SWAGX vs. VBTLX
Compare and contrast key facts about Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
SWAGX is managed by Charles Schwab. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWAGX or VBTLX.
Key characteristics
| SWAGX | VBTLX | |
|---|---|---|
| YTD Return | 1.28% | 1.27% |
| 1Y Return | 6.51% | 6.57% |
| 3Y Return (Ann) | -2.27% | -2.30% |
| 5Y Return (Ann) | -0.35% | -0.30% |
| Sharpe Ratio | 1.22 | 1.26 |
| Sortino Ratio | 1.78 | 1.86 |
| Omega Ratio | 1.22 | 1.23 |
| Calmar Ratio | 0.47 | 0.48 |
| Martin Ratio | 3.97 | 4.17 |
| Ulcer Index | 1.77% | 1.71% |
| Daily Std Dev | 5.76% | 5.66% |
| Max Drawdown | -18.84% | -19.05% |
| Current Drawdown | -9.31% | -9.36% |
Correlation
The correlation between SWAGX and VBTLX is 0.95, 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.
Performance
SWAGX vs. VBTLX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SWAGX having a 1.28% return and VBTLX slightly lower at 1.27%. 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. VBTLX - Expense Ratio Comparison
SWAGX has a 0.04% expense ratio, which is lower than VBTLX's 0.05% 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. VBTLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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. VBTLX - Dividend Comparison
SWAGX's dividend yield for the trailing twelve months is around 3.81%, more than VBTLX's 3.61% 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% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
Drawdowns
SWAGX vs. VBTLX - Drawdown Comparison
The maximum SWAGX drawdown since its inception was -18.84%, roughly equal to the maximum VBTLX drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for SWAGX and VBTLX. For additional features, visit the drawdowns tool.
Volatility
SWAGX vs. VBTLX - Volatility Comparison
Schwab U.S. Aggregate Bond Index Fund (SWAGX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) have volatilities of 1.65% and 1.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.