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SCHB vs. SWTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 1.0

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.

540.00%560.00%580.00%600.00%620.00%640.00%660.00%NovemberDecember2025FebruaryMarchApril
591.43%
561.31%
SCHB
SWTSX

Key characteristics

Sharpe Ratio

SCHB:

0.53

SWTSX:

0.52

Sortino Ratio

SCHB:

0.80

SWTSX:

0.78

Omega Ratio

SCHB:

1.10

SWTSX:

1.10

Calmar Ratio

SCHB:

0.71

SWTSX:

0.71

Martin Ratio

SCHB:

2.34

SWTSX:

2.33

Ulcer Index

SCHB:

3.23%

SWTSX:

3.22%

Daily Std Dev

SCHB:

14.20%

SWTSX:

14.35%

Max Drawdown

SCHB:

-35.27%

SWTSX:

-54.70%

Current Drawdown

SCHB:

-8.74%

SWTSX:

-8.74%

Returns By Period

The year-to-date returns for both investments are quite close, with SCHB having a -4.52% return and SWTSX slightly higher at -4.49%. Both investments have delivered pretty close results over the past 10 years, with SCHB having a 11.82% annualized return and SWTSX not far behind at 11.47%.


SCHB

YTD

-4.52%

1M

-5.44%

6M

-0.96%

1Y

7.84%

5Y*

18.94%

10Y*

11.82%

SWTSX

YTD

-4.49%

1M

-5.55%

6M

-0.97%

1Y

7.79%

5Y*

18.80%

10Y*

11.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


SCHB
Schwab U.S. Broad Market ETF
Expense ratio chart for SCHB: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHB: 0.03%
Expense ratio chart for SWTSX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWTSX: 0.03%

Risk-Adjusted Performance

SCHB vs. SWTSX — Risk-Adjusted Performance Rank

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

SCHB
The Risk-Adjusted Performance Rank of SCHB is 5656
Overall Rank
The Sharpe Ratio Rank of SCHB is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHB is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SCHB is 5353
Omega Ratio Rank
The Calmar Ratio Rank of SCHB is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SCHB is 6060
Martin Ratio Rank

SWTSX
The Risk-Adjusted Performance Rank of SWTSX is 6666
Overall Rank
The Sharpe Ratio Rank of SWTSX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SWTSX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SWTSX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SWTSX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SWTSX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SCHB, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.005.00
SCHB: 0.53
SWTSX: 0.52
The chart of Sortino ratio for SCHB, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.0010.00
SCHB: 0.80
SWTSX: 0.78
The chart of Omega ratio for SCHB, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
SCHB: 1.10
SWTSX: 1.10
The chart of Calmar ratio for SCHB, currently valued at 0.71, compared to the broader market0.005.0010.0015.00
SCHB: 0.71
SWTSX: 0.71
The chart of Martin ratio for SCHB, currently valued at 2.34, compared to the broader market0.0020.0040.0060.0080.00100.00
SCHB: 2.34
SWTSX: 2.33

The current SCHB Sharpe Ratio is 0.53, which is comparable to the SWTSX Sharpe Ratio of 0.52. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.53
0.52
SCHB
SWTSX

Dividends

SCHB vs. SWTSX - Dividend Comparison

SCHB's dividend yield for the trailing twelve months is around 1.32%, more than SWTSX's 1.29% yield.


TTM20242023202220212020201920182017201620152014
SCHB
Schwab U.S. Broad Market ETF
1.32%1.24%1.40%1.61%1.21%1.63%1.80%2.13%1.65%1.86%2.00%1.72%
SWTSX
Schwab Total Stock Market Index Fund
1.29%1.24%1.41%1.62%1.17%1.63%1.68%2.06%1.61%1.85%1.95%1.66%

Drawdowns

SCHB vs. SWTSX - Drawdown Comparison

The maximum SCHB drawdown since its inception was -35.27%, smaller than the maximum SWTSX drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for SCHB and SWTSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.74%
-8.74%
SCHB
SWTSX

Volatility

SCHB vs. SWTSX - Volatility Comparison

Schwab U.S. Broad Market ETF (SCHB) and Schwab Total Stock Market Index Fund (SWTSX) have volatilities of 5.85% and 6.01%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.85%
6.01%
SCHB
SWTSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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