19% | 1.74% |
| 10Y Return (Ann) | 1.08% | 2.96% |
| Sharpe Ratio | 1.57 | 1.67 |
| Sortino Ratio | 2.32 | 2.51 |
| Omega Ratio | 1.29 | 1.30 |
| Calmar Ratio | 0.20 | 0.83 |
| Martin Ratio | 6.38 | 7.15 |
| Ulcer Index | 1.48% | 1.44% |
| Daily Std Dev | 6.01% | 6.17% |
| Max Drawdown | -90.27% | -16.93% |
| Current Drawdown | -41.73% | -2.66% |
Correlation
The correlation between PTTRX and SCHZ is 0.82, 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.
Performance
PTTRX vs. SCHZ - Performance Comparison
In the year-to-date period, PTTRX achieves a 3.37% return, which is significantly lower than SCHZ's 4.29% return. Over the past 10 years, PTTRX has underperformed SCHZ with an annualized return of 1.08%, while SCHZ has yielded a comparatively higher 2.96% 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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PTTRX vs. SCHZ - Expense Ratio Comparison
PTTRX has a 0.47% expense ratio, which is higher than SCHZ's 0.04% expense ratio.
Risk-Adjusted Performance
PTTRX vs. SCHZ - Risk-Adjusted Performance 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.
Dividends
PTTRX vs. SCHZ - Dividend Comparison
PTTRX's dividend yield for the trailing twelve months is around 4.37%, less than SCHZ's 6.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTTRX PIMCO Total Return Fund Institutional Class | 4.37% | 3.82% | 4.41% | 2.35% | 2.53% | 3.79% | 3.12% | 2.63% | 3.04% | 3.06% | 4.17% | 2.50% |
SCHZ Schwab U.S. Aggregate Bond ETF | 6.07% | 5.11% | 3.90% | 3.61% | 4.46% | 4.43% | 4.19% | 3.81% | 3.00% | 2.81% | 2.69% | 3.35% |
Drawdowns
PTTRX vs. SCHZ - Drawdown Comparison
The maximum PTTRX drawdown since its inception was -90.27%, which is greater than SCHZ's maximum drawdown of -16.93%. Use the drawdown chart below to compare losses from any high point for PTTRX and SCHZ. For additional features, visit the drawdowns tool.
Volatility
PTTRX vs. SCHZ - Volatility Comparison
PIMCO Total Return Fund Institutional Class (PTTRX) and Schwab U.S. Aggregate Bond ETF (SCHZ) have volatilities of 1.61% and 1.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.