SCHB vs. SWANX
Compare and contrast key facts about Schwab U.S. Broad Market ETF (SCHB) and Schwab Core Equity Fund™ (SWANX).
SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009. SWANX is managed by Charles Schwab. It was launched on Jul 1, 1996.
Performance
SCHB vs. SWANX - Performance Comparison
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SCHB vs. SWANX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | -4.05% | 16.94% | 23.93% | 26.16% | -19.46% | 25.84% | 20.76% | 30.79% | -5.43% | 21.20% |
SWANX Schwab Core Equity Fund™ | -9.30% | 6.61% | 25.42% | 22.83% | -18.00% | 27.27% | 11.95% | 29.50% | -9.53% | 24.26% |
Returns By Period
In the year-to-date period, SCHB achieves a -4.05% return, which is significantly higher than SWANX's -9.30% return. Over the past 10 years, SCHB has outperformed SWANX with an annualized return of 13.57%, while SWANX has yielded a comparatively lower 10.70% annualized return.
SCHB
- 1D
- 2.91%
- 1M
- -4.99%
- YTD
- -4.05%
- 6M
- -1.80%
- 1Y
- 17.96%
- 3Y*
- 17.85%
- 5Y*
- 10.52%
- 10Y*
- 13.57%
SWANX
- 1D
- -0.09%
- 1M
- -7.74%
- YTD
- -9.30%
- 6M
- -12.09%
- 1Y
- 2.59%
- 3Y*
- 11.86%
- 5Y*
- 7.97%
- 10Y*
- 10.70%
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SCHB vs. SWANX - Expense Ratio Comparison
SCHB has a 0.03% expense ratio, which is lower than SWANX's 0.73% expense ratio.
Return for Risk
SCHB vs. SWANX — Risk / Return Rank
SCHB
SWANX
SCHB vs. SWANX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Broad Market ETF (SCHB) and Schwab Core Equity Fund™ (SWANX). 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.
| SCHB | SWANX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.16 | +0.82 |
Sortino ratioReturn per unit of downside risk | 1.50 | 0.35 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.06 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.03 | +1.48 |
Martin ratioReturn relative to average drawdown | 7.15 | 0.10 | +7.06 |
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
| SCHB | SWANX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.16 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.47 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.59 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.45 | +0.33 |
Correlation
The correlation between SCHB and SWANX is 0.97, 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
SCHB vs. SWANX - Dividend Comparison
SCHB's dividend yield for the trailing twelve months is around 1.18%, while SWANX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | 1.18% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
SWANX Schwab Core Equity Fund™ | 0.00% | 0.00% | 8.37% | 2.89% | 16.55% | 28.81% | 4.67% | 2.88% | 15.23% | 11.59% | 1.66% | 17.05% |
Drawdowns
SCHB vs. SWANX - Drawdown Comparison
The maximum SCHB drawdown since its inception was -35.27%, smaller than the maximum SWANX drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for SCHB and SWANX.
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Drawdown Indicators
| SCHB | SWANX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -51.33% | +16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -15.58% | +3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | -23.72% | -1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.27% | -34.66% | -0.61% |
Current DrawdownCurrent decline from peak | -6.26% | -15.58% | +9.32% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -11.32% | +7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 5.00% | -2.42% |
Volatility
SCHB vs. SWANX - Volatility Comparison
Schwab U.S. Broad Market ETF (SCHB) has a higher volatility of 5.48% compared to Schwab Core Equity Fund™ (SWANX) at 4.05%. This indicates that SCHB's price experiences larger fluctuations and is considered to be riskier than SWANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHB | SWANX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 4.05% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 11.53% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 19.14% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 16.93% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 18.09% | +0.21% |