SWTSX vs. SWDSX
Compare and contrast key facts about Schwab Total Stock Market Index Fund (SWTSX) and Schwab Dividend Equity Fund™ (SWDSX).
SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999. SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWTSX or SWDSX.
Key characteristics
| SWTSX | SWDSX | |
|---|---|---|
| YTD Return | 26.15% | 20.72% |
| 1Y Return | 35.30% | 28.97% |
| 3Y Return (Ann) | 8.68% | 7.87% |
| 5Y Return (Ann) | 15.09% | 8.95% |
| 10Y Return (Ann) | 12.82% | 7.43% |
| Sharpe Ratio | 3.01 | 3.34 |
| Sortino Ratio | 4.00 | 4.65 |
| Omega Ratio | 1.56 | 1.62 |
| Calmar Ratio | 4.46 | 4.62 |
| Martin Ratio | 19.52 | 20.79 |
| Ulcer Index | 1.96% | 1.50% |
| Daily Std Dev | 12.76% | 9.32% |
| Max Drawdown | -54.60% | -50.01% |
| Current Drawdown | -0.46% | -0.41% |
Correlation
The correlation between SWTSX and SWDSX is 0.93, 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
SWTSX vs. SWDSX - Performance Comparison
In the year-to-date period, SWTSX achieves a 26.15% return, which is significantly higher than SWDSX's 20.72% return. Over the past 10 years, SWTSX has outperformed SWDSX with an annualized return of 12.82%, while SWDSX has yielded a comparatively lower 7.43% 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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SWTSX vs. SWDSX - Expense Ratio Comparison
SWTSX has a 0.03% expense ratio, which is lower than SWDSX's 0.89% expense ratio.
Risk-Adjusted Performance
SWTSX vs. SWDSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and Schwab Dividend Equity Fund™ (SWDSX). 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
SWTSX vs. SWDSX - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.11%, less than SWDSX's 1.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 1.11% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
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% |
Drawdowns
SWTSX vs. SWDSX - Drawdown Comparison
The maximum SWTSX drawdown since its inception was -54.60%, which is greater than SWDSX's maximum drawdown of -50.01%. Use the drawdown chart below to compare losses from any high point for SWTSX and SWDSX. For additional features, visit the drawdowns tool.
Volatility
SWTSX vs. SWDSX - Volatility Comparison
Schwab Total Stock Market Index Fund (SWTSX) has a higher volatility of 3.96% compared to Schwab Dividend Equity Fund™ (SWDSX) at 3.10%. This indicates that SWTSX's price experiences larger fluctuations and is considered to be riskier than SWDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.