RGLD vs. SWRSX
RGLD (Royal Gold, Inc.) is a stock, while SWRSX (Schwab Treasury Inflation Protected Securities Index Fund) is Inflation-Protected Bonds fund managed by Charles Schwab. Over the past 10 years, RGLD returned 13.61%/yr vs 2.58%/yr for SWRSX. At a 0.18 correlation, their price movements are largely independent.
Performance
RGLD vs. SWRSX - Performance Comparison
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Returns By Period
In the year-to-date period, RGLD achieves a -6.25% return, which is significantly lower than SWRSX's 1.43% return. Over the past 10 years, RGLD has outperformed SWRSX with an annualized return of 13.61%, while SWRSX has yielded a comparatively lower 2.58% annualized return.
RGLD
- 1D
- 1.47%
- 1M
- -9.09%
- YTD
- -6.25%
- 6M
- -4.74%
- 1Y
- 14.86%
- 3Y*
- 21.73%
- 5Y*
- 12.37%
- 10Y*
- 13.61%
SWRSX
- 1D
- 0.39%
- 1M
- 0.29%
- YTD
- 1.43%
- 6M
- 1.47%
- 1Y
- 4.88%
- 3Y*
- 3.95%
- 5Y*
- 1.04%
- 10Y*
- 2.58%
RGLD vs. SWRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RGLD Royal Gold, Inc. | -6.25% | 70.43% | 10.39% | 8.70% | 8.51% | 0.04% | -12.13% | 44.27% | 5.53% | 31.32% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 1.43% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
Correlation
The correlation between RGLD and SWRSX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2006 | 0.18 |
The correlation between RGLD and SWRSX shifts across timeframes, from 0.18 (all time) to 0.30 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
RGLD vs. SWRSX — Risk / Return Rank
RGLD
SWRSX
RGLD vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royal Gold, Inc. (RGLD) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RGLD | SWRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.29 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 2.62 | -2.14 |
| Martin ratioReturn relative to average drawdown | 1.27 | 7.90 | -6.63 |
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Drawdowns
RGLD vs. SWRSX - Drawdown Comparison
The maximum RGLD drawdown since its inception was -98.29%, which is greater than SWRSX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for RGLD and SWRSX.
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Drawdown Indicators
| RGLD | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.29% | -14.29% | -84.00% |
Max Drawdown (1Y)Largest decline over 1 year | -35.12% | -1.90% | -33.22% |
Max Drawdown (3Y)Largest decline over 3 years | -35.12% | -4.46% | -30.66% |
Max Drawdown (5Y)Largest decline over 5 years | -40.73% | -14.29% | -26.44% |
Max Drawdown (10Y)Largest decline over 10 years | -49.55% | -14.29% | -35.26% |
Current DrawdownCurrent decline from peak | -31.66% | -0.38% | -31.28% |
Average DrawdownAverage peak-to-trough decline | -29.82% | -3.72% | -26.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.34% | 0.63% | +12.71% |
Volatility
RGLD vs. SWRSX - Volatility Comparison
Royal Gold, Inc. (RGLD) has a higher volatility of 12.33% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 0.96%. This indicates that RGLD's price experiences larger fluctuations and is considered to be riskier than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RGLD | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.33% | 0.96% | +11.37% |
Volatility (6M)Calculated over the trailing 6-month period | 32.22% | 2.23% | +29.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.34% | 3.20% | +36.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.58% | 6.03% | +25.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.66% | 5.37% | +28.29% |
Dividends
RGLD vs. SWRSX - Dividend Comparison
RGLD's dividend yield for the trailing twelve months is around 0.89%, less than SWRSX's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGLD Royal Gold, Inc. | 0.89% | 0.81% | 1.21% | 1.24% | 1.24% | 1.14% | 1.05% | 0.87% | 1.17% | 1.17% | 1.45% | 1.81% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.79% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
Frequently Asked Questions
RGLD and SWRSX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RGLD has higher volatility (12.33%) compared to SWRSX (0.96%). In terms of maximum drawdown, RGLD dropped -98.29% vs SWRSX's -14.29%.
SWRSX currently has the higher Sharpe Ratio (1.56 vs 0.43), 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.
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