SFREX vs. SWAGX
Compare and contrast key facts about Schwab Fundamental Global Real Estate Index Fund (SFREX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
SFREX is managed by Charles Schwab. It was launched on Oct 21, 2014. SWAGX is managed by Charles Schwab.
Performance
SFREX vs. SWAGX - Performance Comparison
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SFREX vs. SWAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFREX Schwab Fundamental Global Real Estate Index Fund | -2.53% | 11.26% | 3.05% | 4.10% | -21.06% | 18.56% | -11.16% | 22.61% | -8.26% | 12.82% |
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, SFREX achieves a -2.53% return, which is significantly lower than SWAGX's -0.44% return.
SFREX
- 1D
- 0.21%
- 1M
- -11.77%
- YTD
- -2.53%
- 6M
- -5.00%
- 1Y
- 6.19%
- 3Y*
- 5.99%
- 5Y*
- -0.08%
- 10Y*
- 2.93%
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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SFREX vs. SWAGX - Expense Ratio Comparison
SFREX has a 0.39% expense ratio, which is higher than SWAGX's 0.04% expense ratio.
Return for Risk
SFREX vs. SWAGX — Risk / Return Rank
SFREX
SWAGX
SFREX vs. SWAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Global Real Estate Index Fund (SFREX) 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.
| SFREX | SWAGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.98 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.72 | 1.42 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.17 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | 1.75 | -1.28 |
Martin ratioReturn relative to average drawdown | 1.76 | 4.95 | -3.19 |
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
| SFREX | SWAGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.98 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.00 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.30 | -0.15 |
Correlation
The correlation between SFREX and SWAGX is 0.13, 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.
Dividends
SFREX vs. SWAGX - Dividend Comparison
SFREX's dividend yield for the trailing twelve months is around 3.60%, less than SWAGX's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFREX Schwab Fundamental Global Real Estate Index Fund | 3.60% | 3.51% | 3.75% | 3.53% | 2.89% | 2.92% | 3.46% | 4.10% | 5.45% | 2.78% | 5.00% | 1.29% |
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
SFREX vs. SWAGX - Drawdown Comparison
The maximum SFREX drawdown since its inception was -41.98%, which is greater than SWAGX's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for SFREX and SWAGX.
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Drawdown Indicators
| SFREX | SWAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.98% | -19.68% | -22.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -2.84% | -9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -18.76% | -15.42% |
Max Drawdown (10Y)Largest decline over 10 years | -41.98% | — | — |
Current DrawdownCurrent decline from peak | -11.77% | -4.18% | -7.59% |
Average DrawdownAverage peak-to-trough decline | -10.54% | -5.72% | -4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.00% | +2.19% |
Volatility
SFREX vs. SWAGX - Volatility Comparison
Schwab Fundamental Global Real Estate Index Fund (SFREX) has a higher volatility of 4.18% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.66%. This indicates that SFREX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFREX | SWAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 1.66% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 2.70% | +5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 4.48% | +9.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 6.06% | +10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 5.13% | +12.78% |