SWASX vs. VNQ
Compare and contrast key facts about Schwab Global Real Estate Fund™ (SWASX) and Vanguard Real Estate ETF (VNQ).
SWASX is managed by Charles Schwab. It was launched on May 30, 2007. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWASX or VNQ.
Key characteristics
| SWASX | VNQ | |
|---|---|---|
| YTD Return | 6.87% | 11.73% |
| 1Y Return | 23.23% | 33.45% |
| 3Y Return (Ann) | -3.52% | -0.66% |
| 5Y Return (Ann) | -0.61% | 4.94% |
| 10Y Return (Ann) | 3.22% | 6.12% |
| Sharpe Ratio | 1.51 | 1.83 |
| Sortino Ratio | 2.21 | 2.62 |
| Omega Ratio | 1.28 | 1.33 |
| Calmar Ratio | 0.74 | 1.01 |
| Martin Ratio | 5.79 | 7.04 |
| Ulcer Index | 3.75% | 4.45% |
| Daily Std Dev | 14.35% | 17.13% |
| Max Drawdown | -69.48% | -73.07% |
| Current Drawdown | -13.14% | -7.83% |
Correlation
The correlation between SWASX and VNQ is 0.88, 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. VNQ - Performance Comparison
In the year-to-date period, SWASX achieves a 6.87% return, which is significantly lower than VNQ's 11.73% return. Over the past 10 years, SWASX has underperformed VNQ with an annualized return of 3.22%, while VNQ has yielded a comparatively higher 6.12% 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. VNQ - Expense Ratio Comparison
SWASX has a 1.05% expense ratio, which is higher than VNQ's 0.12% expense ratio.
Risk-Adjusted Performance
SWASX vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Global Real Estate Fund™ (SWASX) and Vanguard Real Estate ETF (VNQ). 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. VNQ - Dividend Comparison
SWASX's dividend yield for the trailing twelve months is around 3.15%, less than VNQ's 3.80% 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% |
VNQ Vanguard Real Estate ETF | 3.80% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
SWASX vs. VNQ - Drawdown Comparison
The maximum SWASX drawdown since its inception was -69.48%, roughly equal to the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for SWASX and VNQ. For additional features, visit the drawdowns tool.
Volatility
SWASX vs. VNQ - Volatility Comparison
The current volatility for Schwab Global Real Estate Fund™ (SWASX) is 3.99%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.30%. This indicates that SWASX experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.