SWAGX vs. SWISX
Compare and contrast key facts about Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Schwab International Index Fund (SWISX).
SWAGX is managed by Charles Schwab. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWAGX or SWISX.
Key characteristics
| SWAGX | SWISX | |
|---|---|---|
| YTD Return | 1.28% | 4.08% |
| 1Y Return | 6.51% | 12.16% |
| 3Y Return (Ann) | -2.27% | 1.49% |
| 5Y Return (Ann) | -0.35% | 5.47% |
| Sharpe Ratio | 1.22 | 0.93 |
| Sortino Ratio | 1.78 | 1.35 |
| Omega Ratio | 1.22 | 1.16 |
| Calmar Ratio | 0.47 | 1.35 |
| Martin Ratio | 3.97 | 4.44 |
| Ulcer Index | 1.77% | 2.70% |
| Daily Std Dev | 5.76% | 12.91% |
| Max Drawdown | -18.84% | -60.65% |
| Current Drawdown | -9.31% | -8.92% |
Correlation
The correlation between SWAGX and SWISX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SWAGX vs. SWISX - Performance Comparison
In the year-to-date period, SWAGX achieves a 1.28% return, which is significantly lower than SWISX's 4.08% 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. SWISX - Expense Ratio Comparison
SWAGX has a 0.04% expense ratio, which is lower than SWISX'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. SWISX - 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 International Index Fund (SWISX). 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. SWISX - Dividend Comparison
SWAGX's dividend yield for the trailing twelve months is around 3.81%, more than SWISX's 3.18% 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% |
SWISX Schwab International Index Fund | 3.18% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
Drawdowns
SWAGX vs. SWISX - Drawdown Comparison
The maximum SWAGX drawdown since its inception was -18.84%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for SWAGX and SWISX. For additional features, visit the drawdowns tool.
Volatility
SWAGX vs. SWISX - Volatility Comparison
The current volatility for Schwab U.S. Aggregate Bond Index Fund (SWAGX) is 1.65%, while Schwab International Index Fund (SWISX) has a volatility of 3.84%. This indicates that SWAGX experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.