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SWASX vs. SWHFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWASX vs. SWHFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Global Real Estate Fund™ (SWASX) and Schwab Health Care Fund™ (SWHFX). The values are adjusted to include any dividend payments, if applicable.

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SWASX vs. SWHFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWASX
Schwab Global Real Estate Fund™
-0.59%11.33%1.42%8.49%-25.10%25.32%-12.10%27.81%-7.66%14.38%
SWHFX
Schwab Health Care Fund™
-4.90%9.81%0.10%0.73%-4.66%23.36%12.83%17.64%3.68%20.31%

Returns By Period

In the year-to-date period, SWASX achieves a -0.59% return, which is significantly higher than SWHFX's -4.90% return. Over the past 10 years, SWASX has underperformed SWHFX with an annualized return of 3.10%, while SWHFX has yielded a comparatively higher 7.56% annualized return.


SWASX

1D
0.15%
1M
-10.76%
YTD
-0.59%
6M
-0.14%
1Y
9.61%
3Y*
6.09%
5Y*
1.58%
10Y*
3.10%

SWHFX

1D
0.46%
1M
-9.48%
YTD
-4.90%
6M
-0.66%
1Y
-2.33%
3Y*
3.11%
5Y*
4.00%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWASX vs. SWHFX - Expense Ratio Comparison

SWASX has a 1.05% expense ratio, which is higher than SWHFX's 0.80% expense ratio.


Return for Risk

SWASX vs. SWHFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWASX
SWASX Risk / Return Rank: 3333
Overall Rank
SWASX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SWASX Sortino Ratio Rank: 3131
Sortino Ratio Rank
SWASX Omega Ratio Rank: 3030
Omega Ratio Rank
SWASX Calmar Ratio Rank: 3333
Calmar Ratio Rank
SWASX Martin Ratio Rank: 3636
Martin Ratio Rank

SWHFX
SWHFX Risk / Return Rank: 44
Overall Rank
SWHFX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SWHFX Sortino Ratio Rank: 44
Sortino Ratio Rank
SWHFX Omega Ratio Rank: 44
Omega Ratio Rank
SWHFX Calmar Ratio Rank: 55
Calmar Ratio Rank
SWHFX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWASX vs. SWHFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Global Real Estate Fund™ (SWASX) and Schwab Health Care Fund™ (SWHFX). 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.


SWASXSWHFXDifference

Sharpe ratio

Return per unit of total volatility

0.74

-0.10

+0.84

Sortino ratio

Return per unit of downside risk

1.07

-0.01

+1.09

Omega ratio

Gain probability vs. loss probability

1.15

1.00

+0.15

Calmar ratio

Return relative to maximum drawdown

0.90

-0.14

+1.04

Martin ratio

Return relative to average drawdown

3.80

-0.30

+4.10

SWASX vs. SWHFX - Sharpe Ratio Comparison

The current SWASX Sharpe Ratio is 0.74, which is higher than the SWHFX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of SWASX and SWHFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWASXSWHFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.10

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.28

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.48

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.49

-0.40

Correlation

The correlation between SWASX and SWHFX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SWASX vs. SWHFX - Dividend Comparison

SWASX's dividend yield for the trailing twelve months is around 2.23%, while SWHFX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SWASX
Schwab Global Real Estate Fund™
2.23%3.11%3.32%3.29%3.00%3.71%2.94%7.38%4.24%3.32%4.67%3.00%
SWHFX
Schwab Health Care Fund™
0.00%0.00%9.49%3.60%4.18%12.52%11.47%4.56%10.02%7.32%2.63%16.31%

Drawdowns

SWASX vs. SWHFX - Drawdown Comparison

The maximum SWASX drawdown since its inception was -69.47%, which is greater than SWHFX's maximum drawdown of -43.10%. Use the drawdown chart below to compare losses from any high point for SWASX and SWHFX.


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Drawdown Indicators


SWASXSWHFXDifference

Max Drawdown

Largest peak-to-trough decline

-69.47%

-43.10%

-26.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-12.25%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-32.31%

-19.35%

-12.96%

Max Drawdown (10Y)

Largest decline over 10 years

-44.19%

-27.28%

-16.91%

Current Drawdown

Current decline from peak

-10.76%

-11.81%

+1.05%

Average Drawdown

Average peak-to-trough decline

-15.62%

-8.15%

-7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

5.62%

-3.04%

Volatility

SWASX vs. SWHFX - Volatility Comparison

The current volatility for Schwab Global Real Estate Fund™ (SWASX) is 4.05%, while Schwab Health Care Fund™ (SWHFX) has a volatility of 4.40%. This indicates that SWASX experiences smaller price fluctuations and is considered to be less risky than SWHFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWASXSWHFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

4.40%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

12.09%

-4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.29%

18.18%

-4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

14.46%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

15.92%

+1.12%