PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FITB vs. SWTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FITB and SWTSX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FITB vs. SWTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fifth Third Bancorp (FITB) and Schwab Total Stock Market Index Fund (SWTSX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.20%
7.50%
FITB
SWTSX

Key characteristics

Sharpe Ratio

FITB:

1.31

SWTSX:

1.94

Sortino Ratio

FITB:

1.99

SWTSX:

2.60

Omega Ratio

FITB:

1.24

SWTSX:

1.36

Calmar Ratio

FITB:

1.13

SWTSX:

2.98

Martin Ratio

FITB:

6.54

SWTSX:

11.97

Ulcer Index

FITB:

5.03%

SWTSX:

2.14%

Daily Std Dev

FITB:

25.01%

SWTSX:

13.20%

Max Drawdown

FITB:

-98.13%

SWTSX:

-54.70%

Current Drawdown

FITB:

-8.37%

SWTSX:

-2.58%

Returns By Period

In the year-to-date period, FITB achieves a 4.07% return, which is significantly higher than SWTSX's 1.39% return. Both investments have delivered pretty close results over the past 10 years, with FITB having a 12.97% annualized return and SWTSX not far behind at 12.55%.


FITB

YTD

4.07%

1M

-2.69%

6M

9.20%

1Y

35.84%

5Y*

12.90%

10Y*

12.97%

SWTSX

YTD

1.39%

1M

-2.14%

6M

7.50%

1Y

26.21%

5Y*

13.37%

10Y*

12.55%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FITB vs. SWTSX — Risk-Adjusted Performance Rank

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

FITB
The Risk-Adjusted Performance Rank of FITB is 8383
Overall Rank
The Sharpe Ratio Rank of FITB is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FITB is 8282
Sortino Ratio Rank
The Omega Ratio Rank of FITB is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FITB is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FITB is 8787
Martin Ratio Rank

SWTSX
The Risk-Adjusted Performance Rank of SWTSX is 9090
Overall Rank
The Sharpe Ratio Rank of SWTSX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SWTSX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SWTSX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SWTSX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of SWTSX is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FITB vs. SWTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fifth Third Bancorp (FITB) and Schwab Total Stock Market Index Fund (SWTSX). 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.


Sharpe ratio
The chart of Sharpe ratio for FITB, currently valued at 1.31, compared to the broader market-2.000.002.001.311.94
The chart of Sortino ratio for FITB, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.001.992.60
The chart of Omega ratio for FITB, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.36
The chart of Calmar ratio for FITB, currently valued at 1.13, compared to the broader market0.002.004.006.001.132.98
The chart of Martin ratio for FITB, currently valued at 6.54, compared to the broader market-30.00-20.00-10.000.0010.0020.006.5411.97
FITB
SWTSX

The current FITB Sharpe Ratio is 1.31, which is lower than the SWTSX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of FITB and SWTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.31
1.94
FITB
SWTSX

Dividends

FITB vs. SWTSX - Dividend Comparison

FITB's dividend yield for the trailing twelve months is around 3.27%, more than SWTSX's 1.22% yield.


TTM20242023202220212020201920182017201620152014
FITB
Fifth Third Bancorp
3.27%3.41%3.94%3.84%2.62%3.92%3.06%3.14%1.98%1.97%2.59%2.50%
SWTSX
Schwab Total Stock Market Index Fund
1.22%1.24%1.41%1.62%1.17%1.63%1.68%2.06%1.61%1.85%1.95%1.66%

Drawdowns

FITB vs. SWTSX - Drawdown Comparison

The maximum FITB drawdown since its inception was -98.13%, which is greater than SWTSX's maximum drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for FITB and SWTSX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.37%
-2.58%
FITB
SWTSX

Volatility

FITB vs. SWTSX - Volatility Comparison

Fifth Third Bancorp (FITB) has a higher volatility of 8.33% compared to Schwab Total Stock Market Index Fund (SWTSX) at 5.07%. This indicates that FITB's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.33%
5.07%
FITB
SWTSX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab