SWAGX vs. SWTSX
Compare and contrast key facts about Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Schwab Total Stock Market Index Fund (SWTSX).
SWAGX is managed by Charles Schwab. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWAGX or SWTSX.
Key characteristics
| SWAGX | SWTSX | |
|---|---|---|
| YTD Return | 1.28% | 23.68% |
| 1Y Return | 6.51% | 32.45% |
| 3Y Return (Ann) | -2.27% | 7.83% |
| 5Y Return (Ann) | -0.35% | 14.61% |
| Sharpe Ratio | 1.22 | 2.55 |
| Sortino Ratio | 1.78 | 3.42 |
| Omega Ratio | 1.22 | 1.47 |
| Calmar Ratio | 0.47 | 3.77 |
| Martin Ratio | 3.97 | 16.43 |
| Ulcer Index | 1.77% | 1.97% |
| Daily Std Dev | 5.76% | 12.69% |
| Max Drawdown | -18.84% | -54.60% |
| Current Drawdown | -9.31% | -2.41% |
Correlation
The correlation between SWAGX and SWTSX is -0.02. 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. SWTSX - Performance Comparison
In the year-to-date period, SWAGX achieves a 1.28% return, which is significantly lower than SWTSX's 23.68% 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. SWTSX - Expense Ratio Comparison
SWAGX has a 0.04% expense ratio, which is higher than SWTSX'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%.
Risk-Adjusted Performance
SWAGX vs. SWTSX - 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 Total Stock Market Index Fund (SWTSX). 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. SWTSX - Dividend Comparison
SWAGX's dividend yield for the trailing twelve months is around 3.81%, more than SWTSX's 1.14% 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% |
SWTSX Schwab Total Stock Market Index Fund | 1.14% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
Drawdowns
SWAGX vs. SWTSX - Drawdown Comparison
The maximum SWAGX drawdown since its inception was -18.84%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWAGX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
SWAGX vs. SWTSX - Volatility Comparison
The current volatility for Schwab U.S. Aggregate Bond Index Fund (SWAGX) is 1.65%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 4.27%. This indicates that SWAGX experiences smaller price fluctuations and is considered to be less risky than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.