PortfoliosLab logoPortfoliosLab logo
BRASX vs. SWSBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRASX vs. SWSBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Allocation Target Shares Series S Portfolio (BRASX) and Schwab Short-Term Bond Index Fund (SWSBX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BRASX vs. SWSBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRASX
BlackRock Allocation Target Shares Series S Portfolio
-0.24%6.08%4.32%4.89%-4.73%-0.12%3.74%6.22%1.00%1.53%
SWSBX
Schwab Short-Term Bond Index Fund
-0.27%6.06%3.42%3.95%-5.89%-1.28%4.47%4.96%1.34%0.85%

Returns By Period

In the year-to-date period, BRASX achieves a -0.24% return, which is significantly higher than SWSBX's -0.27% return.


BRASX

1D
0.11%
1M
-1.07%
YTD
-0.24%
6M
1.02%
1Y
4.18%
3Y*
4.39%
5Y*
1.95%
10Y*
2.22%

SWSBX

1D
0.21%
1M
-1.23%
YTD
-0.27%
6M
0.88%
1Y
3.63%
3Y*
3.74%
5Y*
1.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BRASX vs. SWSBX - Expense Ratio Comparison

BRASX has a 0.00% expense ratio, which is lower than SWSBX's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BRASX vs. SWSBX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRASX
BRASX Risk / Return Rank: 9595
Overall Rank
BRASX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BRASX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BRASX Omega Ratio Rank: 9595
Omega Ratio Rank
BRASX Calmar Ratio Rank: 9595
Calmar Ratio Rank
BRASX Martin Ratio Rank: 9696
Martin Ratio Rank

SWSBX
SWSBX Risk / Return Rank: 9090
Overall Rank
SWSBX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SWSBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SWSBX Omega Ratio Rank: 8787
Omega Ratio Rank
SWSBX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SWSBX Martin Ratio Rank: 9090
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.

BRASX vs. SWSBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Allocation Target Shares Series S Portfolio (BRASX) and Schwab Short-Term Bond Index Fund (SWSBX). 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.


BRASXSWSBXDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.71

+0.23

Sortino ratio

Return per unit of downside risk

3.71

2.83

+0.88

Omega ratio

Gain probability vs. loss probability

1.54

1.36

+0.17

Calmar ratio

Return relative to maximum drawdown

3.37

2.79

+0.59

Martin ratio

Return relative to average drawdown

14.08

10.25

+3.82

BRASX vs. SWSBX - Sharpe Ratio Comparison

The current BRASX Sharpe Ratio is 1.94, which is comparable to the SWSBX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BRASX and SWSBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BRASXSWSBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.71

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.42

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.76

-0.25

Correlation

The correlation between BRASX and SWSBX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BRASX vs. SWSBX - Dividend Comparison

BRASX's dividend yield for the trailing twelve months is around 4.22%, more than SWSBX's 3.79% yield.


TTM202520242023202220212020201920182017
BRASX
BlackRock Allocation Target Shares Series S Portfolio
4.22%4.57%3.44%2.96%2.18%1.34%2.49%3.06%2.26%2.16%
SWSBX
Schwab Short-Term Bond Index Fund
3.79%4.09%3.66%2.36%1.11%0.97%1.82%2.41%2.12%1.56%

Drawdowns

BRASX vs. SWSBX - Drawdown Comparison

The maximum BRASX drawdown since its inception was -10.61%, which is greater than SWSBX's maximum drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for BRASX and SWSBX.


Loading graphics...

Drawdown Indicators


BRASXSWSBXDifference

Max Drawdown

Largest peak-to-trough decline

-10.61%

-9.06%

-1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-1.54%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-7.47%

-9.06%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-10.61%

Current Drawdown

Current decline from peak

-1.07%

-1.23%

+0.16%

Average Drawdown

Average peak-to-trough decline

-2.01%

-1.81%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.42%

-0.09%

Volatility

BRASX vs. SWSBX - Volatility Comparison

The current volatility for BlackRock Allocation Target Shares Series S Portfolio (BRASX) is 0.64%, while Schwab Short-Term Bond Index Fund (SWSBX) has a volatility of 0.73%. This indicates that BRASX experiences smaller price fluctuations and is considered to be less risky than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BRASXSWSBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.73%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

1.49%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

2.40%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.27%

2.95%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.39%

2.47%

-0.08%