SCHZ vs. SWAGX

In the year-to-date period, SCHZ achieves a 2.14% return, which is significantly higher than SWAGX's 1.68% return.

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Both SCHZ and SWAGX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

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.

The current SCHZ Sharpe Ratio is 0.93, which is comparable to the SWAGX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SCHZ and SWAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SCHZ's dividend yield for the trailing twelve months is around 4.04%, more than SWAGX's 3.98% yield.

The maximum SCHZ drawdown since its inception was -18.74%, roughly equal to the maximum SWAGX drawdown of -18.77%. Use the drawdown chart below to compare losses from any high point for SCHZ and SWAGX.

Schwab U.S. Aggregate Bond ETF (SCHZ) and Schwab U.S. Aggregate Bond Index Fund (SWAGX) have volatilities of 1.44% and 1.50%, 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.