LCCMX vs. SWSBX
Compare and contrast key facts about Leader Short Term High Yield Bond Fund (LCCMX) and Schwab Short-Term Bond Index Fund (SWSBX).
LCCMX is managed by LEADER. It was launched on Jul 14, 2005. SWSBX is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Government/Credit 1-5 Year Index. It was launched on Feb 23, 2017.
Performance
LCCMX vs. SWSBX - Performance Comparison
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LCCMX vs. SWSBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LCCMX Leader Short Term High Yield Bond Fund | -2.35% | 9.73% | 18.51% | 13.73% | -13.30% | 1.30% | 7.52% | 0.65% | 2.35% | 0.66% |
SWSBX Schwab Short-Term Bond Index Fund | -0.27% | 6.06% | 3.42% | 3.95% | -5.89% | -1.28% | 4.47% | 4.96% | 1.34% | 0.85% |
Returns By Period
In the year-to-date period, LCCMX achieves a -2.35% return, which is significantly lower than SWSBX's -0.27% return.
LCCMX
- 1D
- 0.00%
- 1M
- -2.57%
- YTD
- -2.35%
- 6M
- 0.32%
- 1Y
- 5.56%
- 3Y*
- 12.42%
- 5Y*
- 4.85%
- 10Y*
- 3.75%
SWSBX
- 1D
- 0.21%
- 1M
- -1.23%
- YTD
- -0.27%
- 6M
- 0.88%
- 1Y
- 3.63%
- 3Y*
- 3.74%
- 5Y*
- 1.25%
- 10Y*
- —
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LCCMX vs. SWSBX - Expense Ratio Comparison
LCCMX has a 2.55% expense ratio, which is higher than SWSBX's 0.06% expense ratio.
Return for Risk
LCCMX vs. SWSBX — Risk / Return Rank
LCCMX
SWSBX
LCCMX vs. SWSBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leader Short Term High Yield Bond Fund (LCCMX) and Schwab Short-Term Bond Index Fund (SWSBX). 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.
| LCCMX | SWSBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.71 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.64 | 2.83 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.36 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.79 | -1.18 |
Martin ratioReturn relative to average drawdown | 5.71 | 10.25 | -4.54 |
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
| LCCMX | SWSBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.71 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.42 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.76 | 0.00 |
Correlation
The correlation between LCCMX and SWSBX is 0.15, 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
LCCMX vs. SWSBX - Dividend Comparison
LCCMX's dividend yield for the trailing twelve months is around 8.33%, more than SWSBX's 3.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCCMX Leader Short Term High Yield Bond Fund | 8.33% | 8.93% | 10.39% | 8.55% | 5.68% | 2.11% | 2.11% | 2.98% | 2.89% | 2.10% | 2.01% | 2.75% |
SWSBX Schwab Short-Term Bond Index Fund | 3.79% | 4.09% | 3.66% | 2.36% | 1.11% | 0.97% | 1.82% | 2.41% | 2.12% | 1.56% | 0.00% | 0.00% |
Drawdowns
LCCMX vs. SWSBX - Drawdown Comparison
The maximum LCCMX drawdown since its inception was -24.57%, which is greater than SWSBX's maximum drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for LCCMX and SWSBX.
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Drawdown Indicators
| LCCMX | SWSBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.57% | -9.06% | -15.51% |
Max Drawdown (1Y)Largest decline over 1 year | -3.76% | -1.54% | -2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -19.20% | -9.06% | -10.14% |
Max Drawdown (10Y)Largest decline over 10 years | -24.57% | — | — |
Current DrawdownCurrent decline from peak | -3.76% | -1.23% | -2.53% |
Average DrawdownAverage peak-to-trough decline | -2.81% | -1.81% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 0.42% | +0.64% |
Volatility
LCCMX vs. SWSBX - Volatility Comparison
Leader Short Term High Yield Bond Fund (LCCMX) has a higher volatility of 1.55% compared to Schwab Short-Term Bond Index Fund (SWSBX) at 0.73%. This indicates that LCCMX's price experiences larger fluctuations and is considered to be riskier than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCCMX | SWSBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 0.73% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 3.50% | 1.49% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.25% | 2.40% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 2.95% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 2.47% | +3.83% |