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 Bond Index. It was launched on Jul 14, 2011.
Performance
SWAGX vs. SCHZ - Performance Comparison
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SWAGX vs. SCHZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHZ Schwab U.S. Aggregate Bond ETF | 0.05% | 7.24% | 1.26% | 5.60% | -13.17% | -1.72% | 7.46% | 8.65% | -0.26% | 2.63% |
Returns By Period
In the year-to-date period, SWAGX achieves a -0.44% return, which is significantly lower than SCHZ's 0.05% return.
SWAGX
- 1D
- 0.56%
- 1M
- -2.30%
- YTD
- -0.44%
- 6M
- 0.48%
- 1Y
- 3.81%
- 3Y*
- 3.39%
- 5Y*
- 0.01%
- 10Y*
- —
SCHZ
- 1D
- 0.26%
- 1M
- -1.75%
- YTD
- 0.05%
- 6M
- 0.95%
- 1Y
- 4.41%
- 3Y*
- 3.57%
- 5Y*
- 0.20%
- 10Y*
- 1.61%
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SWAGX vs. SCHZ - Expense Ratio Comparison
SWAGX has a 0.04% expense ratio, which is higher than SCHZ'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. SCHZ — Risk / Return Rank
SWAGX
SCHZ
SWAGX vs. SCHZ - Risk-Adjusted Trends 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.
| SWAGX | SCHZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.03 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.47 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.81 | -0.07 |
Martin ratioReturn relative to average drawdown | 4.95 | 5.21 | -0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWAGX | SCHZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.03 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.03 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.44 | -0.14 |
Correlation
The correlation between SWAGX and SCHZ is 0.91, 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. SCHZ - Dividend Comparison
SWAGX's dividend yield for the trailing twelve months is around 3.76%, less than SCHZ's 4.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHZ Schwab U.S. Aggregate Bond ETF | 4.07% | 4.05% | 3.96% | 3.28% | 2.63% | 2.16% | 2.43% | 2.79% | 2.56% | 2.40% | 2.24% | 2.11% |
Drawdowns
SWAGX vs. SCHZ - Drawdown Comparison
The maximum SWAGX drawdown since its inception was -19.68%, which is greater than SCHZ's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for SWAGX and SCHZ.
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Drawdown Indicators
| SWAGX | SCHZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.68% | -18.74% | -0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -2.51% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -18.76% | -18.01% | -0.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.74% | — |
Current DrawdownCurrent decline from peak | -4.18% | -2.71% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -3.70% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 0.87% | +0.13% |
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 1.66% and 1.66%, 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.
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Volatility by Period
| SWAGX | SCHZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.66% | 1.66% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.70% | 2.49% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.48% | 4.29% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.06% | 6.07% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.13% | 5.40% | -0.27% |