BRASX vs. SWVXX

In the year-to-date period, BRASX achieves a 1.51% return, which is significantly higher than SWVXX's 1.03% return. Over the past 10 years, BRASX has outperformed SWVXX with an annualized return of 2.56%, while SWVXX has yielded a comparatively lower 1.74% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for BlackRock Allocation Target Shares Series S Portfolio (BRASX) and Schwab Value Advantage Money Fund (SWVXX). 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.

The current BRASX Sharpe Ratio is 2.76, which is comparable to the SWVXX Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of BRASX and SWVXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum BRASX drawdown since its inception was -10.61%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BRASX and SWVXX. For additional features, visit the drawdowns tool.

BlackRock Allocation Target Shares Series S Portfolio (BRASX) has a higher volatility of 0.63% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.00%. This indicates that BRASX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.