REUYX vs. SWPPX

Last updated Jun 4, 2026

REUYX (Sustainable Equity Fund) and SWPPX (Schwab S&P 500 Index Fund) are both Large Cap Blend Equities funds. Over the past 10 years, REUYX returned 13.28%/yr vs 15.63%/yr for SWPPX. With a 0.97 correlation, they move nearly in lockstep. REUYX charges 0.83%/yr vs 0.02%/yr for SWPPX.

Performance

REUYX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sustainable Equity Fund (REUYX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REUYX achieves a 7.67% return, which is significantly lower than SWPPX's 11.69% return. Over the past 10 years, REUYX has underperformed SWPPX with an annualized return of 13.28%, while SWPPX has yielded a comparatively higher 15.63% annualized return.

REUYX

• 1D: 0.15%
• 1M: 5.98%
• YTD: 7.67%
• 6M: 7.98%
• 1Y: 19.00%
• 3Y*: 15.88%
• 5Y*: 9.92%
• 10Y*: 13.28%

SWPPX

• 1D: 0.15%
• 1M: 5.83%
• YTD: 11.69%
• 6M: 11.71%
• 1Y: 28.97%
• 3Y*: 22.73%
• 5Y*: 14.26%
• 10Y*: 15.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

REUYX vs. SWPPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REUYX Sustainable Equity Fund	7.67%	12.11%	15.42%	19.76%	-13.87%	25.43%	13.60%	30.51%	-2.60%	18.45%
SWPPX Schwab S&P 500 Index Fund	11.69%	17.87%	24.96%	26.26%	-18.14%	28.67%	18.38%	31.46%	-4.47%	21.81%

Correlation

The correlation between REUYX and SWPPX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001	0.97

The correlation between REUYX and SWPPX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

Return for Risk

REUYX vs. SWPPX — Risk / Return Rank

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

REUYX

REUYX Risk / Return Rank: 33
REUYX Sharpe Ratio Rank: 34
REUYX Sortino Ratio Rank: 34
REUYX Omega Ratio Rank: 33
REUYX Calmar Ratio Rank: 27
REUYX Martin Ratio Rank: 39

SWPPX

SWPPX Risk / Return Rank: 73
SWPPX Sharpe Ratio Rank: 75
SWPPX Sortino Ratio Rank: 67
SWPPX Omega Ratio Rank: 67
SWPPX Calmar Ratio Rank: 74
SWPPX Martin Ratio Rank: 83

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.

REUYX vs. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sustainable Equity Fund (REUYX) 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.

	REUYX	SWPPX	Difference
Sharpe ratio: Return per unit of total volatility	1.68	2.52	-0.83
Sortino ratio: Return per unit of downside risk	2.42	3.41	-0.99
Omega ratio: Gain probability vs. loss probability	1.31	1.46	-0.15
Calmar ratio: Return relative to maximum drawdown	1.94	3.36	-1.42
Martin ratio: Return relative to average drawdown	8.33	15.67	-7.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REUYX vs. SWPPX - Sharpe Ratio Comparison

The current REUYX Sharpe Ratio is 1.68, which is lower than the SWPPX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of REUYX and SWPPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	REUYX	SWPPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	2.52	-0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.85	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.86	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.51	-0.09

Drawdowns

REUYX vs. SWPPX - Drawdown Comparison

The maximum REUYX drawdown since its inception was -56.33%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for REUYX and SWPPX.

Drawdown Indicators

	REUYX	SWPPX	Difference
Max Drawdown Largest peak-to-trough decline	-56.33%	-55.06%	-1.27%
Max Drawdown (1Y) Largest decline over 1 year	-10.20%	-8.89%	-1.31%
Max Drawdown (3Y) Largest decline over 3 years	-26.10%	-18.74%	-7.36%
Max Drawdown (5Y) Largest decline over 5 years	-26.10%	-24.51%	-1.59%
Max Drawdown (10Y) Largest decline over 10 years	-30.54%	-33.80%	+3.26%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.76%	-9.95%	+0.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	1.90%	+0.47%

Volatility

REUYX vs. SWPPX - Volatility Comparison

Sustainable Equity Fund (REUYX) has a higher volatility of 3.25% compared to Schwab S&P 500 Index Fund (SWPPX) at 2.83%. This indicates that REUYX'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.

Volatility by Period

	REUYX	SWPPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	2.83%	+0.42%
Volatility (6M) Calculated over the trailing 6-month period	9.30%	8.98%	+0.32%
Volatility (1Y) Calculated over the trailing 1-year period	11.75%	11.87%	-0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.16%	16.93%	+1.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.81%	18.23%	-0.42%

REUYX vs. SWPPX - Expense Ratio Comparison

REUYX has a 0.83% expense ratio, which is higher than SWPPX's 0.02% expense ratio.

Dividends

REUYX vs. SWPPX - Dividend Comparison

REUYX's dividend yield for the trailing twelve months is around 13.01%, more than SWPPX's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REUYX Sustainable Equity Fund	13.01%	14.26%	13.92%	7.38%	12.93%	23.27%	16.46%	14.74%	9.95%	10.43%	16.25%	1.49%
SWPPX Schwab S&P 500 Index Fund	0.99%	1.11%	1.23%	1.43%	1.67%	1.27%	1.81%	1.95%	2.67%	1.79%	2.55%	3.17%

Frequently Asked Questions

Can I hold both REUYX and SWPPX in my portfolio?

With a correlation of 0.95, REUYX and SWPPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, REUYX or SWPPX?

REUYX has higher volatility (3.25%) compared to SWPPX (2.83%). In terms of maximum drawdown, REUYX dropped -56.33% vs SWPPX's -55.06%.

Which has better risk-adjusted returns?

SWPPX currently has the higher Sharpe Ratio (2.52 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.