PFS vs. SWPPX
Compare and contrast key facts about Provident Financial Services, Inc. (PFS) and Schwab S&P 500 Index Fund (SWPPX).
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
PFS vs. SWPPX - Performance Comparison
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PFS vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFS Provident Financial Services, Inc. | 8.27% | 10.22% | 10.72% | -10.79% | -8.03% | 40.47% | -22.53% | 6.72% | -7.61% | -1.21% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, PFS achieves a 8.27% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, PFS has underperformed SWPPX with an annualized return of 5.11%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
PFS
- 1D
- 1.73%
- 1M
- 0.57%
- YTD
- 8.27%
- 6M
- 12.35%
- 1Y
- 29.48%
- 3Y*
- 9.13%
- 5Y*
- 3.78%
- 10Y*
- 5.11%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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Return for Risk
PFS vs. SWPPX — Risk / Return Rank
PFS
SWPPX
PFS vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Provident Financial Services, Inc. (PFS) 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.
| PFS | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.84 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.30 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.06 | +0.77 |
Martin ratioReturn relative to average drawdown | 4.68 | 5.14 | -0.46 |
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
| PFS | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.84 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.68 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.76 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.48 | -0.33 |
Correlation
The correlation between PFS and SWPPX is 0.54, 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
PFS vs. SWPPX - Dividend Comparison
PFS's dividend yield for the trailing twelve months is around 4.54%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFS Provident Financial Services, Inc. | 4.54% | 4.86% | 5.09% | 5.32% | 4.49% | 3.84% | 5.12% | 4.54% | 3.40% | 3.45% | 2.51% | 3.23% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
PFS vs. SWPPX - Drawdown Comparison
The maximum PFS drawdown since its inception was -64.09%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PFS and SWPPX.
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Drawdown Indicators
| PFS | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.09% | -55.06% | -9.03% |
Max Drawdown (1Y)Largest decline over 1 year | -16.53% | -12.10% | -4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -43.65% | -24.51% | -19.14% |
Max Drawdown (10Y)Largest decline over 10 years | -64.09% | -33.80% | -30.29% |
Current DrawdownCurrent decline from peak | -10.12% | -8.89% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -16.52% | -10.00% | -6.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.46% | 2.49% | +3.97% |
Volatility
PFS vs. SWPPX - Volatility Comparison
Provident Financial Services, Inc. (PFS) has a higher volatility of 4.73% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that PFS'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
| PFS | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.29% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 20.50% | 9.11% | +11.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.70% | 18.14% | +12.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.99% | 16.89% | +14.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.64% | 18.19% | +15.45% |