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ISIN
US8085098551
Inception Date
May 19, 1997
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$141B

Share Price Chart


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Performance

SWPPX Performance Chart

Schwab S&P 500 Index Fund (SWPPX) is up 8.4% since the beginning of the year. SWPPX is currently trading at $19 per share. Investors who bought $1,000 worth of SWPPX shares 5 years ago would now be looking at an investment worth $1,869.


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S&P 500 Index

Returns By Period

Schwab S&P 500 Index Fund (SWPPX) has returned 8.44% so far this year and 23.76% over the past 12 months. Looking at the last ten years, SWPPX has achieved an annualized return of 15.31%, outperforming the S&P 500 Index benchmark, which averaged 13.24% per year.


Schwab S&P 500 Index Fund

1D
-0.26%
1M
-0.26%
YTD
8.44%
6M
7.85%
1Y
23.76%
3Y*
21.36%
5Y*
13.33%
10Y*
15.31%

Benchmark (S&P 500 Index)

1D
-1.62%
1M
-1.97%
YTD
6.16%
6M
5.52%
1Y
20.34%
3Y*
19.12%
5Y*
11.34%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWPPX Monthly Returns History

Based on dividend-adjusted daily data since May 20, 1997, SWPPX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SWPPX 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 -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.43%-0.79%-4.99%10.49%5.29%-2.51%8.44%
20252.78%-1.30%-5.64%-0.68%6.29%5.09%2.24%2.05%3.60%2.37%0.23%0.07%17.87%
20241.67%5.34%3.22%-4.10%4.95%3.59%1.21%2.43%2.13%-0.91%5.87%-2.39%24.96%
20236.28%-2.45%3.68%1.55%0.44%6.60%3.22%-1.59%-4.77%-2.09%9.12%4.55%26.26%
2022-5.17%-2.99%3.71%-8.72%0.17%-8.25%9.22%-4.08%-9.21%8.09%5.58%-5.77%-18.14%
2021-1.01%2.76%4.37%5.33%0.70%2.34%2.37%3.04%-4.66%7.00%-0.70%4.49%28.67%

Benchmark Metrics

Schwab S&P 500 Index Fund has an annualized alpha of 1.86%, beta of 1.00, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since May 20, 1997.

  • This fund captured 105.35% of S&P 500 Index gains but only 96.74% of its losses - a favorable profile for investors.
  • With beta of 1.00 and R2 of 0.99, 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
1.86%
Beta
1.00
0.99
Upside Capture
105.35%
Downside Capture
96.74%

Expense Ratio

SWPPX has an expense ratio of 0.02%, which is considered low.


Return for Risk

Risk / Return Rank

SWPPX ranks 67 for risk / return — better than 67% 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.


SWPPX Risk / Return Rank: 6767
Overall Rank
SWPPX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 6262
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 8181
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 S&P 500 Index Fund (SWPPX) 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.


SWPPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.37

1.30

+0.06

Calmar ratioReturn relative to maximum drawdown

2.76

2.25

+0.52

Martin ratioReturn relative to average drawdown

12.71

10.14

+2.58

Dividends

Dividend History

Schwab S&P 500 Index Fund provided a 1.02% dividend yield over the last twelve months, with an annual payout of $0.19 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.05$0.10$0.15$0.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.19$0.19$0.18$0.17$0.16$0.15$0.17$0.16$0.17$0.12$0.15$0.17

Dividend yield

1.02%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab S&P 500 Index 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$0.19$0.19
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15

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 S&P 500 Index 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 S&P 500 Index Fund was 55.06%, occurring on Mar 9, 2009. Recovery took 750 trading sessions.

The current Schwab S&P 500 Index Fund drawdown is 2.91%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.06%Mar 2009
1y 5mo2y 11mo
4y 4moOct 2007 - Feb 2012
Dot-com crash2000–2002
-47.53%Oct 2002
2y 6mo4y 18d
6y 7moMar 2000 - Oct 2006
COVID crash2020
-33.80%Mar 2020
1mo 2d4mo 20d
5mo 22dFeb 2020 - Aug 2020
Bear market2022
-24.51%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-19.41%Dec 2018
3mo 4d3mo 19d
6mo 23dSep 2018 - Apr 2019

Drawdown Indicators


SWPPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.06%

-56.78%

+1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-9.10%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-18.74%

-18.90%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-25.43%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

-33.92%

+0.12%

Current Drawdown

Current decline from peak

-2.91%

-4.50%

+1.59%

Average Drawdown

Average peak-to-trough decline

-9.94%

-10.72%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.01%

-0.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SWPPX

Add Schwab S&P 500 Index Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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