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

Correlation

The correlation between SNSXX and SPY 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.


-0.50.00.51.00.0

Performance

SNSXX vs. SPY - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.63%
6.58%
SNSXX
SPY

Key characteristics

Sharpe Ratio

SNSXX:

3.05

SPY:

2.17

Ulcer Index

SNSXX:

0.00%

SPY:

1.95%

Daily Std Dev

SNSXX:

1.17%

SPY:

12.64%

Max Drawdown

SNSXX:

0.00%

SPY:

-55.19%

Current Drawdown

SNSXX:

0.00%

SPY:

-2.83%

Returns By Period

Over the past 10 years, SNSXX has underperformed SPY with an annualized return of 1.20%, while SPY has yielded a comparatively higher 13.15% annualized return.


SNSXX

YTD

0.00%

1M

0.00%

6M

1.64%

1Y

3.58%

5Y*

1.95%

10Y*

1.20%

SPY

YTD

0.44%

1M

-2.83%

6M

6.59%

1Y

25.62%

5Y*

14.26%

10Y*

13.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SNSXX vs. SPY - Expense Ratio Comparison


SPY
SPDR S&P 500 ETF
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

SNSXX vs. SPY — Risk-Adjusted Performance Rank

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

SNSXX

SPY
The Risk-Adjusted Performance Rank of SPY is 8484
Overall Rank
The Sharpe Ratio Rank of SPY is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8585
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. SPY - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SNSXX, currently valued at 3.05, compared to the broader market-1.000.001.002.003.003.052.00
No data
SNSXX
SPY

The current SNSXX Sharpe Ratio is 3.05, which is higher than the SPY Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SNSXX and SPY, 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
3.05
2.00
SNSXX
SPY

Dividends

SNSXX vs. SPY - Dividend Comparison

SNSXX's dividend yield for the trailing twelve months is around 3.51%, more than SPY's 1.20% yield.


TTM20242023202220212020201920182017201620152014
SNSXX
Schwab U.S. Treasury Money Fund
3.51%3.51%4.61%1.28%0.02%0.27%1.47%0.78%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.20%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SNSXX vs. SPY - Drawdown Comparison

The maximum SNSXX drawdown since its inception was 0.00%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SNSXX and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-2.83%
SNSXX
SPY

Volatility

SNSXX vs. SPY - Volatility Comparison

The current volatility for Schwab U.S. Treasury Money Fund (SNSXX) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.48%. This indicates that SNSXX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember20250
4.48%
SNSXX
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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