SWAGX vs. SCHZ
Compare and contrast key facts about Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Schwab U.S. Aggregate Bond ETF (SCHZ).
SWAGX is managed by Charles Schwab. SCHZ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate. It was launched on Jul 14, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWAGX or SCHZ.
Key characteristics
| SWAGX | SCHZ | |
|---|---|---|
| YTD Return | 1.28% | 3.44% |
| 1Y Return | 6.51% | 8.83% |
| 3Y Return (Ann) | -2.27% | -0.52% |
| 5Y Return (Ann) | -0.35% | 1.48% |
| Sharpe Ratio | 1.22 | 1.58 |
| Sortino Ratio | 1.78 | 2.36 |
| Omega Ratio | 1.22 | 1.28 |
| Calmar Ratio | 0.47 | 0.84 |
| Martin Ratio | 3.97 | 6.22 |
| Ulcer Index | 1.77% | 1.52% |
| Daily Std Dev | 5.76% | 5.98% |
| Max Drawdown | -18.84% | -16.93% |
| Current Drawdown | -9.31% | -3.46% |
Correlation
The correlation between SWAGX and SCHZ is 0.90, 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. SCHZ - Performance Comparison
In the year-to-date period, SWAGX achieves a 1.28% return, which is significantly lower than SCHZ's 3.44% 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. SCHZ - Expense Ratio Comparison
Both SWAGX and SCHZ have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SWAGX vs. SCHZ - 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 U.S. Aggregate Bond ETF (SCHZ). 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. SCHZ - Dividend Comparison
SWAGX's dividend yield for the trailing twelve months is around 3.81%, less than SCHZ's 5.85% 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% |
SCHZ Schwab U.S. Aggregate Bond ETF | 5.85% | 3.85% | 3.73% | 3.61% | 4.05% | 4.67% | 4.44% | 3.81% | 3.37% | 2.81% | 3.06% | 3.06% |
Drawdowns
SWAGX vs. SCHZ - Drawdown Comparison
The maximum SWAGX drawdown since its inception was -18.84%, which is greater than SCHZ's maximum drawdown of -16.93%. Use the drawdown chart below to compare losses from any high point for SWAGX and SCHZ. For additional features, visit the drawdowns tool.
Volatility
SWAGX vs. SCHZ - Volatility Comparison
Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Schwab U.S. Aggregate Bond ETF (SCHZ) have volatilities of 1.65% and 1.59%, 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.