SWASX vs. SWPPX
Compare and contrast key facts about Schwab Global Real Estate Fund™ (SWASX) and Schwab S&P 500 Index Fund (SWPPX).
SWASX is managed by Charles Schwab. It was launched on May 30, 2007. SWPPX 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 SWPPX.
Key characteristics
| SWASX | SWPPX | |
|---|---|---|
| YTD Return | 5.42% | 26.88% |
| 1Y Return | 21.34% | 37.54% |
| 3Y Return (Ann) | -3.89% | 10.22% |
| 5Y Return (Ann) | -0.86% | 15.93% |
| 10Y Return (Ann) | 3.08% | 13.39% |
| Sharpe Ratio | 1.43 | 3.03 |
| Sortino Ratio | 2.10 | 4.03 |
| Omega Ratio | 1.26 | 1.57 |
| Calmar Ratio | 0.70 | 4.42 |
| Martin Ratio | 5.43 | 19.97 |
| Ulcer Index | 3.77% | 1.87% |
| Daily Std Dev | 14.33% | 12.34% |
| Max Drawdown | -69.48% | -55.06% |
| Current Drawdown | -14.31% | -0.29% |
Correlation
The correlation between SWASX and SWPPX is 0.77, 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.
Performance
SWASX vs. SWPPX - Performance Comparison
In the year-to-date period, SWASX achieves a 5.42% return, which is significantly lower than SWPPX's 26.88% return. Over the past 10 years, SWASX has underperformed SWPPX with an annualized return of 3.08%, while SWPPX has yielded a comparatively higher 13.39% annualized 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. SWPPX - Expense Ratio Comparison
SWASX has a 1.05% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
SWASX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Global Real Estate Fund™ (SWASX) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
SWASX's dividend yield for the trailing twelve months is around 3.19%, more than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWASX Schwab Global Real Estate Fund™ | 3.19% | 3.32% | 3.00% | 3.70% | 1.11% | 6.80% | 4.22% | 4.16% | 4.69% | 3.01% | 4.81% | 4.01% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
SWASX vs. SWPPX - Drawdown Comparison
The maximum SWASX drawdown since its inception was -69.48%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SWASX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
SWASX vs. SWPPX - Volatility Comparison
Schwab Global Real Estate Fund™ (SWASX) has a higher volatility of 4.05% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.85%. This indicates that SWASX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.