EXPO vs. SWPPX
Compare and contrast key facts about Exponent, Inc. (EXPO) and Schwab S&P 500 Index Fund (SWPPX).
SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
EXPO vs. SWPPX - Performance Comparison
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EXPO vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | -5.67% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, EXPO achieves a -5.67% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, EXPO has underperformed SWPPX with an annualized return of 11.21%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
EXPO
- 1D
- 0.02%
- 1M
- -9.97%
- YTD
- -5.67%
- 6M
- -5.31%
- 1Y
- -18.19%
- 3Y*
- -11.99%
- 5Y*
- -6.88%
- 10Y*
- 11.21%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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Return for Risk
EXPO vs. SWPPX — Risk / Return Rank
EXPO
SWPPX
EXPO vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) 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.
| EXPO | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.61 | 0.84 | -1.45 |
Sortino ratioReturn per unit of downside risk | -0.80 | 1.30 | -2.10 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.20 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | -0.98 | 1.06 | -2.03 |
Martin ratioReturn relative to average drawdown | -1.68 | 5.14 | -6.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXPO | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 0.84 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.68 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.76 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.48 | -0.25 |
Correlation
The correlation between EXPO and SWPPX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EXPO vs. SWPPX - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 1.85%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 1.85% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
EXPO vs. SWPPX - Drawdown Comparison
The maximum EXPO drawdown since its inception was -86.44%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for EXPO and SWPPX.
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Drawdown Indicators
| EXPO | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.44% | -55.06% | -31.38% |
Max Drawdown (1Y)Largest decline over 1 year | -19.85% | -12.10% | -7.75% |
Max Drawdown (5Y)Largest decline over 5 years | -45.70% | -24.51% | -21.19% |
Max Drawdown (10Y)Largest decline over 10 years | -45.70% | -33.80% | -11.90% |
Current DrawdownCurrent decline from peak | -45.04% | -8.89% | -36.15% |
Average DrawdownAverage peak-to-trough decline | -32.65% | -10.00% | -22.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.55% | 2.49% | +9.06% |
Volatility
EXPO vs. SWPPX - Volatility Comparison
Exponent, Inc. (EXPO) has a higher volatility of 6.75% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that EXPO's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXPO | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 4.29% | +2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 23.89% | 9.11% | +14.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.90% | 18.14% | +11.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.69% | 16.89% | +12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.64% | 18.19% | +10.45% |