SWBGX vs. PTSHX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and PIMCO Short Term Fund (PTSHX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. PTSHX is managed by PIMCO. It was launched on Oct 7, 1987.
Performance
SWBGX vs. PTSHX - Performance Comparison
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SWBGX vs. PTSHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWBGX Schwab MarketTrack Balanced Portfolio™ | -0.51% | 14.73% | 9.10% | 14.99% | -14.35% | 12.85% | 10.50% | 18.56% | -5.43% | 12.70% |
PTSHX PIMCO Short Term Fund | 0.55% | 4.88% | 6.43% | 6.09% | -0.55% | 0.02% | 2.75% | 2.74% | 1.51% | 2.43% |
Returns By Period
In the year-to-date period, SWBGX achieves a -0.51% return, which is significantly lower than PTSHX's 0.55% return. Over the past 10 years, SWBGX has outperformed PTSHX with an annualized return of 7.54%, while PTSHX has yielded a comparatively lower 2.94% annualized return.
SWBGX
- 1D
- 1.65%
- 1M
- -3.77%
- YTD
- -0.51%
- 6M
- 1.22%
- 1Y
- 13.35%
- 3Y*
- 10.97%
- 5Y*
- 5.78%
- 10Y*
- 7.54%
PTSHX
- 1D
- 0.00%
- 1M
- -0.21%
- YTD
- 0.55%
- 6M
- 1.81%
- 1Y
- 4.32%
- 3Y*
- 5.64%
- 5Y*
- 3.39%
- 10Y*
- 2.94%
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SWBGX vs. PTSHX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is lower than PTSHX's 0.45% expense ratio.
Return for Risk
SWBGX vs. PTSHX — Risk / Return Rank
SWBGX
PTSHX
SWBGX vs. PTSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and PIMCO Short Term Fund (PTSHX). 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.
| SWBGX | PTSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 3.23 | -1.89 |
Sortino ratioReturn per unit of downside risk | 1.93 | 10.36 | -8.43 |
Omega ratioGain probability vs. loss probability | 1.28 | 3.43 | -2.15 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 11.16 | -9.34 |
Martin ratioReturn relative to average drawdown | 8.38 | 43.24 | -34.86 |
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
| SWBGX | PTSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 3.23 | -1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 2.48 | -1.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 2.20 | -1.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.70 | -1.12 |
Correlation
The correlation between SWBGX and PTSHX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SWBGX vs. PTSHX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.73%, more than PTSHX's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWBGX Schwab MarketTrack Balanced Portfolio™ | 7.73% | 7.69% | 10.74% | 4.23% | 4.13% | 5.02% | 6.41% | 4.42% | 7.11% | 5.30% | 3.18% | 14.29% |
PTSHX PIMCO Short Term Fund | 4.22% | 4.75% | 5.16% | 4.51% | 2.80% | 0.63% | 1.78% | 2.92% | 2.65% | 1.69% | 1.67% | 1.57% |
Drawdowns
SWBGX vs. PTSHX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, which is greater than PTSHX's maximum drawdown of -5.12%. Use the drawdown chart below to compare losses from any high point for SWBGX and PTSHX.
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Drawdown Indicators
| SWBGX | PTSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -5.12% | -35.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -0.41% | -7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -2.33% | -21.64% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | -4.79% | -19.18% |
Current DrawdownCurrent decline from peak | -4.28% | -0.21% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -0.19% | -5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 0.11% | +1.53% |
Volatility
SWBGX vs. PTSHX - Volatility Comparison
Schwab MarketTrack Balanced Portfolio™ (SWBGX) has a higher volatility of 3.74% compared to PIMCO Short Term Fund (PTSHX) at 0.21%. This indicates that SWBGX's price experiences larger fluctuations and is considered to be riskier than PTSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWBGX | PTSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 0.21% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 5.91% | 0.94% | +4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.24% | 1.44% | +8.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.00% | 1.37% | +9.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 1.34% | +9.61% |