SWAGX vs. SCHD
Compare and contrast key facts about Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Schwab US Dividend Equity ETF (SCHD).
SWAGX is managed by Charles Schwab. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWAGX or SCHD.
Key characteristics
SWAGX | SCHD | |
---|---|---|
YTD Return | -1.25% | 5.90% |
1Y Return | 1.50% | 18.20% |
3Y Return (Ann) | -2.90% | 4.61% |
5Y Return (Ann) | 0.07% | 12.82% |
Sharpe Ratio | 0.19 | 1.79 |
Daily Std Dev | 6.70% | 11.12% |
Max Drawdown | -18.77% | -33.37% |
Current Drawdown | -11.51% | -0.78% |
Correlation
The correlation between SWAGX and SCHD is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
SWAGX vs. SCHD - Performance Comparison
In the year-to-date period, SWAGX achieves a -1.25% return, which is significantly lower than SCHD's 5.90% 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. SCHD - Expense Ratio Comparison
SWAGX has a 0.04% expense ratio, which is lower than SCHD's 0.06% expense ratio. Despite the difference, 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. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
SWAGX's dividend yield for the trailing twelve months is around 3.52%, more than SCHD's 3.34% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Schwab U.S. Aggregate Bond Index Fund | 3.52% | 3.21% | 2.57% | 2.07% | 2.47% | 2.88% | 2.80% | 1.98% | 0.00% | 0.00% | 0.00% | 0.00% |
Schwab US Dividend Equity ETF | 3.34% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SWAGX vs. SCHD - Drawdown Comparison
The maximum SWAGX drawdown since its inception was -18.77%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWAGX and SCHD. For additional features, visit the drawdowns tool.
Volatility
SWAGX vs. SCHD - Volatility Comparison
The current volatility for Schwab U.S. Aggregate Bond Index Fund (SWAGX) is 1.27%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 2.48%. This indicates that SWAGX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.