SWANX vs. SCHD
Compare and contrast key facts about Schwab Core Equity Fund™ (SWANX) and Schwab U.S. Dividend Equity ETF (SCHD).
SWANX is managed by Charles Schwab. It was launched on Jul 1, 1996. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
SWANX vs. SCHD - Performance Comparison
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SWANX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWANX Schwab Core Equity Fund™ | -9.30% | 6.61% | 25.42% | 22.83% | -18.00% | 27.27% | 11.95% | 29.50% | -9.53% | 24.26% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, SWANX achieves a -9.30% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, SWANX has underperformed SCHD with an annualized return of 10.70%, while SCHD has yielded a comparatively higher 12.25% annualized return.
SWANX
- 1D
- -0.09%
- 1M
- -7.74%
- YTD
- -9.30%
- 6M
- -12.09%
- 1Y
- 2.59%
- 3Y*
- 11.86%
- 5Y*
- 7.97%
- 10Y*
- 10.70%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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SWANX vs. SCHD - Expense Ratio Comparison
SWANX has a 0.73% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
SWANX vs. SCHD — Risk / Return Rank
SWANX
SCHD
SWANX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Equity Fund™ (SWANX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.
| SWANX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.88 | -0.72 |
Sortino ratioReturn per unit of downside risk | 0.35 | 1.32 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.19 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.05 | -1.02 |
Martin ratioReturn relative to average drawdown | 0.10 | 3.55 | -3.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWANX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.88 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.58 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.74 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.84 | -0.39 |
Correlation
The correlation between SWANX and SCHD is 0.79, 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
SWANX vs. SCHD - Dividend Comparison
SWANX has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.46%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWANX Schwab Core Equity Fund™ | 0.00% | 0.00% | 8.37% | 2.89% | 16.55% | 28.81% | 4.67% | 2.88% | 15.23% | 11.59% | 1.66% | 17.05% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
SWANX vs. SCHD - Drawdown Comparison
The maximum SWANX drawdown since its inception was -51.33%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWANX and SCHD.
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Drawdown Indicators
| SWANX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.33% | -33.37% | -17.96% |
Max Drawdown (1Y)Largest decline over 1 year | -15.58% | -12.74% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -23.72% | -16.85% | -6.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | -33.37% | -1.29% |
Current DrawdownCurrent decline from peak | -15.58% | -3.43% | -12.15% |
Average DrawdownAverage peak-to-trough decline | -11.32% | -3.34% | -7.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 3.75% | +1.25% |
Volatility
SWANX vs. SCHD - Volatility Comparison
Schwab Core Equity Fund™ (SWANX) has a higher volatility of 4.05% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that SWANX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWANX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 2.33% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 7.96% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.14% | 15.69% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 14.40% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 16.70% | +1.39% |