SWASX vs. SWAGX
Compare and contrast key facts about Schwab Global Real Estate Fund™ (SWASX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
SWASX is managed by Charles Schwab. It was launched on May 30, 2007. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWASX or SWAGX.
Key characteristics
| SWASX | SWAGX | |
|---|---|---|
| YTD Return | 6.70% | 2.08% |
| 1Y Return | 21.95% | 8.61% |
| 3Y Return (Ann) | -3.50% | -2.15% |
| 5Y Return (Ann) | -0.52% | -0.15% |
| Sharpe Ratio | 1.61 | 1.47 |
| Sortino Ratio | 2.35 | 2.16 |
| Omega Ratio | 1.30 | 1.26 |
| Calmar Ratio | 0.78 | 0.54 |
| Martin Ratio | 6.13 | 5.05 |
| Ulcer Index | 3.76% | 1.71% |
| Daily Std Dev | 14.30% | 5.89% |
| Max Drawdown | -69.48% | -18.84% |
| Current Drawdown | -13.27% | -8.59% |
Correlation
The correlation between SWASX and SWAGX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SWASX vs. SWAGX - Performance Comparison
In the year-to-date period, SWASX achieves a 6.70% return, which is significantly higher than SWAGX's 2.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWASX vs. SWAGX - Expense Ratio Comparison
SWASX has a 1.05% expense ratio, which is higher than SWAGX's 0.04% expense ratio.
Risk-Adjusted Performance
SWASX vs. SWAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Global Real Estate Fund™ (SWASX) 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
SWASX vs. SWAGX - Dividend Comparison
SWASX's dividend yield for the trailing twelve months is around 3.15%, less than SWAGX's 3.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWASX Schwab Global Real Estate Fund™ | 3.15% | 3.32% | 3.00% | 3.70% | 1.11% | 6.80% | 4.22% | 4.16% | 4.69% | 3.01% | 4.81% | 4.01% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.77% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWASX vs. SWAGX - Drawdown Comparison
The maximum SWASX drawdown since its inception was -69.48%, which is greater than SWAGX's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for SWASX and SWAGX. For additional features, visit the drawdowns tool.
Volatility
SWASX vs. SWAGX - Volatility Comparison
Schwab Global Real Estate Fund™ (SWASX) has a higher volatility of 3.91% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.70%. This indicates that SWASX'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.