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SWDSX vs. SPDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWDSX vs. SPDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Dividend Equity Fund™ (SWDSX) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWDSX achieves a 11.28% return, which is significantly higher than SPDN's -6.42% return. Over the past 10 years, SWDSX has outperformed SPDN with an annualized return of 9.35%, while SPDN has yielded a comparatively lower -12.18% annualized return.


SWDSX

1D
-0.20%
1M
1.59%
6M
6.81%
YTD
11.28%
1Y
17.46%
3Y*
14.51%
5Y*
9.63%
10Y*
9.35%
ALL TIME*
8.65%

SPDN

1D
-0.80%
1M
0.00%
6M
-5.52%
YTD
-6.42%
1Y
-12.79%
3Y*
-10.75%
5Y*
-7.84%
10Y*
-12.18%
ALL TIME*
-12.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$433.42M$387.95M$422.31M
$0.00$0.00$0.00

SWDSX vs. SPDN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWDSX
Schwab Dividend Equity Fund™
11.28%12.31%17.06%6.92%-5.84%28.24%-4.33%24.32%-12.18%15.40%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-6.42%-11.09%-12.88%-15.04%18.63%-23.72%-24.56%-21.94%5.41%-17.16%

Correlation

The correlation between SWDSX and SPDN is -0.49, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.49

Correlation (3Y)
Balances recent behavior with more history.

-0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.77

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.82

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2016

-0.82

Over the past year, the inverse relationship between SWDSX and SPDN has weakened: their correlation has moved from -0.82 to -0.49, meaning they move in opposite directions less often than they have historically.

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Return for Risk

SWDSX vs. SPDN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SWDSX
SWDSX Risk / Return Rank: 7575
Overall Rank
SWDSX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SWDSX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SWDSX Omega Ratio Rank: 7373
Omega Ratio Rank
SWDSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SWDSX Martin Ratio Rank: 7575
Martin Ratio Rank

SPDN
SPDN Risk / Return Rank: 33
Overall Rank
SPDN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 33
Sortino Ratio Rank
SPDN Omega Ratio Rank: 33
Omega Ratio Rank
SPDN Calmar Ratio Rank: 33
Calmar Ratio Rank
SPDN Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SWDSX vs. SPDN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SWDSXSPDNDifference
Sharpe ratioReturn per unit of total volatility

+2.56

Sortino ratioReturn per unit of downside risk

+3.56

Omega ratioGain probability vs. loss probability

1.31

0.87

+0.44

Calmar ratioReturn relative to maximum drawdown

2.59

-0.71

+3.31

Martin ratioReturn relative to average drawdown

8.82

-1.27

+10.10

SWDSX vs. SPDN - Sharpe Ratio Comparison

The current SWDSX Sharpe Ratio is 1.68, which is higher than the SPDN Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of SWDSX and SPDN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SWDSX vs. SPDN - Drawdown Comparison

The maximum SWDSX drawdown since its inception was -50.01%, smaller than the maximum SPDN drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for SWDSX and SPDN.


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Drawdown Indicators


SWDSXSPDNDifference

Max Drawdown

Largest peak-to-trough decline

-50.01%

-75.31%

+25.30%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-15.93%

+9.77%

Max Drawdown (3Y)

Largest decline over 3 years

-11.67%

-38.24%

+26.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-43.85%

+25.91%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

-73.97%

+33.77%

Current Drawdown

Current decline from peak

-1.05%

-74.80%

+73.75%

Average Drawdown

Average peak-to-trough decline

-6.74%

-48.93%

+42.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

8.90%

-7.09%

Volatility

SWDSX vs. SPDN - Volatility Comparison

The current volatility for Schwab Dividend Equity Fund™ (SWDSX) is 3.04%, while Direxion Daily S&P 500 Bear 1x Shares (SPDN) has a volatility of 3.55%. This indicates that SWDSX experiences smaller price fluctuations and is considered to be less risky than SPDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWDSXSPDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

3.55%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

6.63%

10.15%

-3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

9.52%

12.98%

-3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.08%

16.97%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

18.03%

-1.23%

SWDSX vs. SPDN - Expense Ratio Comparison

SWDSX has a 0.89% expense ratio, which is higher than SPDN's 0.50% expense ratio.


Dividends

SWDSX vs. SPDN - Dividend Comparison

SWDSX's dividend yield for the trailing twelve months is around 1.10%, less than SPDN's 3.32% yield.


PositionTTM20252024202320222021202020192018201720162015
SPDN
Direxion Daily S&P 500 Bear 1x Shares
3.32%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%0.00%0.00%
SWDSX
Schwab Dividend Equity Fund™
1.10%1.22%2.59%2.25%6.83%16.25%2.09%6.86%11.63%10.24%1.68%14.46%

Frequently Asked Questions


SWDSX and SPDN have a correlation of -0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPDN has higher volatility (3.55%) compared to SWDSX (3.04%). In terms of maximum drawdown, SWDSX dropped -50.01% vs SPDN's -75.31%.

SWDSX currently has the higher Sharpe Ratio (1.68 vs -0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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