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CPPAX vs. SWSBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPPAX vs. SWSBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Preservation Portfolio (CPPAX) and Schwab Short-Term Bond Index Fund (SWSBX). The values are adjusted to include any dividend payments, if applicable.

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CPPAX vs. SWSBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPPAX
American Funds Preservation Portfolio
-0.28%5.51%3.66%4.09%-6.14%-0.62%5.84%3.92%0.89%0.23%
SWSBX
Schwab Short-Term Bond Index Fund
-0.16%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, CPPAX achieves a -0.28% return, which is significantly lower than SWSBX's -0.16% return.


CPPAX

1D
0.11%
1M
-0.94%
YTD
-0.28%
6M
0.66%
1Y
3.34%
3Y*
3.66%
5Y*
1.31%
10Y*
1.69%

SWSBX

1D
0.10%
1M
-0.93%
YTD
-0.16%
6M
0.78%
1Y
3.74%
3Y*
3.77%
5Y*
1.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPPAX vs. SWSBX - Expense Ratio Comparison

CPPAX has a 0.61% expense ratio, which is higher than SWSBX's 0.06% expense ratio.


Return for Risk

CPPAX vs. SWSBX — Risk / Return Rank

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

CPPAX
CPPAX Risk / Return Rank: 8282
Overall Rank
CPPAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CPPAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CPPAX Omega Ratio Rank: 7878
Omega Ratio Rank
CPPAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
CPPAX Martin Ratio Rank: 8787
Martin Ratio Rank

SWSBX
SWSBX Risk / Return Rank: 8787
Overall Rank
SWSBX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SWSBX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SWSBX Omega Ratio Rank: 8282
Omega Ratio Rank
SWSBX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SWSBX Martin Ratio Rank: 8989
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.

CPPAX vs. SWSBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Preservation Portfolio (CPPAX) 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.


CPPAXSWSBXDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.59

-0.08

Sortino ratio

Return per unit of downside risk

2.27

2.60

-0.33

Omega ratio

Gain probability vs. loss probability

1.32

1.33

-0.01

Calmar ratio

Return relative to maximum drawdown

2.26

2.71

-0.45

Martin ratio

Return relative to average drawdown

9.98

9.85

+0.13

CPPAX vs. SWSBX - Sharpe Ratio Comparison

The current CPPAX Sharpe Ratio is 1.51, which is comparable to the SWSBX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of CPPAX 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.


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Sharpe Ratios by Period


CPPAXSWSBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.59

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.43

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.76

-0.11

Correlation

The correlation between CPPAX and SWSBX is 0.79, 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

CPPAX vs. SWSBX - Dividend Comparison

CPPAX's dividend yield for the trailing twelve months is around 3.52%, less than SWSBX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
CPPAX
American Funds Preservation Portfolio
3.52%3.56%4.03%3.24%2.02%0.95%2.32%1.91%1.59%1.06%1.26%1.11%
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%0.00%0.00%

Drawdowns

CPPAX vs. SWSBX - Drawdown Comparison

The maximum CPPAX drawdown since its inception was -8.59%, smaller than the maximum SWSBX drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for CPPAX and SWSBX.


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Drawdown Indicators


CPPAXSWSBXDifference

Max Drawdown

Largest peak-to-trough decline

-8.59%

-9.06%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-1.67%

-1.54%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-8.57%

-9.06%

+0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-8.59%

Current Drawdown

Current decline from peak

-1.15%

-1.13%

-0.02%

Average Drawdown

Average peak-to-trough decline

-1.31%

-1.81%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.42%

-0.04%

Volatility

CPPAX vs. SWSBX - Volatility Comparison

American Funds Preservation Portfolio (CPPAX) has a higher volatility of 0.94% compared to Schwab Short-Term Bond Index Fund (SWSBX) at 0.73%. This indicates that CPPAX's price experiences larger fluctuations and is considered to be riskier than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPPAXSWSBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.73%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

1.49%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

2.30%

2.40%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.04%

2.95%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.48%

2.47%

+0.01%