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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWBGX or PTSHX.
Key characteristics
| SWBGX | PTSHX | |
|---|---|---|
| YTD Return | 11.83% | 5.31% |
| 1Y Return | 21.67% | 6.36% |
| 3Y Return (Ann) | 3.18% | 3.72% |
| 5Y Return (Ann) | 7.08% | 2.86% |
| 10Y Return (Ann) | 6.47% | 2.37% |
| Sharpe Ratio | 2.79 | 4.05 |
| Sortino Ratio | 4.02 | 18.82 |
| Omega Ratio | 1.56 | 6.95 |
| Calmar Ratio | 2.22 | 60.91 |
| Martin Ratio | 18.52 | 112.19 |
| Ulcer Index | 1.22% | 0.06% |
| Daily Std Dev | 8.08% | 1.57% |
| Max Drawdown | -40.37% | -6.26% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SWBGX and PTSHX is 0.03, 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.
Performance
SWBGX vs. PTSHX - Performance Comparison
In the year-to-date period, SWBGX achieves a 11.83% return, which is significantly higher than PTSHX's 5.31% return. Over the past 10 years, SWBGX has outperformed PTSHX with an annualized return of 6.47%, while PTSHX has yielded a comparatively lower 2.37% 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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SWBGX vs. PTSHX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is lower than PTSHX's 0.45% expense ratio.
Risk-Adjusted Performance
SWBGX vs. PTSHX - Risk-Adjusted Performance 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.
Dividends
SWBGX vs. PTSHX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 2.02%, less than PTSHX's 5.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWBGX Schwab MarketTrack Balanced Portfolio™ | 2.02% | 2.25% | 1.82% | 1.60% | 1.64% | 2.09% | 2.37% | 1.79% | 1.72% | 2.04% | 1.60% | 1.43% |
PTSHX PIMCO Short Term Fund | 5.20% | 4.51% | 3.27% | 0.63% | 1.78% | 2.92% | 2.50% | 1.67% | 1.81% | 1.58% | 1.53% | 1.09% |
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 -6.26%. Use the drawdown chart below to compare losses from any high point for SWBGX and PTSHX. For additional features, visit the drawdowns tool.
Volatility
SWBGX vs. PTSHX - Volatility Comparison
Schwab MarketTrack Balanced Portfolio™ (SWBGX) has a higher volatility of 2.14% compared to PIMCO Short Term Fund (PTSHX) at 0.53%. 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.