SWAGX vs. SWISX

In the year-to-date period, SWAGX achieves a 1.80% return, which is significantly lower than SWISX's 16.45% return.

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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%.

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.

The current SWAGX Sharpe Ratio is 0.88, which is higher than the SWISX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of SWAGX and SWISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWAGX's dividend yield for the trailing twelve months is around 3.98%, more than SWISX's 2.83% yield.

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.

The current volatility for Schwab U.S. Aggregate Bond Index Fund (SWAGX) is 1.60%, while Schwab International Index Fund (SWISX) has a volatility of 3.24%. 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.