SPIDX vs. SWTSX
Compare and contrast key facts about Invesco S&P 500 Index Fund (SPIDX) and Schwab Total Stock Market Index Fund (SWTSX).
SPIDX is managed by Invesco. It was launched on Sep 26, 1997. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPIDX or SWTSX.
Key characteristics
| SPIDX | SWTSX | |
|---|---|---|
| YTD Return | 26.61% | 26.23% |
| 1Y Return | 37.18% | 38.45% |
| 3Y Return (Ann) | 9.92% | 8.72% |
| 5Y Return (Ann) | 15.64% | 15.28% |
| 10Y Return (Ann) | 13.09% | 12.83% |
| Sharpe Ratio | 3.02 | 3.01 |
| Sortino Ratio | 4.02 | 4.00 |
| Omega Ratio | 1.57 | 1.56 |
| Calmar Ratio | 4.39 | 4.46 |
| Martin Ratio | 19.79 | 19.52 |
| Ulcer Index | 1.87% | 1.96% |
| Daily Std Dev | 12.28% | 12.76% |
| Max Drawdown | -55.30% | -54.60% |
| Current Drawdown | -0.29% | -0.39% |
Correlation
The correlation between SPIDX and SWTSX is 0.99, 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.
Performance
SPIDX vs. SWTSX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SPIDX having a 26.61% return and SWTSX slightly lower at 26.23%. Both investments have delivered pretty close results over the past 10 years, with SPIDX having a 13.09% annualized return and SWTSX not far behind at 12.83%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPIDX vs. SWTSX - Expense Ratio Comparison
SPIDX has a 0.29% expense ratio, which is higher than SWTSX's 0.03% expense ratio.
Risk-Adjusted Performance
SPIDX vs. SWTSX - Risk-Adjusted Performance Comparison
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.
Dividends
SPIDX vs. SWTSX - Dividend Comparison
SPIDX's dividend yield for the trailing twelve months is around 0.97%, less than SWTSX's 1.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPIDX Invesco S&P 500 Index Fund | 0.97% | 1.23% | 1.13% | 0.98% | 1.28% | 1.50% | 1.81% | 1.49% | 1.49% | 1.74% | 1.38% | 1.60% |
SWTSX Schwab Total Stock Market Index Fund | 1.11% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
Drawdowns
SPIDX vs. SWTSX - Drawdown Comparison
The maximum SPIDX drawdown since its inception was -55.30%, roughly equal to the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SPIDX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
SPIDX vs. SWTSX - Volatility Comparison
Invesco S&P 500 Index Fund (SPIDX) and Schwab Total Stock Market Index Fund (SWTSX) have volatilities of 3.86% and 4.05%, 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.