SNXFX vs. SWAGX
Compare and contrast key facts about Schwab 1000 Index Fund (SNXFX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
SNXFX is a passively managed fund by Charles Schwab that tracks the performance of the Schwab 1000 Index. It was launched on Apr 2, 1991. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNXFX or SWAGX.
Performance
SNXFX vs. SWAGX - Performance Comparison
Returns By Period
In the year-to-date period, SNXFX achieves a 25.37% return, which is significantly higher than SWAGX's 1.39% return.
SNXFX
25.37%
1.67%
12.47%
32.78%
15.18%
12.77%
SWAGX
1.39%
-0.79%
3.01%
6.26%
-0.37%
N/A
Key characteristics
| SNXFX | SWAGX | |
|---|---|---|
| Sharpe Ratio | 2.60 | 1.09 |
| Sortino Ratio | 3.47 | 1.60 |
| Omega Ratio | 1.48 | 1.19 |
| Calmar Ratio | 3.80 | 0.42 |
| Martin Ratio | 16.73 | 3.46 |
| Ulcer Index | 1.94% | 1.81% |
| Daily Std Dev | 12.51% | 5.74% |
| Max Drawdown | -55.08% | -18.84% |
| Current Drawdown | -1.35% | -9.21% |
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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%.
Correlation
The correlation between SNXFX and SWAGX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
SNXFX vs. SWAGX - Risk-Adjusted Performance 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.
Dividends
SNXFX vs. SWAGX - Dividend Comparison
SNXFX's dividend yield for the trailing twelve months is around 1.13%, less than SWAGX's 3.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNXFX Schwab 1000 Index Fund | 1.13% | 1.41% | 1.61% | 1.19% | 1.71% | 1.81% | 2.29% | 1.75% | 1.81% | 1.93% | 1.64% | 1.54% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.80% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
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 -18.84%. Use the drawdown chart below to compare losses from any high point for SNXFX and SWAGX. For additional features, visit the drawdowns tool.
Volatility
SNXFX vs. SWAGX - Volatility Comparison
Schwab 1000 Index Fund (SNXFX) has a higher volatility of 4.18% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.54%. 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.