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ISIN
US8085092935
CUSIP
808509293
Inception Date
Mar 27, 2008
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

SWJRX Performance Chart

Schwab Monthly Income Fund - Moderate Payout (SWJRX) is up 6.1% since the beginning of the year. SWJRX is currently trading at $11 per share. Investors who bought $1,000 worth of SWJRX shares 5 years ago would now be looking at an investment worth $1,221.


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S&P 500 Index

Returns By Period

Schwab Monthly Income Fund - Moderate Payout (SWJRX) has returned 6.10% so far this year and 13.13% over the past 12 months. Over the last ten years, SWJRX has returned 5.23% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Schwab Monthly Income Fund - Moderate Payout

1D
-0.18%
1M
-0.59%
YTD
6.10%
6M
6.13%
1Y
13.13%
3Y*
9.20%
5Y*
4.08%
10Y*
5.23%

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)

SWJRX Monthly Returns History

Based on dividend-adjusted daily data since Mar 31, 2008, SWJRX's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +6.3%, while the worst month was Mar 2020 at -9.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SWJRX closed higher 49% of trading days. The best single day was Dec 29, 2022 with a return of +5.6%, while the worst single day was Mar 16, 2020 at -5.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.26%4.10%-3.35%2.37%0.41%-0.64%6.10%
20251.44%2.13%0.32%-0.68%1.12%1.90%-0.28%2.67%0.59%-0.07%2.06%0.40%12.17%
2024-0.71%-0.01%1.93%-3.11%2.41%0.01%4.10%2.57%1.55%-2.56%1.50%-3.59%3.83%
20234.67%-2.91%0.62%1.04%-2.76%2.54%1.97%-1.73%-3.13%-2.60%6.01%5.37%8.79%
2022-3.04%-2.11%-0.75%-4.50%0.71%-4.39%3.85%-3.51%-6.70%3.19%5.85%-1.44%-12.81%
2021-0.58%1.19%1.44%2.55%1.07%0.22%1.31%0.97%-2.48%1.99%-1.42%2.74%9.23%

Benchmark Metrics

Schwab Monthly Income Fund - Moderate Payout has an annualized alpha of 1.04%, beta of 0.36, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since March 31, 2008.

  • This fund participated in 51.36% of S&P 500 Index downside but only 42.23% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.36 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.04%
Beta
0.36
0.73
Upside Capture
42.23%
Downside Capture
51.36%

Expense Ratio

SWJRX has an expense ratio of 0.00%, meaning no management fees are charged.


Return for Risk

Risk / Return Rank

SWJRX ranks 66 for risk / return — better than 66% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SWJRX Risk / Return Rank: 6666
Overall Rank
SWJRX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SWJRX Sortino Ratio Rank: 7474
Sortino Ratio Rank
SWJRX Omega Ratio Rank: 6767
Omega Ratio Rank
SWJRX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SWJRX Martin Ratio Rank: 5454
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 Monthly Income Fund - Moderate Payout (SWJRX) 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.


SWJRXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

2.88

2.78

+0.09

Martin ratioReturn relative to average drawdown

10.32

12.44

-2.12

Dividends

Dividend History

Schwab Monthly Income Fund - Moderate Payout provided a 4.70% dividend yield over the last twelve months, with an annual payout of $0.51 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.51$0.50$0.49$0.48$0.83$0.43$0.28$0.59$0.35$0.32$0.62$0.71

Dividend yield

4.70%4.78%4.94%4.80%8.67%3.62%2.49%5.36%3.47%2.93%6.05%6.80%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Monthly Income Fund - Moderate Payout. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.04$0.04$0.05$0.05$0.00$0.22
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.50
2024$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.49
2023$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.48
2022$0.02$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.04$0.04$0.04$0.58$0.83
2021$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.26$0.43

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 Monthly Income Fund - Moderate Payout. 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 Monthly Income Fund - Moderate Payout was 25.61%, occurring on Mar 9, 2009. Recovery took 274 trading sessions.

The current Schwab Monthly Income Fund - Moderate Payout drawdown is 1.29%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-25.61%Mar 2009
9mo 23d1y 1mo
1y 10moMay 2008 - Apr 2010
Bear market2022
-20.87%Oct 2022
9mo 17d1y 11mo
2y 8moDec 2021 - Sep 2024
COVID crash2020
-20.46%Mar 2020
1mo 4d7mo 25d
8mo 29dFeb 2020 - Nov 2020
Rate-hike selloffLate 2018
-10.47%Dec 2018
10mo 29d4mo 7d
1y 3moJan 2018 - Apr 2019
2016 pullback2016
-8.76%Feb 2016
8mo 29d5mo 2d
1y 1moMay 2015 - Jul 2016

Drawdown Indicators


SWJRXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.61%

-56.78%

+31.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-9.10%

+4.55%

Max Drawdown (3Y)

Largest decline over 3 years

-8.18%

-18.90%

+10.72%

Max Drawdown (5Y)

Largest decline over 5 years

-20.87%

-25.43%

+4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.87%

-33.92%

+13.05%

Current Drawdown

Current decline from peak

-1.29%

-1.80%

+0.51%

Average Drawdown

Average peak-to-trough decline

-3.88%

-10.71%

+6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

2.03%

-0.77%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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