ALMIX vs. SWRSX
Compare and contrast key facts about Invesco Short Duration Inflation Protected Fund (ALMIX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
ALMIX is managed by Invesco. It was launched on Jul 12, 1987. SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Performance
ALMIX vs. SWRSX - Performance Comparison
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ALMIX vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALMIX Invesco Short Duration Inflation Protected Fund | 0.89% | 6.13% | 4.29% | 4.17% | -4.35% | 5.20% | 5.35% | 4.84% | 0.12% | 0.45% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | -0.00% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
Returns By Period
Over the past 10 years, ALMIX has outperformed SWRSX with an annualized return of 2.73%, while SWRSX has yielded a comparatively lower 2.53% annualized return.
ALMIX
- 1D
- 0.00%
- 1M
- -0.01%
- YTD
- 0.89%
- 6M
- 0.92%
- 1Y
- 3.61%
- 3Y*
- 4.40%
- 5Y*
- 2.96%
- 10Y*
- 2.73%
SWRSX
- 1D
- -0.39%
- 1M
- -1.53%
- YTD
- -0.00%
- 6M
- -0.15%
- 1Y
- 2.51%
- 3Y*
- 3.00%
- 5Y*
- 1.29%
- 10Y*
- 2.53%
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ALMIX vs. SWRSX - Expense Ratio Comparison
ALMIX has a 0.30% expense ratio, which is higher than SWRSX's 0.05% expense ratio.
Return for Risk
ALMIX vs. SWRSX — Risk / Return Rank
ALMIX
SWRSX
ALMIX vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Short Duration Inflation Protected Fund (ALMIX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ALMIX | SWRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.63 | +1.03 |
Sortino ratioReturn per unit of downside risk | 2.54 | 0.88 | +1.66 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.12 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 3.49 | 1.11 | +2.39 |
Martin ratioReturn relative to average drawdown | 11.60 | 3.26 | +8.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALMIX | SWRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.63 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.21 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 0.47 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.66 | 0.56 | +1.09 |
Correlation
The correlation between ALMIX and SWRSX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ALMIX vs. SWRSX - Dividend Comparison
ALMIX's dividend yield for the trailing twelve months is around 4.39%, more than SWRSX's 3.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALMIX Invesco Short Duration Inflation Protected Fund | 4.39% | 4.38% | 3.00% | 3.24% | 7.59% | 4.38% | 1.19% | 2.17% | 2.80% | 2.19% | 1.53% | 0.09% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.38% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
Drawdowns
ALMIX vs. SWRSX - Drawdown Comparison
The maximum ALMIX drawdown since its inception was -6.61%, smaller than the maximum SWRSX drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for ALMIX and SWRSX.
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Drawdown Indicators
| ALMIX | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.61% | -14.29% | +7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -2.68% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -6.61% | -14.29% | +7.68% |
Max Drawdown (10Y)Largest decline over 10 years | -6.61% | -14.29% | +7.68% |
Current DrawdownCurrent decline from peak | -0.31% | -1.71% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -0.45% | -3.75% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 0.91% | -0.55% |
Volatility
ALMIX vs. SWRSX - Volatility Comparison
The current volatility for Invesco Short Duration Inflation Protected Fund (ALMIX) is 0.68%, while Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a volatility of 1.33%. This indicates that ALMIX experiences smaller price fluctuations and is considered to be less risky than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALMIX | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.68% | 1.33% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 1.18% | 2.20% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.20% | 4.01% | -1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.19% | 6.05% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.71% | 5.39% | -2.68% |