DIA vs. SWRSX
DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) and SWRSX (Schwab Treasury Inflation Protected Securities Index Fund) are both funds - DIA is a Large Cap Blend Equities fund tracking the Dow Jones Industrial Average, while SWRSX is a Inflation-Protected Bonds fund managed by Charles Schwab. Over the past 10 years, DIA returned 13.18%/yr vs 2.57%/yr for SWRSX. At a correlation of -0.12, they often move in opposite directions. DIA charges 0.16%/yr vs 0.05%/yr for SWRSX.
Performance
DIA vs. SWRSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DIA achieves a 6.40% return, which is significantly higher than SWRSX's 1.13% return. Over the past 10 years, DIA has outperformed SWRSX with an annualized return of 13.18%, while SWRSX has yielded a comparatively lower 2.57% annualized return.
DIA
- 1D
- -0.15%
- 1M
- 2.63%
- YTD
- 6.40%
- 6M
- 7.17%
- 1Y
- 20.62%
- 3Y*
- 16.36%
- 5Y*
- 9.98%
- 10Y*
- 13.18%
SWRSX
- 1D
- -0.38%
- 1M
- -0.67%
- YTD
- 1.13%
- 6M
- 1.18%
- 1Y
- 5.08%
- 3Y*
- 3.79%
- 5Y*
- 1.01%
- 10Y*
- 2.57%
DIA vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 6.40% | 14.71% | 14.82% | 16.02% | -7.02% | 20.83% | 9.59% | 24.70% | -3.74% | 28.08% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 1.13% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
Correlation
The correlation between DIA and SWRSX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2006 | -0.13 |
The correlation between DIA and SWRSX shifts across timeframes, from -0.12 (all time) to 0.19 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DIA vs. SWRSX — Risk / Return Rank
DIA
SWRSX
DIA vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.
| DIA | SWRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.36 | -0.24 |
| Martin ratioReturn relative to average drawdown | 8.20 | 7.16 | +1.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DIA | SWRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.39 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.17 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.48 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.57 | -0.08 |
Drawdowns
DIA vs. SWRSX - Drawdown Comparison
The maximum DIA drawdown since its inception was -51.87%, which is greater than SWRSX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for DIA and SWRSX.
Loading charts...
Drawdown Indicators
| DIA | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.87% | -14.29% | -37.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -1.90% | -7.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -4.46% | -11.49% |
Max Drawdown (5Y)Largest decline over 5 years | -20.76% | -14.29% | -6.47% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -14.29% | -22.41% |
Current DrawdownCurrent decline from peak | -1.51% | -0.67% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -3.72% | -3.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 0.63% | +1.89% |
Volatility
DIA vs. SWRSX - Volatility Comparison
State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) has a higher volatility of 3.39% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 0.93%. This indicates that DIA's price experiences larger fluctuations and is considered to be riskier than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DIA | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 0.93% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 2.21% | +7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 3.24% | +9.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 6.03% | +8.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 5.37% | +12.18% |
DIA vs. SWRSX - Expense Ratio Comparison
DIA has a 0.16% expense ratio, which is higher than SWRSX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DIA vs. SWRSX - Dividend Comparison
DIA's dividend yield for the trailing twelve months is around 1.38%, less than SWRSX's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 1.38% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.80% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
Frequently Asked Questions
DIA and SWRSX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIA has higher volatility (3.39%) compared to SWRSX (0.93%). In terms of maximum drawdown, DIA dropped -51.87% vs SWRSX's -14.29%.
DIA currently has the higher Sharpe Ratio (1.69 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DIA and SWRSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer