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SNXFX vs. SWAGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNXFX vs. SWAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index Fund (SNXFX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNXFX achieves a 10.52% return, which is significantly higher than SWAGX's 0.38% return.


SNXFX

1D
1.13%
1M
0.82%
YTD
10.52%
6M
9.76%
1Y
27.01%
3Y*
20.85%
5Y*
13.28%
10Y*
15.23%

SWAGX

1D
0.22%
1M
0.81%
YTD
0.38%
6M
0.74%
1Y
4.66%
3Y*
4.01%
5Y*
-0.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNXFX vs. SWAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNXFX
Schwab 1000 Index Fund
10.52%17.23%24.46%26.53%-19.46%26.10%20.71%31.43%-5.04%14.91%
SWAGX
Schwab U.S. Aggregate Bond Index Fund
0.38%7.11%1.38%5.46%-13.62%-2.29%7.39%8.64%-0.11%2.62%

Correlation

The correlation between SNXFX and SWAGX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2017

0.02

Over the past year, SNXFX and SWAGX have become more correlated (0.33) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

SNXFX vs. SWAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SNXFX
SNXFX Risk / Return Rank: 6363
Overall Rank
SNXFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 5555
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 5757
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 7777
Martin Ratio Rank

SWAGX
SWAGX Risk / Return Rank: 2020
Overall Rank
SWAGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SWAGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SWAGX Omega Ratio Rank: 1919
Omega Ratio Rank
SWAGX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SWAGX Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SNXFX vs. SWAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SNXFXSWAGXDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.38

1.21

+0.17

Calmar ratioReturn relative to maximum drawdown

3.00

1.57

+1.43

Martin ratioReturn relative to average drawdown

13.44

4.48

+8.96

SNXFX vs. SWAGX - Sharpe Ratio Comparison

The current SNXFX Sharpe Ratio is 2.11, which is higher than the SWAGX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of SNXFX and SWAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SNXFX vs. SWAGX - Drawdown Comparison

The maximum SNXFX drawdown since its inception was -55.08%, which is greater than SWAGX's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for SNXFX and SWAGX.


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Drawdown Indicators


SNXFXSWAGXDifference

Max Drawdown

Largest peak-to-trough decline

-55.08%

-19.68%

-35.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-3.05%

-5.89%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

-6.14%

-13.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-18.76%

-6.60%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

Current Drawdown

Current decline from peak

-1.23%

-3.38%

+2.15%

Average Drawdown

Average peak-to-trough decline

-8.75%

-5.67%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.07%

+0.92%

Volatility

SNXFX vs. SWAGX - Volatility Comparison

Schwab 1000 Index Fund (SNXFX) has a higher volatility of 4.92% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.14%. This indicates that SNXFX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNXFXSWAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

1.14%

+3.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

2.94%

+7.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

3.95%

+8.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

6.09%

+11.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

5.11%

+13.67%

SNXFX vs. SWAGX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is higher than SWAGX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SNXFX vs. SWAGX - Dividend Comparison

SNXFX's dividend yield for the trailing twelve months is around 1.32%, less than SWAGX's 4.13% yield.


PositionTTM20252024202320222021202020192018201720162015
SNXFX
Schwab 1000 Index Fund
1.32%1.45%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%
SWAGX
Schwab U.S. Aggregate Bond Index Fund
4.13%4.02%3.88%3.22%1.93%1.56%2.47%2.87%2.80%1.98%0.00%0.00%

Frequently Asked Questions


SNXFX and SWAGX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNXFX has higher volatility (4.92%) compared to SWAGX (1.14%). In terms of maximum drawdown, SNXFX dropped -55.08% vs SWAGX's -19.68%.

SNXFX currently has the higher Sharpe Ratio (2.11 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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