SCHX vs. SWPPX
Compare and contrast key facts about Schwab U.S. Large-Cap ETF (SCHX) and Schwab S&P 500 Index Fund (SWPPX).
SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHX or SWPPX.
Performance
SCHX vs. SWPPX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SCHX having a 25.34% return and SWPPX slightly lower at 24.51%. Over the past 10 years, SCHX has outperformed SWPPX with an annualized return of 14.79%, while SWPPX has yielded a comparatively lower 13.10% annualized return.
SCHX
25.34%
0.87%
12.25%
33.49%
16.83%
14.79%
SWPPX
24.51%
0.57%
11.39%
31.99%
15.29%
13.10%
Key characteristics
| SCHX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 2.71 | 2.61 |
| Sortino Ratio | 3.62 | 3.49 |
| Omega Ratio | 1.50 | 1.49 |
| Calmar Ratio | 3.93 | 3.80 |
| Martin Ratio | 17.65 | 17.12 |
| Ulcer Index | 1.90% | 1.88% |
| Daily Std Dev | 12.37% | 12.31% |
| Max Drawdown | -34.33% | -55.06% |
| Current Drawdown | -2.19% | -2.15% |
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SCHX vs. SWPPX - Expense Ratio Comparison
SCHX has a 0.03% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SCHX and SWPPX 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
SCHX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) and Schwab S&P 500 Index Fund (SWPPX). 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
SCHX vs. SWPPX - Dividend Comparison
SCHX's dividend yield for the trailing twelve months is around 1.20%, more than SWPPX's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | 1.20% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
SWPPX Schwab S&P 500 Index Fund | 1.15% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
SCHX vs. SWPPX - Drawdown Comparison
The maximum SCHX drawdown since its inception was -34.33%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SCHX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
SCHX vs. SWPPX - Volatility Comparison
Schwab U.S. Large-Cap ETF (SCHX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 4.23% and 4.05%, 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.