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Schwab Short-Term Bond Index Fund (SWSBX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US8085176928

CUSIP

808517692

Issuer

Charles Schwab

Inception Date

Feb 23, 2017

Region

North America (U.S.)

Min. Investment

$0

Index Tracked

Bloomberg US Government/Credit 1-5 Year Index

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SWSBX vs. SWAGX SWSBX vs. SWRSX SWSBX vs. GSSRX SWSBX vs. LALDX SWSBX vs. VGIT SWSBX vs. SWPPX SWSBX vs. SGOV SWSBX vs. SPHY SWSBX vs. VPMCX SWSBX vs. BNDW
Popular comparisons:
SWSBX vs. SWAGX SWSBX vs. SWRSX SWSBX vs. GSSRX SWSBX vs. LALDX SWSBX vs. VGIT SWSBX vs. SWPPX SWSBX vs. SGOV SWSBX vs. SPHY SWSBX vs. VPMCX SWSBX vs. BNDW

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Short-Term Bond Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.22%
12.53%
SWSBX (Schwab Short-Term Bond Index Fund)
Benchmark (^GSPC)

Returns By Period

Schwab Short-Term Bond Index Fund had a return of 3.01% year-to-date (YTD) and 5.43% in the last 12 months.


SWSBX

YTD

3.01%

1M

-0.29%

6M

3.23%

1Y

5.43%

5Y (annualized)

1.04%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of SWSBX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.41%-0.74%0.43%-0.73%1.00%0.63%1.50%0.99%0.93%-1.00%3.01%
20231.17%-1.16%1.86%0.43%-0.48%-0.58%0.37%0.18%-0.45%0.09%1.71%1.60%4.79%
2022-1.02%-0.52%-1.93%-1.04%0.72%-0.81%0.96%-1.32%-1.84%-0.29%1.46%0.01%-5.54%
2021-0.02%-0.31%-0.21%0.18%0.26%-0.21%0.37%-0.13%-0.22%-0.52%-0.03%-0.51%-1.35%
20200.89%1.05%0.26%0.74%0.53%0.33%0.12%0.20%0.00%-0.10%0.18%-0.10%4.19%
20190.51%0.10%0.92%0.21%0.92%0.80%-0.09%1.10%-0.10%0.30%-0.11%0.29%4.94%
2018-0.55%-0.25%0.27%-0.24%0.38%-0.02%0.07%0.39%-0.22%0.09%0.31%1.12%1.34%
20170.02%0.05%0.33%0.28%0.02%0.33%0.34%-0.26%-0.06%-0.26%0.05%0.84%

Expense Ratio

SWSBX has an expense ratio of 0.06%, which is considered low compared to other funds.


Expense ratio chart for SWSBX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SWSBX is 51, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SWSBX is 5151
Combined Rank
The Sharpe Ratio Rank of SWSBX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SWSBX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SWSBX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SWSBX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of SWSBX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab Short-Term Bond Index Fund (SWSBX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SWSBX, currently valued at 1.85, compared to the broader market-1.000.001.002.003.004.005.001.852.53
The chart of Sortino ratio for SWSBX, currently valued at 2.93, compared to the broader market0.005.0010.002.933.39
The chart of Omega ratio for SWSBX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.47
The chart of Calmar ratio for SWSBX, currently valued at 1.11, compared to the broader market0.005.0010.0015.0020.0025.001.113.65
The chart of Martin ratio for SWSBX, currently valued at 7.72, compared to the broader market0.0020.0040.0060.0080.00100.007.7216.21
SWSBX
^GSPC

The current Schwab Short-Term Bond Index Fund Sharpe ratio is 1.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab Short-Term Bond Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.85
2.53
SWSBX (Schwab Short-Term Bond Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Short-Term Bond Index Fund provided a 3.92% dividend yield over the last twelve months, with an annual payout of $0.37 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.37$0.30$0.14$0.09$0.16$0.24$0.21$0.15

Dividend yield

3.92%3.16%1.49%0.90%1.56%2.40%2.12%1.55%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Short-Term Bond Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.00$0.31
2023$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.30
2022$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.02$0.14
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.09
2020$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.16
2019$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.24
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.21
2017$0.00$0.01$0.01$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.02$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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.52%
-0.53%
SWSBX (Schwab Short-Term Bond Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Short-Term Bond 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 Short-Term Bond Index Fund was 8.97%, occurring on Oct 20, 2022. Recovery took 446 trading sessions.

The current Schwab Short-Term Bond Index Fund drawdown is 1.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.97%Dec 15, 2020466Oct 20, 2022446Aug 1, 2024912
-1.84%Mar 10, 20207Mar 18, 202030Apr 30, 202037
-1.7%Sep 11, 2017171May 15, 2018150Dec 18, 2018321
-1.52%Oct 2, 202430Nov 12, 2024
-0.98%Sep 5, 20197Sep 13, 201913Oct 2, 201920

Volatility

Volatility Chart

The current Schwab Short-Term Bond Index Fund volatility is 0.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.71%
3.97%
SWSBX (Schwab Short-Term Bond Index Fund)
Benchmark (^GSPC)