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SWAGX vs. SWVXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

SWAGX vs. SWVXX

Last updated May 20, 2025

Compare and contrast key facts about Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Schwab Value Advantage Money Fund (SWVXX).

SWAGX is managed by Charles Schwab.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWAGX or SWVXX.

Correlation

The correlation between SWAGX and SWVXX is 0.03, 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. SWVXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Schwab Value Advantage Money Fund (SWVXX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SWAGX:

0.88

SWVXX:

3.38

Ulcer Index

SWAGX:

2.16%

SWVXX:

0.00%

Daily Std Dev

SWAGX:

5.41%

SWVXX:

1.24%

Max Drawdown

SWAGX:

-18.84%

SWVXX:

0.00%

Current Drawdown

SWAGX:

-7.58%

SWVXX:

0.00%

Returns By Period

In the year-to-date period, SWAGX achieves a 1.80% return, which is significantly higher than SWVXX's 1.03% return.

SWAGX

YTD

1.80%

1M

0.00%

6M

1.79%

1Y

4.74%

3Y*

1.40%

5Y*

-1.01%

10Y*

N/A

SWVXX

YTD

1.03%

1M

0.00%

6M

1.79%

1Y

4.20%

3Y*

4.25%

5Y*

2.55%

10Y*

1.73%

*Annualized

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Schwab U.S. Aggregate Bond Index Fund

Schwab Value Advantage Money Fund

Risk-Adjusted Performance

SWAGX vs. SWVXX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SWAGX
The Risk-Adjusted Performance Rank of SWAGX is 6060
Overall Rank
The Sharpe Ratio Rank of SWAGX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SWAGX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SWAGX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SWAGX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SWAGX is 5454
Martin Ratio Rank
SWVXX
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWAGX vs. SWVXX - 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 Value Advantage Money Fund (SWVXX). 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 lower than the SWVXX Sharpe Ratio of 3.38. The chart below compares the historical Sharpe Ratios of SWAGX and SWVXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Drawdowns

SWAGX vs. SWVXX - Drawdown Comparison

The maximum SWAGX drawdown since its inception was -18.84%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SWAGX and SWVXX. For additional features, visit the drawdowns tool.

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Volatility

SWAGX vs. SWVXX - Volatility Comparison

Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a higher volatility of 1.60% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.00%. This indicates that SWAGX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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