SNSXX vs. SWVXX
Compare and contrast key facts about Schwab U.S. Treasury Money Fund (SNSXX) and Schwab Value Advantage Money Fund (SWVXX).
SNSXX is managed by Charles Schwab. It was launched on Jan 17, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNSXX or SWVXX.
Key characteristics
| SNSXX | SWVXX | |
|---|---|---|
| YTD Return | 3.58% | 3.69% |
| 1Y Return | 4.70% | 4.84% |
| 3Y Return (Ann) | 3.17% | 3.41% |
| 5Y Return (Ann) | 2.02% | 2.21% |
| 10Y Return (Ann) | 1.20% | 1.49% |
| Sharpe Ratio | 3.36 | 3.36 |
| Ulcer Index | 0.00% | 0.00% |
| Daily Std Dev | 1.39% | 1.43% |
| Max Drawdown | 0.00% | 0.00% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SNSXX and SWVXX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SNSXX vs. SWVXX - Performance Comparison
The year-to-date returns for both investments are quite close, with SNSXX having a 3.58% return and SWVXX slightly higher at 3.69%. Over the past 10 years, SNSXX has underperformed SWVXX with an annualized return of 1.20%, while SWVXX has yielded a comparatively higher 1.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SNSXX vs. SWVXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Treasury Money Fund (SNSXX) and Schwab Value Advantage Money Fund (SWVXX). 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.
Drawdowns
SNSXX vs. SWVXX - Drawdown Comparison
The maximum SNSXX drawdown since its inception was 0.00%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SNSXX and SWVXX. For additional features, visit the drawdowns tool.
Volatility
SNSXX vs. SWVXX - Volatility Comparison
Schwab U.S. Treasury Money Fund (SNSXX) and Schwab Value Advantage Money Fund (SWVXX) have volatilities of 0.37% and 0.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.