SWPPX vs. SSPY
Compare and contrast key facts about Schwab S&P 500 Index Fund (SWPPX) and Syntax Stratified LargeCap ETF (SSPY).
SWPPX is managed by Charles Schwab. SSPY is a passively managed fund by Syntax Advisors that tracks the performance of the Syntax Stratified LargeCap Index. It was launched on Jan 4, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWPPX or SSPY.
Correlation
The correlation between SWPPX and SSPY is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SWPPX vs. SSPY - Performance Comparison
Key characteristics
SWPPX:
1.87
SSPY:
1.15
SWPPX:
2.52
SSPY:
1.63
SWPPX:
1.34
SSPY:
1.20
SWPPX:
2.82
SSPY:
2.01
SWPPX:
11.68
SSPY:
5.08
SWPPX:
2.04%
SSPY:
2.59%
SWPPX:
12.76%
SSPY:
11.42%
SWPPX:
-55.06%
SSPY:
-36.67%
SWPPX:
-0.41%
SSPY:
-1.32%
Returns By Period
In the year-to-date period, SWPPX achieves a 4.20% return, which is significantly lower than SSPY's 4.62% return. Over the past 10 years, SWPPX has outperformed SSPY with an annualized return of 13.00%, while SSPY has yielded a comparatively lower 11.16% annualized return.
SWPPX
4.20%
1.25%
10.53%
24.42%
14.68%
13.00%
SSPY
4.62%
0.92%
4.89%
13.13%
11.13%
11.16%
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SWPPX vs. SSPY - Expense Ratio Comparison
SWPPX has a 0.02% expense ratio, which is lower than SSPY's 0.30% expense ratio.
Risk-Adjusted Performance
SWPPX vs. SSPY — Risk-Adjusted Performance Rank
SWPPX
SSPY
SWPPX vs. SSPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and Syntax Stratified LargeCap ETF (SSPY). 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
SWPPX vs. SSPY - Dividend Comparison
SWPPX's dividend yield for the trailing twelve months is around 1.18%, more than SSPY's 0.34% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.18% | 1.23% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% |
SSPY Syntax Stratified LargeCap ETF | 0.34% | 0.35% | 1.76% | 1.69% | 1.09% | 1.63% | 1.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWPPX vs. SSPY - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, which is greater than SSPY's maximum drawdown of -36.67%. Use the drawdown chart below to compare losses from any high point for SWPPX and SSPY. For additional features, visit the drawdowns tool.
Volatility
SWPPX vs. SSPY - Volatility Comparison
Schwab S&P 500 Index Fund (SWPPX) has a higher volatility of 3.01% compared to Syntax Stratified LargeCap ETF (SSPY) at 2.22%. This indicates that SWPPX's price experiences larger fluctuations and is considered to be riskier than SSPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.