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SNSXX vs. SWVXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SNSXX and SWVXX 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.


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.

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Key characteristics

Sharpe Ratio

SNSXX:

3.54

SWVXX:

3.38

Ulcer Index

SNSXX:

0.00%

SWVXX:

0.00%

Daily Std Dev

SNSXX:

1.24%

SWVXX:

1.23%

Max Drawdown

SNSXX:

0.00%

SWVXX:

0.00%

Current Drawdown

SNSXX:

0.00%

SWVXX:

0.00%

Returns By Period

In the year-to-date period, SNSXX achieves a 1.32% return, which is significantly higher than SWVXX's 1.03% return. Over the past 10 years, SNSXX has underperformed SWVXX with an annualized return of 1.47%, while SWVXX has yielded a comparatively higher 1.73% annualized return.


SNSXX

YTD

1.32%

1M

0.33%

6M

2.06%

1Y

4.42%

3Y*

4.11%

5Y*

2.45%

10Y*

1.47%

SWVXX

YTD

1.03%

1M

0.00%

6M

1.79%

1Y

4.20%

3Y*

4.25%

5Y*

2.55%

10Y*

1.73%

*Annualized

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Schwab U.S. Treasury Money Fund

Schwab Value Advantage Money Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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.


The current SNSXX Sharpe Ratio is 3.54, which is comparable to the SWVXX Sharpe Ratio of 3.38. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SNSXX vs. SWVXX - Volatility Comparison

Schwab U.S. Treasury Money Fund (SNSXX) has a higher volatility of 0.33% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.00%. This indicates that SNSXX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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