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Schwab Dividend Equity Fund™ (SWDSX) Sortino Ratio: 2.12

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

Under normal circumstances, the fund invests at least 80% of its net assets (including, for this purpose, any borrowings for investment purposes) in dividend paying common and preferred stocks. It primarily invests in U.S. companies, but may invest up to 20% of its net assets in the stocks of publicly traded companies located in countries other than the United States. The fund may invest in derivatives, principally futures contracts, primarily to seek returns on the fund's otherwise uninvested cash assets.

SWDSX's Sortino Ratio of 2.12 indicates that for each unit of downside volatility, it generates 2.12 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

SWDSX Sortino Ratio Rank

SWDSX Sortino Ratio Rank: 24.224
Below Average

SWDSX ranks above 24.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns may not adequately compensate for downside risk taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better downside protection
  • Assess whether downside exposure aligns with your portfolio goals

SWDSX Sortino Ratio Market Positioning

The chart shows SWDSX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): 2.07 or lower
  • Yellow zone (middle 50%): 2.07 to 3.61
  • Green zone (top 25%): 3.61 or higher
  • Top 1%: 9.13+
  • Median: 2.99 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Schwab Dividend Equity Fund™'s Sortino Ratio with other mutual funds in the Large Cap Value Equities category across multiple time periods, showing how SWDSX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
FGIPXNomura Growth and Income Fund Institutional Class5.47
FGINXDelaware Growth and Income Fund5.42
VALAXAl Frank Fund5.16
SABTXSA U.S. Value Fund5.03
FSWCXFidelity SAI U.S. Value Index Fund5.00
NPRTXNeuberger Berman Large Cap Value Fund4.72
IDIVXIntegrity Dividend Harvest Fund4.68
PKAIXPIMCO RAE US Fund4.66
NEIMXNeiman Large Cap Value Fund4.65
LSVVXLSV Conservative Value Equity Fund4.64
SWDSXSchwab Dividend Equity Fund™2.12

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows SWDSX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SWDSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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