SWDSX vs. SWAGX
Compare and contrast key facts about Schwab Dividend Equity Fund™ (SWDSX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003. SWAGX is managed by Charles Schwab.
Performance
SWDSX vs. SWAGX - Performance Comparison
Loading graphics...
SWDSX vs. SWAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.45% | 12.31% | 17.06% | 6.92% | -5.84% | 28.24% | -4.33% | 24.32% | -12.18% | 10.18% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | -0.44% | 7.11% | 1.38% | 5.46% | -13.62% | -2.29% | 7.39% | 8.64% | -0.11% | 2.62% |
Returns By Period
In the year-to-date period, SWDSX achieves a 0.45% return, which is significantly higher than SWAGX's -0.44% return.
SWDSX
- 1D
- 0.00%
- 1M
- -5.46%
- YTD
- 0.45%
- 6M
- 0.22%
- 1Y
- 9.25%
- 3Y*
- 12.77%
- 5Y*
- 8.89%
- 10Y*
- 8.74%
SWAGX
- 1D
- 0.56%
- 1M
- -2.30%
- YTD
- -0.44%
- 6M
- 0.48%
- 1Y
- 3.81%
- 3Y*
- 3.39%
- 5Y*
- 0.01%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWDSX vs. SWAGX - Expense Ratio Comparison
SWDSX has a 0.89% expense ratio, which is higher than SWAGX's 0.04% expense ratio.
Return for Risk
SWDSX vs. SWAGX — Risk / Return Rank
SWDSX
SWAGX
SWDSX vs. SWAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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.
| SWDSX | SWAGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.98 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.42 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.75 | -0.78 |
Martin ratioReturn relative to average drawdown | 4.38 | 4.95 | -0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWDSX | SWAGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.98 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.00 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.30 | +0.17 |
Correlation
The correlation between SWDSX and SWAGX is -0.03. 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.
Dividends
SWDSX vs. SWAGX - Dividend Comparison
SWDSX's dividend yield for the trailing twelve months is around 0.79%, less than SWAGX's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.79% | 1.22% | 2.59% | 2.25% | 6.83% | 16.25% | 2.09% | 6.86% | 11.63% | 10.24% | 1.68% | 14.46% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.76% | 4.02% | 3.88% | 3.22% | 1.93% | 1.56% | 2.47% | 2.87% | 2.80% | 1.98% | 0.00% | 0.00% |
Drawdowns
SWDSX vs. SWAGX - Drawdown Comparison
The maximum SWDSX drawdown since its inception was -50.01%, which is greater than SWAGX's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for SWDSX and SWAGX.
Loading graphics...
Drawdown Indicators
| SWDSX | SWAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.01% | -19.68% | -30.33% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -2.84% | -6.96% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -18.76% | +0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | — | — |
Current DrawdownCurrent decline from peak | -6.00% | -4.18% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -5.72% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 1.00% | +1.17% |
Volatility
SWDSX vs. SWAGX - Volatility Comparison
Schwab Dividend Equity Fund™ (SWDSX) has a higher volatility of 2.68% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.66%. This indicates that SWDSX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SWDSX | SWAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 1.66% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 2.70% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 4.48% | +9.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 6.06% | +7.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 5.13% | +11.79% |