SWASX vs. SWRSX
Compare and contrast key facts about Schwab Global Real Estate Fund™ (SWASX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
SWASX is managed by Charles Schwab. It was launched on May 30, 2007. SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWASX or SWRSX.
Key characteristics
| SWASX | SWRSX | |
|---|---|---|
| YTD Return | 6.87% | 3.41% |
| 1Y Return | 23.23% | 7.48% |
| 3Y Return (Ann) | -3.52% | -2.40% |
| 5Y Return (Ann) | -0.61% | 2.06% |
| 10Y Return (Ann) | 3.22% | 2.04% |
| Sharpe Ratio | 1.51 | 1.31 |
| Sortino Ratio | 2.21 | 1.94 |
| Omega Ratio | 1.28 | 1.24 |
| Calmar Ratio | 0.74 | 0.49 |
| Martin Ratio | 5.79 | 6.22 |
| Ulcer Index | 3.75% | 1.06% |
| Daily Std Dev | 14.35% | 5.07% |
| Max Drawdown | -69.48% | -15.14% |
| Current Drawdown | -13.14% | -7.02% |
Correlation
The correlation between SWASX and SWRSX is -0.01. 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.
Performance
SWASX vs. SWRSX - Performance Comparison
In the year-to-date period, SWASX achieves a 6.87% return, which is significantly higher than SWRSX's 3.41% return. Over the past 10 years, SWASX has outperformed SWRSX with an annualized return of 3.22%, while SWRSX has yielded a comparatively lower 2.04% 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. SWRSX - Expense Ratio Comparison
SWASX has a 1.05% expense ratio, which is higher than SWRSX's 0.05% expense ratio.
Risk-Adjusted Performance
SWASX vs. SWRSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Global Real Estate Fund™ (SWASX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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. SWRSX - Dividend Comparison
SWASX's dividend yield for the trailing twelve months is around 3.15%, less than SWRSX's 3.74% 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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.74% | 3.11% | 7.07% | 4.33% | 1.25% | 2.20% | 2.88% | 1.99% | 1.81% | 0.77% | 2.30% | 1.42% |
Drawdowns
SWASX vs. SWRSX - Drawdown Comparison
The maximum SWASX drawdown since its inception was -69.48%, which is greater than SWRSX's maximum drawdown of -15.14%. Use the drawdown chart below to compare losses from any high point for SWASX and SWRSX. For additional features, visit the drawdowns tool.
Volatility
SWASX vs. SWRSX - Volatility Comparison
Schwab Global Real Estate Fund™ (SWASX) has a higher volatility of 3.99% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 1.16%. This indicates that SWASX's price experiences larger fluctuations and is considered to be riskier than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.