IDNA vs. SWPPX
Compare and contrast key facts about iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund (IDNA) and Schwab S&P 500 Index Fund (SWPPX).
IDNA is a passively managed fund by iShares that tracks the performance of the NYSE FactSet Global Genomics and Immuno Biopharma Index. It was launched on Jun 11, 2019. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDNA or SWPPX.
Performance
IDNA vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, IDNA achieves a 0.94% return, which is significantly lower than SWPPX's 25.53% return.
IDNA
0.94%
-4.54%
-5.92%
17.65%
-2.89%
N/A
SWPPX
25.53%
1.18%
12.20%
32.17%
15.57%
13.12%
Key characteristics
| IDNA | SWPPX | |
|---|---|---|
| Sharpe Ratio | 0.65 | 2.59 |
| Sortino Ratio | 1.04 | 3.47 |
| Omega Ratio | 1.12 | 1.48 |
| Calmar Ratio | 0.22 | 3.77 |
| Martin Ratio | 2.66 | 16.91 |
| Ulcer Index | 5.28% | 1.89% |
| Daily Std Dev | 21.65% | 12.30% |
| Max Drawdown | -68.26% | -55.06% |
| Current Drawdown | -57.25% | -1.35% |
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IDNA vs. SWPPX - Expense Ratio Comparison
IDNA has a 0.47% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between IDNA and SWPPX is 0.57, 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.
Risk-Adjusted Performance
IDNA vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund (IDNA) 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.
Dividends
IDNA vs. SWPPX - Dividend Comparison
IDNA's dividend yield for the trailing twelve months is around 1.21%, more than SWPPX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDNA iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund | 1.21% | 1.04% | 0.54% | 0.70% | 0.26% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.14% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
IDNA vs. SWPPX - Drawdown Comparison
The maximum IDNA drawdown since its inception was -68.26%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for IDNA and SWPPX. For additional features, visit the drawdowns tool.
Volatility
IDNA vs. SWPPX - Volatility Comparison
iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund (IDNA) has a higher volatility of 6.80% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.06%. This indicates that IDNA'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.