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ISIN
US8085098064
CUSIP
808509806
Inception Date
Jul 1, 1996
Min. Investment
$0
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


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Performance

SWANX Performance Chart

Schwab Core Equity Fund™ (SWANX) is up 3.3% since the beginning of the year. SWANX is currently trading at $26 per share. Investors who bought $1,000 worth of SWANX shares 5 years ago would now be looking at an investment worth $1,597.


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S&P 500 Index

Returns By Period

Schwab Core Equity Fund™ (SWANX) has returned 3.26% so far this year and 9.80% over the past 12 months. Over the last ten years, SWANX has returned 12.10% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Schwab Core Equity Fund™

1D
1.06%
1M
-1.46%
YTD
3.26%
6M
3.34%
1Y
9.80%
3Y*
14.27%
5Y*
9.81%
10Y*
12.10%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWANX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1997, SWANX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +13.5%, while the worst month was Oct 2008 at -16.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SWANX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.5%, while the worst single day was Mar 16, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.40%-2.08%-5.08%10.05%3.17%-2.54%3.26%
20252.45%-2.18%-5.95%-0.00%5.74%4.56%1.73%1.13%2.60%2.93%0.83%-6.61%6.61%
20241.94%4.88%2.75%-3.67%4.99%4.66%-0.13%3.43%2.20%-1.01%4.22%-0.96%25.42%
20236.24%-3.80%4.13%3.18%-0.81%5.07%3.63%-2.10%-4.40%-1.28%7.64%4.15%22.83%
2022-3.74%-3.66%1.90%-7.82%0.96%-7.64%7.76%-3.84%-8.68%6.34%5.81%-5.18%-18.00%
2021-0.95%1.63%5.27%5.08%0.86%2.25%2.24%2.79%-5.63%6.25%-0.24%5.44%27.27%

Benchmark Metrics

Schwab Core Equity Fund™ has an annualized alpha of 0.96%, beta of 0.98, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since January 02, 1997.

  • With beta of 0.98 and R2 of 0.97, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.96%
Beta
0.98
0.97
Upside Capture
101.16%
Downside Capture
97.66%

Expense Ratio

SWANX has an expense ratio of 0.73%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SWANX ranks 8 for risk / return — in the bottom 8% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SWANX Risk / Return Rank: 88
Overall Rank
SWANX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SWANX Sortino Ratio Rank: 77
Sortino Ratio Rank
SWANX Omega Ratio Rank: 1010
Omega Ratio Rank
SWANX Calmar Ratio Rank: 77
Calmar Ratio Rank
SWANX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Schwab Core Equity Fund™ (SWANX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SWANXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.14

1.37

-0.23

Calmar ratioReturn relative to maximum drawdown

0.61

2.78

-2.18

Martin ratioReturn relative to average drawdown

1.74

12.44

-10.70

Dividends

Dividend History

Schwab Core Equity Fund™ provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$1.95$0.58$2.79$6.86$1.13$0.65$2.73$2.63$0.34$3.31

Dividend yield

0.00%0.00%8.37%2.89%16.55%28.81%4.67%2.88%15.23%11.59%1.66%17.05%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Core Equity Fund™. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.95$1.95
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.79$2.79
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.86$6.86

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Core Equity Fund™. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Schwab Core Equity Fund™ was 51.33%, occurring on Mar 9, 2009. Recovery took 888 trading sessions.

The current Schwab Core Equity Fund™ drawdown is 3.90%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-51.33%Mar 2009
1y 5mo3y 6mo
4y 11moOct 2007 - Sep 2012
2003 bear market2003
-49.66%Mar 2003
2y 11mo3y 8mo
6y 7moMar 2000 - Nov 2006
COVID crash2020
-34.66%Mar 2020
1mo 2d5mo 4d
6mo 6dFeb 2020 - Aug 2020
Bear market2022
-23.72%Oct 2022
9mo 16d1y 2mo
1y 11moDec 2021 - Dec 2023
1998 bear market1998
-22.52%Oct 1998
2mo 23d2mo 14d
5mo 7dJul 1998 - Dec 1998

Drawdown Indicators


SWANXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-51.33%

-56.78%

+5.45%

Max Drawdown (1Y)

Largest decline over 1 year

-15.58%

-9.10%

-6.48%

Max Drawdown (3Y)

Largest decline over 3 years

-18.43%

-18.90%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-23.72%

-25.43%

+1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

-33.92%

-0.74%

Current Drawdown

Current decline from peak

-3.90%

-1.80%

-2.10%

Average Drawdown

Average peak-to-trough decline

-11.27%

-10.71%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

2.03%

+3.38%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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