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SNXFX vs. SWTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNXFX and SWTSX is 1.00, 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.


-0.50.00.51.01.0

Performance

SNXFX vs. SWTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index Fund (SNXFX) and Schwab Total Stock Market Index Fund (SWTSX). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%JulyAugustSeptemberOctoberNovemberDecember
567.57%
609.92%
SNXFX
SWTSX

Key characteristics

Sharpe Ratio

SNXFX:

2.03

SWTSX:

1.96

Sortino Ratio

SNXFX:

2.71

SWTSX:

2.62

Omega Ratio

SNXFX:

1.38

SWTSX:

1.36

Calmar Ratio

SNXFX:

3.04

SWTSX:

2.96

Martin Ratio

SNXFX:

12.90

SWTSX:

12.34

Ulcer Index

SNXFX:

2.02%

SWTSX:

2.06%

Daily Std Dev

SNXFX:

12.82%

SWTSX:

12.98%

Max Drawdown

SNXFX:

-55.08%

SWTSX:

-54.60%

Current Drawdown

SNXFX:

-4.09%

SWTSX:

-4.24%

Returns By Period

The year-to-date returns for both stocks are quite close, with SNXFX having a 24.07% return and SWTSX slightly lower at 23.43%. Both investments have delivered pretty close results over the past 10 years, with SNXFX having a 12.55% annualized return and SWTSX not far behind at 12.33%.


SNXFX

YTD

24.07%

1M

-1.68%

6M

8.47%

1Y

24.46%

5Y*

14.08%

10Y*

12.55%

SWTSX

YTD

23.43%

1M

-1.83%

6M

8.71%

1Y

23.78%

5Y*

13.76%

10Y*

12.33%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SNXFX vs. SWTSX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is higher than SWTSX's 0.03% 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%.


SNXFX
Schwab 1000 Index Fund
Expense ratio chart for SNXFX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for SWTSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SNXFX vs. SWTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) and Schwab Total Stock Market Index Fund (SWTSX). 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 SNXFX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.002.031.96
The chart of Sortino ratio for SNXFX, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.002.712.62
The chart of Omega ratio for SNXFX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.36
The chart of Calmar ratio for SNXFX, currently valued at 3.04, compared to the broader market0.002.004.006.008.0010.0012.0014.003.042.96
The chart of Martin ratio for SNXFX, currently valued at 12.90, compared to the broader market0.0020.0040.0060.0012.9012.34
SNXFX
SWTSX

The current SNXFX Sharpe Ratio is 2.03, which is comparable to the SWTSX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of SNXFX and SWTSX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.03
1.96
SNXFX
SWTSX

Dividends

SNXFX vs. SWTSX - Dividend Comparison

Neither SNXFX nor SWTSX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SNXFX
Schwab 1000 Index Fund
0.00%1.41%1.61%1.19%1.71%1.81%2.29%1.75%1.81%1.93%1.64%1.54%
SWTSX
Schwab Total Stock Market Index Fund
0.00%1.41%1.62%1.17%1.63%1.68%2.06%1.61%1.85%1.95%1.66%1.51%

Drawdowns

SNXFX vs. SWTSX - Drawdown Comparison

The maximum SNXFX drawdown since its inception was -55.08%, roughly equal to the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SNXFX and SWTSX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.09%
-4.24%
SNXFX
SWTSX

Volatility

SNXFX vs. SWTSX - Volatility Comparison

Schwab 1000 Index Fund (SNXFX) and Schwab Total Stock Market Index Fund (SWTSX) have volatilities of 4.18% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.18%
4.25%
SNXFX
SWTSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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