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SWAGX vs. FXNAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWAGX vs. FXNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Fidelity U.S. Bond Index Fund (FXNAX). The values are adjusted to include any dividend payments, if applicable.

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SWAGX vs. FXNAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWAGX
Schwab U.S. Aggregate Bond Index Fund
-0.44%7.11%1.38%5.46%-13.62%-2.29%7.39%8.64%-0.11%2.62%
FXNAX
Fidelity U.S. Bond Index Fund
-0.45%7.14%1.35%5.82%-13.55%-2.10%7.63%8.50%0.04%2.82%

Returns By Period

The year-to-date returns for both stocks are quite close, with SWAGX having a -0.44% return and FXNAX slightly lower at -0.45%.


SWAGX

1D
0.56%
1M
-2.30%
YTD
-0.44%
6M
0.48%
1Y
3.81%
3Y*
3.39%
5Y*
0.01%
10Y*

FXNAX

1D
0.48%
1M
-2.25%
YTD
-0.45%
6M
0.56%
1Y
3.79%
3Y*
3.45%
5Y*
0.12%
10Y*
1.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWAGX vs. FXNAX - Expense Ratio Comparison

SWAGX has a 0.04% expense ratio, which is higher than FXNAX'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%.


Return for Risk

SWAGX vs. FXNAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWAGX
SWAGX Risk / Return Rank: 5555
Overall Rank
SWAGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SWAGX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SWAGX Omega Ratio Rank: 3939
Omega Ratio Rank
SWAGX Calmar Ratio Rank: 7676
Calmar Ratio Rank
SWAGX Martin Ratio Rank: 5151
Martin Ratio Rank

FXNAX
FXNAX Risk / Return Rank: 5656
Overall Rank
FXNAX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FXNAX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FXNAX Omega Ratio Rank: 4040
Omega Ratio Rank
FXNAX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FXNAX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWAGX vs. FXNAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.


SWAGXFXNAXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.99

-0.01

Sortino ratio

Return per unit of downside risk

1.42

1.44

-0.02

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.75

1.81

-0.06

Martin ratio

Return relative to average drawdown

4.95

5.15

-0.19

SWAGX vs. FXNAX - Sharpe Ratio Comparison

The current SWAGX Sharpe Ratio is 0.98, which is comparable to the FXNAX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SWAGX and FXNAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWAGXFXNAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.99

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.02

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.45

-0.14

Correlation

The correlation between SWAGX and FXNAX is 0.96, 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.


Dividends

SWAGX vs. FXNAX - Dividend Comparison

SWAGX's dividend yield for the trailing twelve months is around 3.76%, more than FXNAX's 3.35% yield.


TTM20252024202320222021202020192018201720162015
SWAGX
Schwab U.S. Aggregate Bond Index Fund
3.76%4.02%3.88%3.22%1.93%1.56%2.47%2.87%2.80%1.98%0.00%0.00%
FXNAX
Fidelity U.S. Bond Index Fund
3.35%3.58%3.40%3.15%1.81%1.74%2.92%2.68%2.74%2.57%2.76%2.52%

Drawdowns

SWAGX vs. FXNAX - Drawdown Comparison

The maximum SWAGX drawdown since its inception was -19.68%, roughly equal to the maximum FXNAX drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for SWAGX and FXNAX.


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Drawdown Indicators


SWAGXFXNAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.68%

-19.51%

-0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-2.71%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.76%

-18.54%

-0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-19.51%

Current Drawdown

Current decline from peak

-4.18%

-3.72%

-0.46%

Average Drawdown

Average peak-to-trough decline

-5.72%

-3.87%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.95%

+0.05%

Volatility

SWAGX vs. FXNAX - Volatility Comparison

Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a higher volatility of 1.66% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.57%. This indicates that SWAGX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWAGXFXNAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.57%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.58%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

4.35%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

6.04%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

4.99%

+0.14%