SPIDX vs. SWTSX

In the year-to-date period, SPIDX achieves a 0.91% return, which is significantly higher than SWTSX's 0.52% return. Over the past 10 years, SPIDX has outperformed SWTSX with an annualized return of 12.50%, while SWTSX has yielded a comparatively lower 11.80% annualized return.

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SPIDX has a 0.29% expense ratio, which is higher than SWTSX's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Index Fund (SPIDX) 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.

The current SPIDX Sharpe Ratio is 0.72, which is comparable to the SWTSX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SPIDX 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.

SPIDX's dividend yield for the trailing twelve months is around 1.27%, more than SWTSX's 1.23% yield.

The maximum SPIDX drawdown since its inception was -55.30%, roughly equal to the maximum SWTSX drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for SPIDX and SWTSX.

Invesco S&P 500 Index Fund (SPIDX) and Schwab Total Stock Market Index Fund (SWTSX) have volatilities of 4.78% and 4.98%, 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.