SNXFX vs. SWAGX
SNXFX (Schwab 1000 Index Fund) and SWAGX (Schwab U.S. Aggregate Bond Index Fund) are both mutual funds - SNXFX is a Large Cap Blend Equities fund tracking the Schwab 1000 Index, while SWAGX is a Total Bond Market fund tracking the Bloomberg US Aggregate Bond Index. Both are passively managed. Over the past 5 years, SNXFX returned 13.28%/yr vs -0.16%/yr for SWAGX. At a 0.02 correlation, their price movements are largely independent. SNXFX charges 0.05%/yr vs 0.04%/yr for SWAGX.
Performance
SNXFX vs. SWAGX - Performance Comparison
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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*
- —
SNXFX vs. SWAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SNXFX
SWAGX
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.
| SNXFX | SWAGX | Difference | |
|---|---|---|---|
| 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 |
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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
| SNXFX | SWAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.23% | -3.38% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -8.75% | -5.67% | -3.08% |
Ulcer IndexDepth 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
| SNXFX | SWAGX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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