BISIX vs. SWTSX
Compare and contrast key facts about BlackRock International Dividend Fund (BISIX) and Schwab Total Stock Market Index Fund (SWTSX).
BISIX is managed by Blackrock. It was launched on Sep 26, 1997. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BISIX or SWTSX.
Performance
BISIX vs. SWTSX - Performance Comparison
Returns By Period
In the year-to-date period, BISIX achieves a 1.23% return, which is significantly lower than SWTSX's 23.68% return. Over the past 10 years, BISIX has underperformed SWTSX with an annualized return of 1.39%, while SWTSX has yielded a comparatively higher 12.54% annualized return.
BISIX
1.23%
-7.91%
-5.71%
7.42%
5.15%
1.39%
SWTSX
23.68%
0.89%
11.46%
32.45%
14.61%
12.54%
Key characteristics
| BISIX | SWTSX | |
|---|---|---|
| Sharpe Ratio | 0.68 | 2.55 |
| Sortino Ratio | 1.01 | 3.42 |
| Omega Ratio | 1.12 | 1.47 |
| Calmar Ratio | 0.43 | 3.77 |
| Martin Ratio | 2.98 | 16.43 |
| Ulcer Index | 2.81% | 1.97% |
| Daily Std Dev | 12.25% | 12.69% |
| Max Drawdown | -66.03% | -54.60% |
| Current Drawdown | -12.61% | -2.41% |
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BISIX vs. SWTSX - Expense Ratio Comparison
BISIX has a 0.84% expense ratio, which is higher than SWTSX's 0.03% expense ratio.
Correlation
The correlation between BISIX and SWTSX is 0.67, 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.
Risk-Adjusted Performance
BISIX vs. SWTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock International Dividend Fund (BISIX) and Schwab Total Stock Market Index Fund (SWTSX). 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.
Dividends
BISIX vs. SWTSX - Dividend Comparison
BISIX's dividend yield for the trailing twelve months is around 1.69%, more than SWTSX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BISIX BlackRock International Dividend Fund | 1.69% | 1.72% | 1.45% | 2.30% | 2.26% | 2.39% | 2.88% | 1.37% | 4.75% | 0.20% | 2.84% | 0.18% |
SWTSX Schwab Total Stock Market Index Fund | 1.14% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
Drawdowns
BISIX vs. SWTSX - Drawdown Comparison
The maximum BISIX drawdown since its inception was -66.03%, which is greater than SWTSX's maximum drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for BISIX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
BISIX vs. SWTSX - Volatility Comparison
BlackRock International Dividend Fund (BISIX) and Schwab Total Stock Market Index Fund (SWTSX) have volatilities of 4.27% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.