SCMBX vs. SWLGX
Compare and contrast key facts about DWS Managed Municipal Bond Fund (SCMBX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SCMBX is managed by Blackrock. It was launched on Oct 13, 1976. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCMBX or SWLGX.
Key characteristics
| SCMBX | SWLGX | |
|---|---|---|
| YTD Return | 2.81% | 32.17% |
| 1Y Return | 9.94% | 45.23% |
| 3Y Return (Ann) | -0.51% | 10.40% |
| 5Y Return (Ann) | 1.39% | 20.14% |
| Sharpe Ratio | 2.53 | 2.62 |
| Sortino Ratio | 3.90 | 3.35 |
| Omega Ratio | 1.61 | 1.48 |
| Calmar Ratio | 0.89 | 3.35 |
| Martin Ratio | 11.62 | 13.17 |
| Ulcer Index | 0.85% | 3.34% |
| Daily Std Dev | 3.92% | 16.80% |
| Max Drawdown | -17.56% | -32.69% |
| Current Drawdown | -2.28% | 0.00% |
Correlation
The correlation between SCMBX and SWLGX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SCMBX vs. SWLGX - Performance Comparison
In the year-to-date period, SCMBX achieves a 2.81% return, which is significantly lower than SWLGX's 32.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SCMBX vs. SWLGX - Expense Ratio Comparison
SCMBX has a 0.54% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Risk-Adjusted Performance
SCMBX vs. SWLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Managed Municipal Bond Fund (SCMBX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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
SCMBX vs. SWLGX - Dividend Comparison
SCMBX's dividend yield for the trailing twelve months is around 4.04%, more than SWLGX's 0.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCMBX DWS Managed Municipal Bond Fund | 4.04% | 4.08% | 4.30% | 2.87% | 4.00% | 3.49% | 3.38% | 3.42% | 3.78% | 3.91% | 4.07% | 4.30% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.67% | 0.93% | 0.57% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCMBX vs. SWLGX - Drawdown Comparison
The maximum SCMBX drawdown since its inception was -17.56%, smaller than the maximum SWLGX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SCMBX and SWLGX. For additional features, visit the drawdowns tool.
Volatility
SCMBX vs. SWLGX - Volatility Comparison
The current volatility for DWS Managed Municipal Bond Fund (SCMBX) is 1.93%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.09%. This indicates that SCMBX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.