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IGOV vs. SWAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGOV vs. SWAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Treasury Bond ETF (IGOV) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). The values are adjusted to include any dividend payments, if applicable.

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IGOV vs. SWAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGOV
iShares International Treasury Bond ETF
-1.44%9.96%-6.50%5.57%-22.07%-9.25%10.88%3.76%-2.60%10.17%
SWAGX
Schwab U.S. Aggregate Bond Index Fund
-0.44%7.11%1.38%5.46%-13.62%-2.29%7.39%8.64%-0.11%2.62%

Returns By Period

In the year-to-date period, IGOV achieves a -1.44% return, which is significantly lower than SWAGX's -0.44% return.


IGOV

1D
1.23%
1M
-4.49%
YTD
-1.44%
6M
-2.25%
1Y
5.63%
3Y*
1.37%
5Y*
-4.22%
10Y*
-1.34%

SWAGX

1D
0.56%
1M
-2.30%
YTD
-0.44%
6M
0.48%
1Y
3.81%
3Y*
3.39%
5Y*
0.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGOV vs. SWAGX - Expense Ratio Comparison

IGOV has a 0.35% expense ratio, which is higher than SWAGX's 0.04% expense ratio.


Return for Risk

IGOV vs. SWAGX — Risk / Return Rank

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

IGOV
IGOV Risk / Return Rank: 3535
Overall Rank
IGOV Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGOV Sortino Ratio Rank: 3636
Sortino Ratio Rank
IGOV Omega Ratio Rank: 3131
Omega Ratio Rank
IGOV Calmar Ratio Rank: 4040
Calmar Ratio Rank
IGOV Martin Ratio Rank: 3131
Martin Ratio Rank

SWAGX
SWAGX Risk / Return Rank: 5555
Overall Rank
SWAGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SWAGX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SWAGX Omega Ratio Rank: 3939
Omega Ratio Rank
SWAGX Calmar Ratio Rank: 7676
Calmar Ratio Rank
SWAGX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IGOV vs. SWAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Treasury Bond ETF (IGOV) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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.


IGOVSWAGXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.98

-0.36

Sortino ratio

Return per unit of downside risk

0.98

1.42

-0.44

Omega ratio

Gain probability vs. loss probability

1.12

1.17

-0.06

Calmar ratio

Return relative to maximum drawdown

0.96

1.75

-0.79

Martin ratio

Return relative to average drawdown

2.56

4.95

-2.40

IGOV vs. SWAGX - Sharpe Ratio Comparison

The current IGOV Sharpe Ratio is 0.63, which is lower than the SWAGX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IGOV and SWAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGOVSWAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.98

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.00

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.30

-0.29

Correlation

The correlation between IGOV and SWAGX is 0.58, 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.


Dividends

IGOV vs. SWAGX - Dividend Comparison

IGOV's dividend yield for the trailing twelve months is around 1.43%, less than SWAGX's 3.76% yield.


TTM20252024202320222021202020192018201720162015
IGOV
iShares International Treasury Bond ETF
1.43%1.41%0.59%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.12%
SWAGX
Schwab U.S. Aggregate Bond Index Fund
3.76%4.02%3.88%3.22%1.93%1.56%2.47%2.87%2.80%1.98%0.00%0.00%

Drawdowns

IGOV vs. SWAGX - Drawdown Comparison

The maximum IGOV drawdown since its inception was -35.88%, which is greater than SWAGX's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for IGOV and SWAGX.


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Drawdown Indicators


IGOVSWAGXDifference

Max Drawdown

Largest peak-to-trough decline

-35.88%

-19.68%

-16.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.70%

-2.84%

-2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-33.17%

-18.76%

-14.41%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

Current Drawdown

Current decline from peak

-24.72%

-4.18%

-20.54%

Average Drawdown

Average peak-to-trough decline

-10.89%

-5.72%

-5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.00%

+1.13%

Volatility

IGOV vs. SWAGX - Volatility Comparison

iShares International Treasury Bond ETF (IGOV) has a higher volatility of 3.63% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.66%. This indicates that IGOV's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGOVSWAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

1.66%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

5.29%

2.70%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

9.04%

4.48%

+4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.88%

6.06%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.58%

5.13%

+3.45%