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SNSXX vs. SWVXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

SNSXX vs. SWVXX - Performance Comparison

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

0.00%0.50%1.00%1.50%2.00%JuneJulyAugustSeptemberOctoberNovember
2.09%
2.37%
SNSXX
SWVXX

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

YTD

3.58%

1M

0.00%

6M

2.09%

1Y

4.26%

5Y (annualized)

1.99%

10Y (annualized)

1.20%

SWVXX

YTD

3.90%

1M

0.21%

6M

2.36%

1Y

4.61%

5Y (annualized)

2.22%

10Y (annualized)

1.51%

Key characteristics


SNSXXSWVXX
Sharpe Ratio3.183.30
Ulcer Index0.00%0.00%
Daily Std Dev1.33%1.39%
Max Drawdown0.00%0.00%
Current Drawdown0.00%0.00%

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Correlation

-0.50.00.51.00.8

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.


Sharpe ratio
The chart of Sharpe ratio for SNSXX, currently valued at 3.18, compared to the broader market-1.000.001.002.003.004.005.003.183.30
No data
SNSXX
SWVXX

The current SNSXX Sharpe Ratio is 3.18, which is comparable to the SWVXX Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of SNSXX and SWVXX, 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 Ratio3.153.203.253.303.353.403.453.50JuneJulyAugustSeptemberOctoberNovember
3.18
3.30
SNSXX
SWVXX

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.


0.00%JuneJulyAugustSeptemberOctoberNovember00
SNSXX
SWVXX

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.


0.00%0.10%0.20%0.30%0.40%0.50%0.60%JuneJulyAugustSeptemberOctoberNovember0
0.21%
SNSXX
SWVXX