SWDSX vs. VWINX
Compare and contrast key facts about Schwab Dividend Equity Fund™ (SWDSX) and Vanguard Wellesley Income Fund Investor Shares (VWINX).
SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003. VWINX is managed by Vanguard. It was launched on Jul 1, 1970.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWDSX or VWINX.
Key characteristics
| SWDSX | VWINX | |
|---|---|---|
| YTD Return | 20.36% | 7.46% |
| 1Y Return | 30.74% | 17.15% |
| 3Y Return (Ann) | 7.78% | -0.54% |
| 5Y Return (Ann) | 9.01% | 2.63% |
| 10Y Return (Ann) | 7.40% | 3.33% |
| Sharpe Ratio | 3.29 | 2.56 |
| Sortino Ratio | 4.59 | 3.95 |
| Omega Ratio | 1.61 | 1.53 |
| Calmar Ratio | 3.70 | 1.03 |
| Martin Ratio | 20.47 | 16.67 |
| Ulcer Index | 1.50% | 1.03% |
| Daily Std Dev | 9.32% | 6.70% |
| Max Drawdown | -50.01% | -24.01% |
| Current Drawdown | -0.71% | -2.27% |
Correlation
The correlation between SWDSX and VWINX is 0.76, 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
SWDSX vs. VWINX - Performance Comparison
In the year-to-date period, SWDSX achieves a 20.36% return, which is significantly higher than VWINX's 7.46% return. Over the past 10 years, SWDSX has outperformed VWINX with an annualized return of 7.40%, while VWINX has yielded a comparatively lower 3.33% 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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SWDSX vs. VWINX - Expense Ratio Comparison
SWDSX has a 0.89% expense ratio, which is higher than VWINX's 0.23% expense ratio.
Risk-Adjusted Performance
SWDSX vs. VWINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) and Vanguard Wellesley Income Fund Investor Shares (VWINX). 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
SWDSX vs. VWINX - Dividend Comparison
SWDSX's dividend yield for the trailing twelve months is around 1.78%, less than VWINX's 5.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 1.78% | 2.12% | 2.25% | 2.06% | 2.10% | 1.55% | 1.77% | 1.78% | 1.69% | 2.37% | 1.56% | 1.50% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 5.77% | 5.71% | 3.17% | 2.48% | 2.65% | 2.90% | 3.30% | 2.85% | 2.94% | 3.11% | 3.16% | 3.05% |
Drawdowns
SWDSX vs. VWINX - Drawdown Comparison
The maximum SWDSX drawdown since its inception was -50.01%, which is greater than VWINX's maximum drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for SWDSX and VWINX. For additional features, visit the drawdowns tool.
Volatility
SWDSX vs. VWINX - Volatility Comparison
Schwab Dividend Equity Fund™ (SWDSX) has a higher volatility of 3.09% compared to Vanguard Wellesley Income Fund Investor Shares (VWINX) at 1.65%. This indicates that SWDSX's price experiences larger fluctuations and is considered to be riskier than VWINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.