SWANX vs. SCHB
Compare and contrast key facts about Schwab Core Equity Fund™ (SWANX) and Schwab U.S. Broad Market ETF (SCHB).
SWANX is managed by Charles Schwab. It was launched on Jul 1, 1996. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWANX or SCHB.
Performance
SWANX vs. SCHB - Performance Comparison
Returns By Period
In the year-to-date period, SWANX achieves a 25.19% return, which is significantly lower than SCHB's 27.30% return. Over the past 10 years, SWANX has underperformed SCHB with an annualized return of 10.77%, while SCHB has yielded a comparatively higher 14.95% annualized return.
SWANX
25.19%
0.16%
11.93%
28.27%
12.90%
10.77%
SCHB
27.30%
1.77%
13.96%
36.48%
17.51%
14.95%
Key characteristics
| SWANX | SCHB | |
|---|---|---|
| Sharpe Ratio | 2.22 | 2.88 |
| Sortino Ratio | 2.98 | 3.81 |
| Omega Ratio | 1.41 | 1.53 |
| Calmar Ratio | 3.46 | 4.23 |
| Martin Ratio | 16.14 | 18.47 |
| Ulcer Index | 1.73% | 1.95% |
| Daily Std Dev | 12.60% | 12.54% |
| Max Drawdown | -53.94% | -35.27% |
| Current Drawdown | -1.68% | -1.50% |
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SWANX vs. SCHB - Expense Ratio Comparison
SWANX has a 0.73% expense ratio, which is higher than SCHB's 0.03% expense ratio.
Correlation
The correlation between SWANX and SCHB is 0.97, 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. SCHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Equity Fund™ (SWANX) and Schwab U.S. Broad Market ETF (SCHB). 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. SCHB - Dividend Comparison
SWANX's dividend yield for the trailing twelve months is around 0.82%, less than SCHB's 1.19% 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% |
SCHB Schwab U.S. Broad Market ETF | 1.19% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% | 1.63% |
Drawdowns
SWANX vs. SCHB - Drawdown Comparison
The maximum SWANX drawdown since its inception was -53.94%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for SWANX and SCHB. For additional features, visit the drawdowns tool.
Volatility
SWANX vs. SCHB - Volatility Comparison
The current volatility for Schwab Core Equity Fund™ (SWANX) is 3.96%, while Schwab U.S. Broad Market ETF (SCHB) has a volatility of 4.28%. This indicates that SWANX experiences smaller price fluctuations and is considered to be less risky than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.