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SWANX vs. SWAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWANX and SWAGX is -0.02. 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.


-0.50.00.51.0-0.0

Performance

SWANX vs. SWAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Core Equity Fund™ (SWANX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.89%
0.92%
SWANX
SWAGX

Key characteristics

Sharpe Ratio

SWANX:

1.21

SWAGX:

0.22

Sortino Ratio

SWANX:

1.52

SWAGX:

0.35

Omega Ratio

SWANX:

1.25

SWAGX:

1.04

Calmar Ratio

SWANX:

1.71

SWAGX:

0.09

Martin Ratio

SWANX:

8.33

SWAGX:

0.62

Ulcer Index

SWANX:

2.21%

SWAGX:

2.00%

Daily Std Dev

SWANX:

15.20%

SWAGX:

5.57%

Max Drawdown

SWANX:

-53.94%

SWAGX:

-18.84%

Current Drawdown

SWANX:

-9.13%

SWAGX:

-9.72%

Returns By Period

In the year-to-date period, SWANX achieves a 17.92% return, which is significantly higher than SWAGX's 0.82% return.


SWANX

YTD

17.92%

1M

-5.99%

6M

1.89%

1Y

18.15%

5Y*

10.74%

10Y*

9.90%

SWAGX

YTD

0.82%

1M

-0.57%

6M

0.93%

1Y

1.36%

5Y*

-0.47%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWANX vs. SWAGX - Expense Ratio Comparison

SWANX has a 0.73% expense ratio, which is higher than SWAGX's 0.04% expense ratio.


SWANX
Schwab Core Equity Fund™
Expense ratio chart for SWANX: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
Expense ratio chart for SWAGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.


Sharpe ratio
The chart of Sharpe ratio for SWANX, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.210.22
The chart of Sortino ratio for SWANX, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.001.520.35
The chart of Omega ratio for SWANX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.04
The chart of Calmar ratio for SWANX, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.0012.0014.001.710.09
The chart of Martin ratio for SWANX, currently valued at 8.33, compared to the broader market0.0020.0040.0060.008.330.62
SWANX
SWAGX

The current SWANX Sharpe Ratio is 1.21, which is higher than the SWAGX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SWANX and SWAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.21
0.22
SWANX
SWAGX

Dividends

SWANX vs. SWAGX - Dividend Comparison

SWANX has not paid dividends to shareholders, while SWAGX's dividend yield for the trailing twelve months is around 3.88%.


TTM20232022202120202019201820172016201520142013
SWANX
Schwab Core Equity Fund™
0.00%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
3.88%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.13%
-9.72%
SWANX
SWAGX

Volatility

SWANX vs. SWAGX - Volatility Comparison

Schwab Core Equity Fund™ (SWANX) has a higher volatility of 9.17% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.69%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.17%
1.69%
SWANX
SWAGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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