SCHX vs. PSLDX
Compare and contrast key facts about Schwab U.S. Large-Cap ETF (SCHX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX).
SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. PSLDX is managed by PIMCO. It was launched on Aug 31, 2007.
Performance
SCHX vs. PSLDX - Performance Comparison
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SCHX vs. PSLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | -6.30% | 12.26% | 17.15% | 27.92% | -43.18% | 25.85% | 37.80% | 60.43% | -9.31% | 33.07% |
Returns By Period
In the year-to-date period, SCHX achieves a -3.70% return, which is significantly higher than PSLDX's -6.30% return. Over the past 10 years, SCHX has outperformed PSLDX with an annualized return of 14.02%, while PSLDX has yielded a comparatively lower 12.72% annualized return.
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
PSLDX
- 1D
- 3.18%
- 1M
- -8.98%
- YTD
- -6.30%
- 6M
- -11.47%
- 1Y
- 5.69%
- 3Y*
- 11.86%
- 5Y*
- 2.79%
- 10Y*
- 12.72%
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SCHX vs. PSLDX - Expense Ratio Comparison
SCHX has a 0.03% expense ratio, which is lower than PSLDX's 0.61% expense ratio.
Return for Risk
SCHX vs. PSLDX — Risk / Return Rank
SCHX
PSLDX
SCHX vs. PSLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) and PIMCO StocksPLUS Long Duration Fund Class I (PSLDX). 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.
| SCHX | PSLDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.28 | +0.70 |
Sortino ratioReturn per unit of downside risk | 1.50 | 0.55 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.08 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.37 | +1.14 |
Martin ratioReturn relative to average drawdown | 7.02 | 1.11 | +5.90 |
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
| SCHX | PSLDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.28 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.12 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.60 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.61 | +0.19 |
Correlation
The correlation between SCHX and PSLDX is 0.75, 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
SCHX vs. PSLDX - Dividend Comparison
SCHX's dividend yield for the trailing twelve months is around 1.16%, less than PSLDX's 3.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
PSLDX PIMCO StocksPLUS Long Duration Fund Class I | 3.30% | 5.60% | 16.73% | 3.67% | 2.66% | 38.80% | 12.89% | 18.91% | 15.58% | 24.52% | 11.55% | 12.08% |
Drawdowns
SCHX vs. PSLDX - Drawdown Comparison
The maximum SCHX drawdown since its inception was -34.33%, smaller than the maximum PSLDX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SCHX and PSLDX.
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Drawdown Indicators
| SCHX | PSLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.33% | -55.25% | +20.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -19.25% | +7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | -49.32% | +23.91% |
Max Drawdown (10Y)Largest decline over 10 years | -34.33% | -49.32% | +14.99% |
Current DrawdownCurrent decline from peak | -5.67% | -15.88% | +10.21% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -10.70% | +6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 6.38% | -3.76% |
Volatility
SCHX vs. PSLDX - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap ETF (SCHX) is 5.36%, while PIMCO StocksPLUS Long Duration Fund Class I (PSLDX) has a volatility of 8.39%. This indicates that SCHX experiences smaller price fluctuations and is considered to be less risky than PSLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHX | PSLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 8.39% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 14.38% | -4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 24.15% | -5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 22.90% | -5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 21.33% | -3.20% |