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SNSXX vs. SGOV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNSXX and SGOV is 0.04, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

SNSXX vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Treasury Money Fund (SNSXX) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.68%
2.16%
SNSXX
SGOV

Key characteristics

Sharpe Ratio

SNSXX:

3.22

SGOV:

21.56

Ulcer Index

SNSXX:

0.00%

SGOV:

0.00%

Daily Std Dev

SNSXX:

1.25%

SGOV:

0.23%

Max Drawdown

SNSXX:

0.00%

SGOV:

-0.03%

Current Drawdown

SNSXX:

0.00%

SGOV:

0.00%

Returns By Period

In the year-to-date period, SNSXX achieves a 0.36% return, which is significantly lower than SGOV's 1.14% return.


SNSXX

YTD

0.36%

1M

0.00%

6M

1.68%

1Y

4.26%

5Y*

2.25%

10Y*

1.37%

SGOV

YTD

1.14%

1M

0.33%

6M

2.20%

1Y

4.93%

5Y*

N/A

10Y*

N/A

*Annualized

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SNSXX vs. SGOV - Expense Ratio Comparison


Expense ratio chart for SGOV: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SGOV: 0.03%

Risk-Adjusted Performance

SNSXX vs. SGOV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SNSXX

SGOV
The Risk-Adjusted Performance Rank of SGOV is 100100
Overall Rank
The Sharpe Ratio Rank of SGOV is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of SGOV is 100100
Sortino Ratio Rank
The Omega Ratio Rank of SGOV is 100100
Omega Ratio Rank
The Calmar Ratio Rank of SGOV is 100100
Calmar Ratio Rank
The Martin Ratio Rank of SGOV is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNSXX vs. SGOV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Treasury Money Fund (SNSXX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 chart of Sharpe ratio for SNSXX, currently valued at 3.22, compared to the broader market-1.000.001.002.003.00
SNSXX: 3.22
SGOV: 20.97

The current SNSXX Sharpe Ratio is 3.22, which is lower than the SGOV Sharpe Ratio of 21.56. The chart below compares the historical Sharpe Ratios of SNSXX and SGOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio5.0010.0015.0020.00NovemberDecember2025FebruaryMarchApril
3.22
20.97
SNSXX
SGOV

Dividends

SNSXX vs. SGOV - Dividend Comparison

SNSXX's dividend yield for the trailing twelve months is around 4.17%, less than SGOV's 4.80% yield.


TTM2024202320222021202020192018
SNSXX
Schwab U.S. Treasury Money Fund
4.17%4.86%4.61%1.28%0.02%0.27%1.47%0.78%
SGOV
iShares 0-3 Month Treasury Bond ETF
4.80%5.10%4.87%1.45%0.03%0.05%0.00%0.00%

Drawdowns

SNSXX vs. SGOV - Drawdown Comparison

The maximum SNSXX drawdown since its inception was 0.00%, smaller than the maximum SGOV drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for SNSXX and SGOV. For additional features, visit the drawdowns tool.


-0.01%-0.01%-0.01%-0.00%-0.00%0.00%NovemberDecember2025FebruaryMarchApril00
SNSXX
SGOV

Volatility

SNSXX vs. SGOV - Volatility Comparison

The current volatility for Schwab U.S. Treasury Money Fund (SNSXX) is 0.00%, while iShares 0-3 Month Treasury Bond ETF (SGOV) has a volatility of 0.05%. This indicates that SNSXX experiences smaller price fluctuations and is considered to be less risky than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.10%0.20%0.30%0.40%NovemberDecember2025FebruaryMarchApril0
0.05%
SNSXX
SGOV