SNSXX vs. SWAGX

In the year-to-date period, SNSXX achieves a 1.32% return, which is significantly higher than SWAGX's 1.10% return.

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This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Treasury Money Fund (SNSXX) 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.

The current SNSXX Sharpe Ratio is 3.54, which is higher than the SWAGX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SNSXX and SWAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SNSXX's dividend yield for the trailing twelve months is around 4.31%, more than SWAGX's 4.01% yield.

The maximum SNSXX drawdown since its inception was 0.00%, smaller than the maximum SWAGX drawdown of -18.77%. Use the drawdown chart below to compare losses from any high point for SNSXX and SWAGX.

The current volatility for Schwab U.S. Treasury Money Fund (SNSXX) is 0.33%, while Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a volatility of 1.42%. This indicates that SNSXX experiences smaller price fluctuations and is considered to be less risky than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.