SWANX vs. FCTDX
Compare and contrast key facts about Schwab Core Equity Fund™ (SWANX) and Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX).
SWANX is managed by Charles Schwab. It was launched on Jul 1, 1996. FCTDX is managed by Fidelity. It was launched on Mar 20, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWANX or FCTDX.
Performance
SWANX vs. FCTDX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SWANX having a 25.19% return and FCTDX slightly higher at 25.95%.
SWANX
25.19%
0.16%
11.93%
28.27%
12.90%
10.77%
FCTDX
25.95%
2.25%
12.69%
32.28%
15.79%
N/A
Key characteristics
| SWANX | FCTDX | |
|---|---|---|
| Sharpe Ratio | 2.22 | 2.61 |
| Sortino Ratio | 2.98 | 3.53 |
| Omega Ratio | 1.41 | 1.48 |
| Calmar Ratio | 3.46 | 3.88 |
| Martin Ratio | 16.14 | 16.89 |
| Ulcer Index | 1.73% | 1.95% |
| Daily Std Dev | 12.60% | 12.58% |
| Max Drawdown | -53.94% | -34.51% |
| Current Drawdown | -1.68% | -0.98% |
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SWANX vs. FCTDX - Expense Ratio Comparison
SWANX has a 0.73% expense ratio, which is higher than FCTDX's 0.61% expense ratio.
Correlation
The correlation between SWANX and FCTDX is 0.96, 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.
Risk-Adjusted Performance
SWANX vs. FCTDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Equity Fund™ (SWANX) and Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX). 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
SWANX vs. FCTDX - Dividend Comparison
SWANX's dividend yield for the trailing twelve months is around 0.82%, less than FCTDX's 0.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWANX Schwab Core Equity Fund™ | 0.82% | 1.03% | 1.59% | 1.10% | 0.82% | 0.89% | 1.51% | 1.51% | 1.66% | 1.88% | 1.48% | 0.98% |
FCTDX Strategic Advisers Fidelity U.S. Total Stock Fund | 0.94% | 1.05% | 1.22% | 0.80% | 1.33% | 1.50% | 1.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWANX vs. FCTDX - Drawdown Comparison
The maximum SWANX drawdown since its inception was -53.94%, which is greater than FCTDX's maximum drawdown of -34.51%. Use the drawdown chart below to compare losses from any high point for SWANX and FCTDX. For additional features, visit the drawdowns tool.
Volatility
SWANX vs. FCTDX - Volatility Comparison
The current volatility for Schwab Core Equity Fund™ (SWANX) is 3.75%, while Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX) has a volatility of 4.08%. This indicates that SWANX experiences smaller price fluctuations and is considered to be less risky than FCTDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.