SWASX vs. SWTSX
Compare and contrast key facts about Schwab Global Real Estate Fund™ (SWASX) and Schwab Total Stock Market Index Fund (SWTSX).
SWASX is managed by Charles Schwab. It was launched on May 30, 2007. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWASX or SWTSX.
Key characteristics
| SWASX | SWTSX | |
|---|---|---|
| YTD Return | 6.87% | 26.34% |
| 1Y Return | 23.23% | 40.60% |
| 3Y Return (Ann) | -3.52% | 8.70% |
| 5Y Return (Ann) | -0.61% | 15.31% |
| 10Y Return (Ann) | 3.22% | 12.84% |
| Sharpe Ratio | 1.51 | 3.06 |
| Sortino Ratio | 2.21 | 4.07 |
| Omega Ratio | 1.28 | 1.57 |
| Calmar Ratio | 0.74 | 4.18 |
| Martin Ratio | 5.79 | 20.04 |
| Ulcer Index | 3.75% | 1.96% |
| Daily Std Dev | 14.35% | 12.87% |
| Max Drawdown | -69.48% | -54.60% |
| Current Drawdown | -13.14% | 0.00% |
Correlation
The correlation between SWASX and SWTSX is 0.78, 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. SWTSX - Performance Comparison
In the year-to-date period, SWASX achieves a 6.87% return, which is significantly lower than SWTSX's 26.34% return. Over the past 10 years, SWASX has underperformed SWTSX with an annualized return of 3.22%, while SWTSX has yielded a comparatively higher 12.84% 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. SWTSX - Expense Ratio Comparison
SWASX has a 1.05% expense ratio, which is higher than SWTSX's 0.03% expense ratio.
Risk-Adjusted Performance
SWASX vs. SWTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Global Real Estate Fund™ (SWASX) and Schwab Total Stock Market Index Fund (SWTSX). 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. SWTSX - Dividend Comparison
SWASX's dividend yield for the trailing twelve months is around 3.15%, more than SWTSX's 1.11% 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% |
SWTSX Schwab Total Stock Market Index Fund | 1.11% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
Drawdowns
SWASX vs. SWTSX - Drawdown Comparison
The maximum SWASX drawdown since its inception was -69.48%, which is greater than SWTSX's maximum drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWASX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
SWASX vs. SWTSX - Volatility Comparison
Schwab Global Real Estate Fund™ (SWASX) and Schwab Total Stock Market Index Fund (SWTSX) have volatilities of 3.99% and 4.09%, 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.