SWANX vs. VOO
Compare and contrast key facts about Schwab Core Equity Fund™ (SWANX) and Vanguard S&P 500 ETF (VOO).
SWANX is managed by Charles Schwab. It was launched on Jul 1, 1996. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWANX or VOO.
Performance
SWANX vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SWANX having a 25.19% return and VOO slightly higher at 25.52%. Over the past 10 years, SWANX has underperformed VOO with an annualized return of 10.77%, while VOO has yielded a comparatively higher 13.15% annualized return.
SWANX
25.19%
0.16%
11.93%
28.27%
12.90%
10.77%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| SWANX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.22 | 2.62 |
| Sortino Ratio | 2.98 | 3.50 |
| Omega Ratio | 1.41 | 1.49 |
| Calmar Ratio | 3.46 | 3.78 |
| Martin Ratio | 16.14 | 17.12 |
| Ulcer Index | 1.73% | 1.86% |
| Daily Std Dev | 12.60% | 12.19% |
| Max Drawdown | -53.94% | -33.99% |
| Current Drawdown | -1.68% | -1.36% |
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. VOO - Expense Ratio Comparison
SWANX has a 0.73% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between SWANX and VOO is 0.98, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Equity Fund™ (SWANX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SWANX's dividend yield for the trailing twelve months is around 0.82%, less than VOO's 1.25% 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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SWANX vs. VOO - Drawdown Comparison
The maximum SWANX drawdown since its inception was -53.94%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SWANX and VOO. For additional features, visit the drawdowns tool.
Volatility
SWANX vs. VOO - Volatility Comparison
Schwab Core Equity Fund™ (SWANX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.96% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.