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SNSXX vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

SNSXX vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Schwab U.S. Treasury Money Fund (SNSXX) and S&P 500 Index (^GSPC).

SNSXX is managed by Charles Schwab. It was launched on Jan 17, 2018.

Performance

SNSXX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Treasury Money Fund (SNSXX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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SNSXX vs. ^GSPC - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SNSXX
Schwab U.S. Treasury Money Fund		0.55%3.97%1.61%0.00%0.00%0.00%
^GSPC
S&P 500 Index		-3.84%16.39%23.31%24.23%-19.44%13.80%

Returns By Period

In the year-to-date period, SNSXX achieves a 0.55% return, which is significantly higher than ^GSPC's -3.84% return.

SNSXX

1D
0.00%
1M
0.00%
YTD
0.55%
6M
1.49%
1Y
3.52%
3Y*
2.03%
5Y*
—
10Y*
—

^GSPC

1D
0.11%
1M
-3.43%
YTD
-3.84%
6M
-1.98%
1Y
16.08%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Schwab U.S. Treasury Money Fund

S&P 500 Index

Often compared with SNSXX:
SNSXX vs. SPAXXSNSXX vs. SWVXXSNSXX vs. SGOVSNSXX vs. VMFXXSNSXX vs. BILSNSXX vs. SWPPXSNSXX vs. SPY
Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. QQQ^GSPC vs. XLP^GSPC vs. XLY

Return for Risk

SNSXX vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SNSXX
^GSPC
^GSPC Risk / Return Rank: 5858
Overall Rank
^GSPC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5555
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 5959
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5252
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNSXX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Treasury Money Fund (SNSXX) and S&P 500 Index (^GSPC). 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.

SNSXX^GSPCDifference

Sharpe ratio

Return per unit of total volatility

3.52

0.88

+2.63

Sortino ratio

Return per unit of downside risk

—

1.37

—

Omega ratio

Gain probability vs. loss probability

—

1.21

—

Calmar ratio

Return relative to maximum drawdown

—

1.39

—

Martin ratio

Return relative to average drawdown

—

6.43

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNSXX vs. ^GSPC - Sharpe Ratio Comparison

The current SNSXX Sharpe Ratio is 3.52, which is higher than the ^GSPC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SNSXX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SNSXX^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.52

0.88

+2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.62

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.68

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.96

0.46

+1.50

Correlation

The correlation between SNSXX and ^GSPC is 0.01, 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.

Drawdowns

SNSXX vs. ^GSPC - Drawdown Comparison

The maximum SNSXX drawdown since its inception was 0.00%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SNSXX and ^GSPC.

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Drawdown Indicators

SNSXX^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-56.78%

+56.78%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-9.10%

+9.10%

Max Drawdown (5Y)

Largest decline over 5 years

—

-25.43%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.92%

—

Current Drawdown

Current decline from peak

0.00%

-5.67%

+5.67%

Average Drawdown

Average peak-to-trough decline

0.00%

-10.75%

+10.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.62%

-2.62%

Volatility

SNSXX vs. ^GSPC - Volatility Comparison

The current volatility for Schwab U.S. Treasury Money Fund (SNSXX) is 0.00%, while S&P 500 Index (^GSPC) has a volatility of 5.29%. This indicates that SNSXX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SNSXX^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.29%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

0.72%

9.55%

-8.83%

Volatility (1Y)

Calculated over the trailing 1-year period

1.05%

18.33%

-17.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.66%

16.90%

-16.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.66%

18.04%

-17.38%