SWANX vs. SWAGX
Compare and contrast key facts about Schwab Core Equity Fund™ (SWANX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
SWANX is managed by Charles Schwab. It was launched on Jul 1, 1996. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWANX or SWAGX.
Performance
SWANX vs. SWAGX - Performance Comparison
Returns By Period
In the year-to-date period, SWANX achieves a 25.44% return, which is significantly higher than SWAGX's 1.39% return.
SWANX
25.44%
1.49%
11.95%
27.75%
12.92%
10.75%
SWAGX
1.39%
-0.46%
3.25%
6.14%
-0.37%
N/A
Key characteristics
| SWANX | SWAGX | |
|---|---|---|
| Sharpe Ratio | 2.21 | 1.07 |
| Sortino Ratio | 2.96 | 1.57 |
| Omega Ratio | 1.40 | 1.19 |
| Calmar Ratio | 3.43 | 0.41 |
| Martin Ratio | 15.98 | 3.34 |
| Ulcer Index | 1.74% | 1.84% |
| Daily Std Dev | 12.59% | 5.74% |
| Max Drawdown | -53.94% | -18.84% |
| Current Drawdown | -1.49% | -9.21% |
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SWANX vs. SWAGX - Expense Ratio Comparison
SWANX has a 0.73% expense ratio, which is higher than SWAGX's 0.04% expense ratio.
Correlation
The correlation between SWANX and SWAGX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
SWANX vs. SWAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Equity Fund™ (SWANX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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. SWAGX - Dividend Comparison
SWANX's dividend yield for the trailing twelve months is around 0.82%, less than SWAGX's 3.80% 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% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.80% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWANX vs. SWAGX - Drawdown Comparison
The maximum SWANX drawdown since its inception was -53.94%, which is greater than SWAGX's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for SWANX and SWAGX. For additional features, visit the drawdowns tool.
Volatility
SWANX vs. SWAGX - Volatility Comparison
Schwab Core Equity Fund™ (SWANX) has a higher volatility of 3.75% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.51%. This indicates that SWANX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.