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ISIN
US8085097561
CUSIP
808509756
Inception Date
Jun 1, 1999
Region
North America (U.S.)
Min. Investment
$0
Index Tracked
Dow Jones U.S. Total Stock Market Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$42B

Share Price Chart


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Performance

SWTSX Performance Chart

Schwab Total Stock Market Index Fund (SWTSX) is up 9.2% since the beginning of the year. SWTSX is currently trading at $18 per share. Investors who bought $1,000 worth of SWTSX shares 5 years ago would now be looking at an investment worth $1,769.


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S&P 500 Index

Returns By Period

Schwab Total Stock Market Index Fund (SWTSX) has returned 9.15% so far this year and 24.15% over the past 12 months. Looking at the last ten years, SWTSX has achieved an annualized return of 14.89%, outperforming the S&P 500 Index benchmark, which averaged 13.61% per year.


Schwab Total Stock Market Index Fund

1D
1.88%
1M
-0.00%
YTD
9.15%
6M
9.22%
1Y
24.15%
3Y*
20.73%
5Y*
12.09%
10Y*
14.89%

Benchmark (S&P 500 Index)

1D
0.50%
1M
-0.17%
YTD
8.56%
6M
8.85%
1Y
22.93%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWTSX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2000, SWTSX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Oct 2008 at -17.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SWTSX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.53%-0.54%-4.95%10.43%5.18%-2.08%9.15%
20253.07%-1.89%-5.92%-0.70%6.41%5.12%2.27%2.30%3.45%2.16%0.18%-0.01%17.04%
20241.11%5.44%3.22%-4.40%4.74%3.10%1.84%2.13%2.06%-0.72%6.66%-3.03%23.84%
20236.97%-2.31%2.63%1.00%0.44%6.84%3.60%-1.96%-4.80%-2.69%9.40%5.35%26.05%
2022-6.00%-2.51%3.24%-9.02%-0.20%-8.42%9.39%-3.78%-9.32%8.16%5.28%-5.90%-19.54%
2021-0.33%3.22%3.47%5.13%0.46%2.53%1.71%2.86%-4.54%6.72%-1.47%3.81%25.65%

Benchmark Metrics

Schwab Total Stock Market Index Fund has an annualized alpha of 1.99%, beta of 1.00, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since January 03, 2000.

  • This fund captured 108.06% of S&P 500 Index gains but only 98.25% of its losses - a favorable profile for investors.
  • With beta of 1.00 and R2 of 0.98, 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
1.99%
Beta
1.00
0.98
Upside Capture
108.06%
Downside Capture
98.25%

Expense Ratio

SWTSX has an expense ratio of 0.03%, which is considered low.


Return for Risk

Risk / Return Rank

SWTSX ranks 63 for risk / return — better than 63% 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.


SWTSX Risk / Return Rank: 6363
Overall Rank
SWTSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 5656
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 7878
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 Total Stock Market Index Fund (SWTSX) 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.


SWTSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratioReturn relative to maximum drawdown

2.77

2.53

+0.24

Martin ratioReturn relative to average drawdown

12.40

11.37

+1.03

Dividends

Dividend History

Schwab Total Stock Market Index Fund provided a 1.01% dividend yield over the last twelve months, with an annual payout of $0.18 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.50%2.00%2.50%$0.00$0.05$0.10$0.15$0.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.18$0.18$0.18$0.16$0.15$0.17$0.15$0.15$0.16$0.12$0.13$0.14

Dividend yield

1.01%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Total Stock Market 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$0.18$0.18
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$0.16$0.16
2022$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
2021$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

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 Total Stock Market 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 Total Stock Market Index Fund was 54.60%, occurring on Mar 9, 2009. Recovery took 750 trading sessions.

The current Schwab Total Stock Market Index Fund drawdown is 2.56%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.60%Mar 2009
1y 5mo2y 11mo
4y 4moOct 2007 - Feb 2012
Dot-com crash2000–2002
-47.84%Oct 2002
2y 6mo3y 11mo
6y 6moMar 2000 - Sep 2006
COVID crash2020
-35.01%Mar 2020
1mo 2d4mo 22d
5mo 24dFeb 2020 - Aug 2020
Bear market2022
-25.40%Oct 2022
9mo 11d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-20.27%Dec 2018
3mo 4d4mo
7mo 4dSep 2018 - Apr 2019

Drawdown Indicators


SWTSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.60%

-56.78%

+2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-9.10%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-19.43%

-18.90%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-25.43%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

-33.92%

-1.09%

Current Drawdown

Current decline from peak

-2.56%

-2.34%

-0.22%

Average Drawdown

Average peak-to-trough decline

-10.56%

-10.72%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.02%

-0.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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