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.
Performance
SNSXX vs. SWVXX - Performance Comparison
Returns By Period
In the year-to-date period, SNSXX achieves a 3.58% return, which is significantly lower than SWVXX's 3.90% return. Over the past 10 years, SNSXX has underperformed SWVXX with an annualized return of 1.20%, while SWVXX has yielded a comparatively higher 1.51% annualized return.
SNSXX
3.58%
0.00%
2.09%
4.26%
1.99%
1.20%
SWVXX
3.90%
0.21%
2.36%
4.61%
2.22%
1.51%
Key characteristics
SNSXX | SWVXX | |
---|---|---|
Sharpe Ratio | 3.18 | 3.30 |
Ulcer Index | 0.00% | 0.00% |
Daily Std Dev | 1.33% | 1.39% |
Max Drawdown | 0.00% | 0.00% |
Current Drawdown | 0.00% | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between SNSXX and SWVXX is 0.79, 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.
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
The current volatility for Schwab U.S. Treasury Money Fund (SNSXX) is 0.00%, while Schwab Value Advantage Money Fund (SWVXX) has a volatility of 0.21%. This indicates that SNSXX experiences smaller price fluctuations and is considered to be less risky than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.