SWAGX vs. FXNAX
Compare and contrast key facts about Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Fidelity U.S. Bond Index Fund (FXNAX).
SWAGX is managed by Charles Schwab. FXNAX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWAGX or FXNAX.
Key characteristics
| SWAGX | FXNAX | |
|---|---|---|
| YTD Return | 1.28% | 1.52% |
| 1Y Return | 6.51% | 6.49% |
| 3Y Return (Ann) | -2.27% | -2.20% |
| 5Y Return (Ann) | -0.35% | -0.49% |
| Sharpe Ratio | 1.22 | 1.06 |
| Sortino Ratio | 1.78 | 1.59 |
| Omega Ratio | 1.22 | 1.19 |
| Calmar Ratio | 0.47 | 0.39 |
| Martin Ratio | 3.97 | 3.44 |
| Ulcer Index | 1.77% | 1.77% |
| Daily Std Dev | 5.76% | 5.70% |
| Max Drawdown | -18.84% | -19.64% |
| Current Drawdown | -9.31% | -10.17% |
Correlation
The correlation between SWAGX and FXNAX is 0.95, 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
SWAGX vs. FXNAX - Performance Comparison
In the year-to-date period, SWAGX achieves a 1.28% return, which is significantly lower than FXNAX's 1.52% return. 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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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%.
Risk-Adjusted Performance
SWAGX vs. FXNAX - Risk-Adjusted Performance 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.
Dividends
SWAGX vs. FXNAX - Dividend Comparison
SWAGX's dividend yield for the trailing twelve months is around 3.81%, more than FXNAX's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.81% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
FXNAX Fidelity U.S. Bond Index Fund | 3.33% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% | 2.39% |
Drawdowns
SWAGX vs. FXNAX - Drawdown Comparison
The maximum SWAGX drawdown since its inception was -18.84%, roughly equal to the maximum FXNAX drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for SWAGX and FXNAX. For additional features, visit the drawdowns tool.
Volatility
SWAGX vs. FXNAX - Volatility Comparison
Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a higher volatility of 1.65% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.56%. 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.