BRTNX vs. SWPPX

In the year-to-date period, BRTNX achieves a -0.67% return, which is significantly lower than SWPPX's 1.05% return. Over the past 10 years, BRTNX has underperformed SWPPX with an annualized return of 11.69%, while SWPPX has yielded a comparatively higher 12.79% annualized return.

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BRTNX has a 1.35% expense ratio, which is higher than SWPPX's 0.02% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Bretton Fund (BRTNX) and Schwab S&P 500 Index Fund (SWPPX). 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 BRTNX Sharpe Ratio is 0.65, which is comparable to the SWPPX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of BRTNX and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BRTNX's dividend yield for the trailing twelve months is around 1.10%, less than SWPPX's 1.22% yield.

The maximum BRTNX drawdown since its inception was -36.67%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for BRTNX and SWPPX.

Bretton Fund (BRTNX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 4.58% and 4.76%, 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.