SCHJ vs. PHMIX
Compare and contrast key facts about Schwab 1-5 Year Corporate Bond ETF (SCHJ) and PIMCO High Yield Municipal Bond Fund (PHMIX).
SCHJ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Corporate (1-5 Y). It was launched on Oct 10, 2019. PHMIX is managed by PIMCO. It was launched on Jul 30, 2006.
Performance
SCHJ vs. PHMIX - Performance Comparison
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SCHJ vs. PHMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SCHJ Schwab 1-5 Year Corporate Bond ETF | 0.09% | 6.80% | 4.89% | 6.36% | -5.73% | -0.67% | 5.30% | 0.61% |
PHMIX PIMCO High Yield Municipal Bond Fund | 0.04% | 5.00% | 5.33% | 8.97% | -13.90% | 5.51% | 6.21% | 0.74% |
Returns By Period
In the year-to-date period, SCHJ achieves a 0.09% return, which is significantly higher than PHMIX's 0.04% return.
SCHJ
- 1D
- 0.02%
- 1M
- -0.64%
- YTD
- 0.09%
- 6M
- 1.15%
- 1Y
- 4.85%
- 3Y*
- 5.39%
- 5Y*
- 2.36%
- 10Y*
- —
PHMIX
- 1D
- 0.36%
- 1M
- -2.00%
- YTD
- 0.04%
- 6M
- 0.99%
- 1Y
- 3.34%
- 3Y*
- 5.46%
- 5Y*
- 1.65%
- 10Y*
- 3.70%
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SCHJ vs. PHMIX - Expense Ratio Comparison
SCHJ has a 0.05% expense ratio, which is lower than PHMIX's 0.55% expense ratio.
Return for Risk
SCHJ vs. PHMIX — Risk / Return Rank
SCHJ
PHMIX
SCHJ vs. PHMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab 1-5 Year Corporate Bond ETF (SCHJ) and PIMCO High Yield Municipal Bond Fund (PHMIX). 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.
| SCHJ | PHMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 0.66 | +1.47 |
Sortino ratioReturn per unit of downside risk | 3.01 | 0.91 | +2.11 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.17 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 0.93 | +2.41 |
Martin ratioReturn relative to average drawdown | 13.74 | 2.66 | +11.08 |
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
| SCHJ | PHMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 0.66 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.34 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.85 | -0.22 |
Correlation
The correlation between SCHJ and PHMIX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SCHJ vs. PHMIX - Dividend Comparison
SCHJ's dividend yield for the trailing twelve months is around 4.50%, less than PHMIX's 4.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHJ Schwab 1-5 Year Corporate Bond ETF | 4.50% | 4.42% | 4.00% | 2.98% | 1.64% | 0.94% | 2.54% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
PHMIX PIMCO High Yield Municipal Bond Fund | 4.58% | 5.91% | 5.33% | 4.71% | 3.39% | 3.84% | 3.62% | 4.38% | 4.41% | 4.22% | 4.12% | 4.46% |
Drawdowns
SCHJ vs. PHMIX - Drawdown Comparison
The maximum SCHJ drawdown since its inception was -13.62%, smaller than the maximum PHMIX drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for SCHJ and PHMIX.
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Drawdown Indicators
| SCHJ | PHMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.62% | -35.54% | +21.92% |
Max Drawdown (1Y)Largest decline over 1 year | -1.47% | -5.41% | +3.94% |
Max Drawdown (5Y)Largest decline over 5 years | -9.43% | -18.96% | +9.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.96% | — |
Current DrawdownCurrent decline from peak | -0.91% | -2.35% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -5.00% | +3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 1.89% | -1.53% |
Volatility
SCHJ vs. PHMIX - Volatility Comparison
The current volatility for Schwab 1-5 Year Corporate Bond ETF (SCHJ) is 0.87%, while PIMCO High Yield Municipal Bond Fund (PHMIX) has a volatility of 1.36%. This indicates that SCHJ experiences smaller price fluctuations and is considered to be less risky than PHMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHJ | PHMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.87% | 1.36% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 1.28% | 2.17% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.28% | 5.69% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.92% | 4.83% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.18% | 4.68% | -0.50% |