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SWAGX vs. USIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWAGX vs. USIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Aggregate Bond Index Fund (SWAGX) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). The values are adjusted to include any dividend payments, if applicable.

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SWAGX vs. USIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWAGX
Schwab U.S. Aggregate Bond Index Fund
-0.33%7.11%1.38%5.46%-13.62%-2.29%7.39%8.64%-0.11%2.62%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
-0.23%7.86%2.56%8.71%-15.30%-1.34%9.44%13.99%-2.21%4.77%

Returns By Period

In the year-to-date period, SWAGX achieves a -0.33% return, which is significantly lower than USIG's -0.23% return.


SWAGX

1D
0.11%
1M
-1.76%
YTD
-0.33%
6M
0.37%
1Y
3.70%
3Y*
3.43%
5Y*
-0.05%
10Y*

USIG

1D
0.06%
1M
-1.45%
YTD
-0.23%
6M
0.19%
1Y
4.85%
3Y*
4.95%
5Y*
0.84%
10Y*
2.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWAGX vs. USIG - Expense Ratio Comparison

Both SWAGX and USIG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SWAGX vs. USIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWAGX
SWAGX Risk / Return Rank: 4343
Overall Rank
SWAGX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWAGX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SWAGX Omega Ratio Rank: 2828
Omega Ratio Rank
SWAGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SWAGX Martin Ratio Rank: 4242
Martin Ratio Rank

USIG
USIG Risk / Return Rank: 5353
Overall Rank
USIG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 4747
Sortino Ratio Rank
USIG Omega Ratio Rank: 4545
Omega Ratio Rank
USIG Calmar Ratio Rank: 6868
Calmar Ratio Rank
USIG Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWAGX vs. USIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond Index Fund (SWAGX) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). 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.


SWAGXUSIGDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.96

-0.08

Sortino ratio

Return per unit of downside risk

1.28

1.33

-0.05

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

1.58

1.83

-0.25

Martin ratio

Return relative to average drawdown

4.44

5.66

-1.22

SWAGX vs. USIG - Sharpe Ratio Comparison

The current SWAGX Sharpe Ratio is 0.89, which is comparable to the USIG Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SWAGX and USIG, 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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Sharpe Ratios by Period


SWAGXUSIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.96

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.12

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.53

-0.23

Correlation

The correlation between SWAGX and USIG is 0.84, 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. USIG - Dividend Comparison

SWAGX's dividend yield for the trailing twelve months is around 3.76%, less than USIG's 4.70% yield.


TTM20252024202320222021202020192018201720162015
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%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.70%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%

Drawdowns

SWAGX vs. USIG - Drawdown Comparison

The maximum SWAGX drawdown since its inception was -19.68%, smaller than the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for SWAGX and USIG.


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Drawdown Indicators


SWAGXUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-19.68%

-22.21%

+2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-2.79%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-18.76%

-21.45%

+2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

Current Drawdown

Current decline from peak

-4.07%

-1.74%

-2.33%

Average Drawdown

Average peak-to-trough decline

-5.72%

-3.44%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.90%

+0.11%

Volatility

SWAGX vs. USIG - Volatility Comparison

The current volatility for Schwab U.S. Aggregate Bond Index Fund (SWAGX) is 1.63%, while iShares Broad USD Investment Grade Corporate Bond ETF (USIG) has a volatility of 2.10%. This indicates that SWAGX experiences smaller price fluctuations and is considered to be less risky than USIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWAGXUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

2.10%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

2.89%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

5.05%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

6.83%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

6.82%

-1.69%