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SCHB vs. SWTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHB vs. SWTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Broad Market ETF (SCHB) and Schwab Total Stock Market Index Fund (SWTSX). The values are adjusted to include any dividend payments, if applicable.

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SCHB vs. SWTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SWTSX
Schwab Total Stock Market Index Fund
-6.77%17.04%23.84%26.05%-19.54%25.65%20.71%30.90%-5.35%21.08%

Returns By Period

In the year-to-date period, SCHB achieves a -4.05% return, which is significantly higher than SWTSX's -6.77% return. Both investments have delivered pretty close results over the past 10 years, with SCHB having a 13.57% annualized return and SWTSX not far behind at 13.21%.


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%

SWTSX

1D
-0.46%
1M
-7.67%
YTD
-6.77%
6M
-4.59%
1Y
14.70%
3Y*
16.68%
5Y*
10.10%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

SCHB vs. SWTSX — Risk / Return Rank

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

SCHB
SCHB Risk / Return Rank: 6565
Overall Rank
SCHB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCHB Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHB Omega Ratio Rank: 6565
Omega Ratio Rank
SCHB Calmar Ratio Rank: 6464
Calmar Ratio Rank
SCHB Martin Ratio Rank: 7474
Martin Ratio Rank

SWTSX
SWTSX Risk / Return Rank: 4545
Overall Rank
SWTSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 4848
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 5252
Martin Ratio Rank
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.

SCHB vs. SWTSX - Risk-Adjusted Trends 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.


SCHBSWTSXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.83

+0.16

Sortino ratio

Return per unit of downside risk

1.50

1.28

+0.22

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.51

1.04

+0.47

Martin ratio

Return relative to average drawdown

7.15

5.04

+2.11

SCHB vs. SWTSX - Sharpe Ratio Comparison

The current SCHB Sharpe Ratio is 0.98, which is comparable to the SWTSX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SCHB and SWTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHBSWTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.83

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.58

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.71

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.40

+0.38

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.


Dividends

SCHB vs. SWTSX - Dividend Comparison

SCHB's dividend yield for the trailing twelve months is around 1.18%, which matches SWTSX's 1.18% yield.


TTM20252024202320222021202020192018201720162015
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%
SWTSX
Schwab Total Stock Market Index Fund
1.18%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%

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.


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Drawdown Indicators


SCHBSWTSXDifference

Max Drawdown

Largest peak-to-trough decline

-35.27%

-54.60%

+19.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-12.42%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

-25.40%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

-35.01%

-0.26%

Current Drawdown

Current decline from peak

-6.26%

-8.88%

+2.62%

Average Drawdown

Average peak-to-trough decline

-4.15%

-10.63%

+6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.56%

+0.02%

Volatility

SCHB vs. SWTSX - Volatility Comparison

Schwab U.S. Broad Market ETF (SCHB) has a higher volatility of 5.48% compared to Schwab Total Stock Market Index Fund (SWTSX) at 4.45%. This indicates that SCHB's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHBSWTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

4.45%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

9.42%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

18.52%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.25%

17.41%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%

18.57%

-0.27%