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SWDSX vs. SWAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWDSX vs. SWAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Dividend Equity Fund™ (SWDSX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). The values are adjusted to include any dividend payments, if applicable.

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SWDSX vs. SWAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWDSX
SWDSX Risk / Return Rank: 3939
Overall Rank
SWDSX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SWDSX Sortino Ratio Rank: 3636
Sortino Ratio Rank
SWDSX Omega Ratio Rank: 4242
Omega Ratio Rank
SWDSX Calmar Ratio Rank: 3737
Calmar Ratio Rank
SWDSX Martin Ratio Rank: 4343
Martin Ratio Rank

SWAGX
SWAGX Risk / Return Rank: 5555
Overall Rank
SWAGX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SWAGX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SWAGX Omega Ratio Rank: 3939
Omega Ratio Rank
SWAGX Calmar Ratio Rank: 7676
Calmar Ratio Rank
SWAGX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SWDSXSWAGXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.98

-0.18

Sortino ratio

Return per unit of downside risk

1.16

1.42

-0.25

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

0.97

1.75

-0.78

Martin ratio

Return relative to average drawdown

4.38

4.95

-0.57

SWDSX vs. SWAGX - Sharpe Ratio Comparison

The current SWDSX Sharpe Ratio is 0.80, which is comparable to the SWAGX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SWDSX and SWAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWDSXSWAGXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


SWDSXSWAGXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.00%

-4.18%

-1.82%

Average Drawdown

Average peak-to-trough decline

-6.82%

-5.72%

-1.10%

Ulcer Index

Depth 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.


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Volatility by Period


SWDSXSWAGXDifference

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%