EXPO vs. SWPPX
EXPO (Exponent, Inc.) is a stock, while SWPPX (Schwab S&P 500 Index Fund) is Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, EXPO returned 11.53%/yr vs 14.98%/yr for SWPPX. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
EXPO vs. SWPPX - Performance Comparison
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Returns By Period
In the year-to-date period, EXPO achieves a -2.85% return, which is significantly lower than SWPPX's 9.35% return. Over the past 10 years, EXPO has underperformed SWPPX with an annualized return of 11.53%, while SWPPX has yielded a comparatively higher 14.98% annualized return.
EXPO
- 1D
- 3.53%
- 1M
- 9.63%
- 6M
- -6.11%
- YTD
- -2.85%
- 1Y
- -0.43%
- 3Y*
- -7.53%
- 5Y*
- -7.86%
- 10Y*
- 11.53%
- ALL TIME*
- 11.16%
SWPPX
- 1D
- 1.70%
- 1M
- -0.52%
- 6M
- 7.81%
- YTD
- 9.35%
- 1Y
- 20.64%
- 3Y*
- 19.02%
- 5Y*
- 12.67%
- 10Y*
- 14.98%
- ALL TIME*
- 9.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EXPO Exponent, Inc. | $43.57M | $36.37M | $35.92M |
| $0.00 | $0.00 | $0.00 |
EXPO vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | -2.85% | -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 | 9.35% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Correlation
The correlation between EXPO and SWPPX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 20, 1997 | 0.39 |
Over the past year, the correlation between EXPO and SWPPX has dropped to 0.19 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXPO | SWPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.26 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 2.07 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.09 | 8.85 | -8.94 |
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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 | -32.45% | -8.89% | -23.56% |
Max Drawdown (3Y)Largest decline over 3 years | -52.37% | -18.74% | -33.63% |
Max Drawdown (5Y)Largest decline over 5 years | -54.79% | -24.51% | -30.28% |
Max Drawdown (10Y)Largest decline over 10 years | -54.79% | -33.80% | -20.99% |
Current DrawdownCurrent decline from peak | -43.40% | -2.09% | -41.31% |
Average DrawdownAverage peak-to-trough decline | -32.78% | -9.90% | -22.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.47% | 2.07% | +12.40% |
Volatility
EXPO vs. SWPPX - Volatility Comparison
Exponent, Inc. (EXPO) has a higher volatility of 9.73% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.49%. 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 | 9.73% | 3.49% | +6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 26.79% | 10.13% | +16.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.13% | 12.89% | +19.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.14% | 17.05% | +13.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.87% | 18.23% | +10.64% |
Dividends
EXPO vs. SWPPX - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 1.82%, more than SWPPX's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 1.82% | 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 | 1.01% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Frequently Asked Questions
EXPO and SWPPX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXPO has higher volatility (9.73%) compared to SWPPX (3.49%). In terms of maximum drawdown, EXPO dropped -86.44% vs SWPPX's -55.06%.
SWPPX currently has the higher Sharpe Ratio (1.42 vs -0.04), 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.
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