SECT vs. SWPPX
Compare and contrast key facts about Main Sector Rotation ETF (SECT) and Schwab S&P 500 Index Fund (SWPPX).
SECT is an actively managed fund by Main Management. It was launched on Sep 5, 2017. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SECT or SWPPX.
Performance
SECT vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, SECT achieves a 19.17% return, which is significantly lower than SWPPX's 25.53% return.
SECT
19.17%
1.76%
8.92%
25.97%
14.01%
N/A
SWPPX
25.53%
1.18%
12.20%
32.17%
15.57%
13.12%
Key characteristics
| SECT | SWPPX | |
|---|---|---|
| Sharpe Ratio | 1.73 | 2.59 |
| Sortino Ratio | 2.35 | 3.47 |
| Omega Ratio | 1.31 | 1.48 |
| Calmar Ratio | 3.09 | 3.77 |
| Martin Ratio | 12.16 | 16.91 |
| Ulcer Index | 2.09% | 1.89% |
| Daily Std Dev | 14.70% | 12.30% |
| Max Drawdown | -38.09% | -55.06% |
| Current Drawdown | -2.77% | -1.35% |
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SECT vs. SWPPX - Expense Ratio Comparison
SECT has a 0.78% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between SECT and SWPPX is 0.92, 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
SECT vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Main Sector Rotation ETF (SECT) 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
SECT vs. SWPPX - Dividend Comparison
SECT's dividend yield for the trailing twelve months is around 0.35%, less than SWPPX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SECT Main Sector Rotation ETF | 0.35% | 0.84% | 0.86% | 0.60% | 1.37% | 0.77% | 1.68% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.14% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
SECT vs. SWPPX - Drawdown Comparison
The maximum SECT drawdown since its inception was -38.09%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SECT and SWPPX. For additional features, visit the drawdowns tool.
Volatility
SECT vs. SWPPX - Volatility Comparison
Main Sector Rotation ETF (SECT) has a higher volatility of 5.30% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.06%. This indicates that SECT's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.