SCHB vs. SWTSX
Compare and contrast key facts about Schwab U.S. Broad Market ETF (SCHB) and Schwab Total Stock Market Index Fund (SWTSX).
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. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHB or SWTSX.
Performance
SCHB vs. SWTSX - Performance Comparison
Returns By Period
In the year-to-date period, SCHB achieves a 26.08% return, which is significantly higher than SWTSX's 23.68% return. Over the past 10 years, SCHB has outperformed SWTSX with an annualized return of 14.91%, while SWTSX has yielded a comparatively lower 12.54% annualized return.
SCHB
26.08%
0.89%
12.88%
36.13%
17.19%
14.91%
SWTSX
23.68%
0.89%
11.46%
32.45%
14.61%
12.54%
Key characteristics
| SCHB | SWTSX | |
|---|---|---|
| Sharpe Ratio | 2.88 | 2.55 |
| Sortino Ratio | 3.82 | 3.42 |
| Omega Ratio | 1.53 | 1.47 |
| Calmar Ratio | 4.23 | 3.77 |
| Martin Ratio | 18.57 | 16.43 |
| Ulcer Index | 1.94% | 1.97% |
| Daily Std Dev | 12.55% | 12.69% |
| Max Drawdown | -35.27% | -54.60% |
| Current Drawdown | -2.45% | -2.41% |
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SCHB vs. SWTSX - Expense Ratio Comparison
Both SCHB and SWTSX have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between SCHB and SWTSX is 0.99, 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.
Risk-Adjusted Performance
SCHB vs. SWTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Broad Market ETF (SCHB) and Schwab Total Stock Market Index Fund (SWTSX). 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.
Dividends
SCHB vs. SWTSX - Dividend Comparison
SCHB's dividend yield for the trailing twelve months is around 1.20%, more than SWTSX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | 1.20% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% | 1.63% |
SWTSX Schwab Total Stock Market Index Fund | 1.14% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
Drawdowns
SCHB vs. SWTSX - Drawdown Comparison
The maximum SCHB drawdown since its inception was -35.27%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SCHB and SWTSX. For additional features, visit the drawdowns tool.
Volatility
SCHB vs. SWTSX - Volatility Comparison
Schwab U.S. Broad Market ETF (SCHB) and Schwab Total Stock Market Index Fund (SWTSX) have volatilities of 4.28% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.