SCHZ vs. SWAGX
Compare and contrast key facts about Schwab U.S. Aggregate Bond ETF (SCHZ) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
SCHZ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate Bond Index. It was launched on Jul 14, 2011. SWAGX is managed by Charles Schwab.
Performance
SCHZ vs. SWAGX - Performance Comparison
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SCHZ vs. SWAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHZ Schwab U.S. Aggregate Bond ETF | 0.05% | 7.24% | 1.26% | 5.60% | -13.17% | -1.72% | 7.46% | 8.65% | -0.26% | 2.63% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | -0.44% | 7.11% | 1.38% | 5.46% | -13.62% | -2.29% | 7.39% | 8.64% | -0.11% | 2.62% |
Returns By Period
In the year-to-date period, SCHZ achieves a 0.05% return, which is significantly higher than SWAGX's -0.44% return.
SCHZ
- 1D
- 0.26%
- 1M
- -1.75%
- YTD
- 0.05%
- 6M
- 0.95%
- 1Y
- 4.41%
- 3Y*
- 3.57%
- 5Y*
- 0.20%
- 10Y*
- 1.61%
SWAGX
- 1D
- 0.56%
- 1M
- -2.30%
- YTD
- -0.44%
- 6M
- 0.48%
- 1Y
- 3.81%
- 3Y*
- 3.39%
- 5Y*
- 0.01%
- 10Y*
- —
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SCHZ vs. SWAGX - Expense Ratio Comparison
SCHZ has a 0.03% expense ratio, which is lower than SWAGX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SCHZ vs. SWAGX — Risk / Return Rank
SCHZ
SWAGX
SCHZ vs. SWAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond ETF (SCHZ) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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.
| SCHZ | SWAGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.98 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.42 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.75 | +0.07 |
Martin ratioReturn relative to average drawdown | 5.21 | 4.95 | +0.26 |
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
| SCHZ | SWAGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.98 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.00 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.30 | +0.14 |
Correlation
The correlation between SCHZ and SWAGX is 0.91, 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
SCHZ vs. SWAGX - Dividend Comparison
SCHZ's dividend yield for the trailing twelve months is around 4.07%, more than SWAGX's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHZ Schwab U.S. Aggregate Bond ETF | 4.07% | 4.05% | 3.96% | 3.28% | 2.63% | 2.16% | 2.43% | 2.79% | 2.56% | 2.40% | 2.24% | 2.11% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.76% | 4.02% | 3.88% | 3.22% | 1.93% | 1.56% | 2.47% | 2.87% | 2.80% | 1.98% | 0.00% | 0.00% |
Drawdowns
SCHZ vs. SWAGX - Drawdown Comparison
The maximum SCHZ drawdown since its inception was -18.74%, roughly equal to the maximum SWAGX drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for SCHZ and SWAGX.
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Drawdown Indicators
| SCHZ | SWAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -19.68% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -2.84% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -18.01% | -18.76% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -18.74% | — | — |
Current DrawdownCurrent decline from peak | -2.71% | -4.18% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -5.72% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 1.00% | -0.13% |
Volatility
SCHZ vs. SWAGX - Volatility Comparison
Schwab U.S. Aggregate Bond ETF (SCHZ) and Schwab U.S. Aggregate Bond Index Fund (SWAGX) have volatilities of 1.66% and 1.66%, 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.
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Volatility by Period
| SCHZ | SWAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.66% | 1.66% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.49% | 2.70% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.29% | 4.48% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.07% | 6.06% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.40% | 5.13% | +0.27% |