NTSX vs. SWPPX
Compare and contrast key facts about WisdomTree U.S. Efficient Core Fund (NTSX) and Schwab S&P 500 Index Fund (SWPPX).
NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
NTSX vs. SWPPX - Performance Comparison
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NTSX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | -4.22% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
SWPPX Schwab S&P 500 Index Fund | -4.39% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -10.61% |
Returns By Period
The year-to-date returns for both stocks are quite close, with NTSX having a -4.22% return and SWPPX slightly lower at -4.39%.
NTSX
- 1D
- 0.38%
- 1M
- -5.07%
- YTD
- -4.22%
- 6M
- -2.82%
- 1Y
- 16.25%
- 3Y*
- 15.70%
- 5Y*
- 8.07%
- 10Y*
- —
SWPPX
- 1D
- 2.88%
- 1M
- -5.04%
- YTD
- -4.39%
- 6M
- -2.17%
- 1Y
- 17.28%
- 3Y*
- 18.27%
- 5Y*
- 11.76%
- 10Y*
- 14.04%
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NTSX vs. SWPPX - Expense Ratio Comparison
NTSX has a 0.20% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
NTSX vs. SWPPX — Risk / Return Rank
NTSX
SWPPX
NTSX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Efficient Core Fund (NTSX) 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.
| NTSX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.97 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.49 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.52 | 0.00 |
Martin ratioReturn relative to average drawdown | 6.52 | 7.29 | -0.77 |
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
| NTSX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.97 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.70 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.48 | +0.14 |
Correlation
The correlation between NTSX and SWPPX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NTSX vs. SWPPX - Dividend Comparison
NTSX's dividend yield for the trailing twelve months is around 1.22%, more than SWPPX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 1.22% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
NTSX vs. SWPPX - Drawdown Comparison
The maximum NTSX drawdown since its inception was -31.34%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for NTSX and SWPPX.
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Drawdown Indicators
| NTSX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -55.06% | +23.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -12.10% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -24.51% | -6.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.80% | — |
Current DrawdownCurrent decline from peak | -6.04% | -6.26% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -10.00% | +3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.52% | +0.08% |
Volatility
NTSX vs. SWPPX - Volatility Comparison
WisdomTree U.S. Efficient Core Fund (NTSX) has a higher volatility of 6.11% compared to Schwab S&P 500 Index Fund (SWPPX) at 5.36%. This indicates that NTSX'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
| NTSX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 5.36% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 9.55% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 18.32% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 16.94% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 18.21% | +0.17% |