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SWHFX vs. SWAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWHFX vs. SWAGX - Performance Comparison

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

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SWHFX vs. SWAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWHFX
Schwab Health Care Fund™
-4.90%9.81%0.10%0.73%-4.66%23.36%12.83%17.64%3.68%12.03%
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, SWHFX achieves a -4.90% return, which is significantly lower than SWAGX's -0.44% return.


SWHFX

1D
0.46%
1M
-9.48%
YTD
-4.90%
6M
-0.66%
1Y
-2.33%
3Y*
3.11%
5Y*
4.00%
10Y*
7.56%

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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SWHFX vs. SWAGX - Expense Ratio Comparison

SWHFX has a 0.80% expense ratio, which is higher than SWAGX's 0.04% expense ratio.


Return for Risk

SWHFX vs. SWAGX — Risk / Return Rank

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

SWHFX
SWHFX Risk / Return Rank: 44
Overall Rank
SWHFX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SWHFX Sortino Ratio Rank: 44
Sortino Ratio Rank
SWHFX Omega Ratio Rank: 44
Omega Ratio Rank
SWHFX Calmar Ratio Rank: 55
Calmar Ratio Rank
SWHFX Martin Ratio Rank: 55
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.

SWHFX vs. SWAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Health Care Fund™ (SWHFX) 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.


SWHFXSWAGXDifference

Sharpe ratio

Return per unit of total volatility

-0.10

0.98

-1.08

Sortino ratio

Return per unit of downside risk

-0.01

1.42

-1.43

Omega ratio

Gain probability vs. loss probability

1.00

1.17

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.14

1.75

-1.89

Martin ratio

Return relative to average drawdown

-0.30

4.95

-5.25

SWHFX vs. SWAGX - Sharpe Ratio Comparison

The current SWHFX Sharpe Ratio is -0.10, which is lower than the SWAGX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SWHFX 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


SWHFXSWAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.98

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.00

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.30

+0.19

Correlation

The correlation between SWHFX and SWAGX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SWHFX vs. SWAGX - Dividend Comparison

SWHFX has not paid dividends to shareholders, while SWAGX's dividend yield for the trailing twelve months is around 3.76%.


TTM20252024202320222021202020192018201720162015
SWHFX
Schwab Health Care Fund™
0.00%0.00%9.49%3.60%4.18%12.52%11.47%4.56%10.02%7.32%2.63%16.31%
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

SWHFX vs. SWAGX - Drawdown Comparison

The maximum SWHFX drawdown since its inception was -43.10%, which is greater than SWAGX's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for SWHFX and SWAGX.


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Drawdown Indicators


SWHFXSWAGXDifference

Max Drawdown

Largest peak-to-trough decline

-43.10%

-19.68%

-23.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-2.84%

-9.41%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-18.76%

-0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

Current Drawdown

Current decline from peak

-11.81%

-4.18%

-7.63%

Average Drawdown

Average peak-to-trough decline

-8.15%

-5.72%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

1.00%

+4.62%

Volatility

SWHFX vs. SWAGX - Volatility Comparison

Schwab Health Care Fund™ (SWHFX) has a higher volatility of 4.40% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.66%. This indicates that SWHFX'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


SWHFXSWAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

1.66%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

2.70%

+9.39%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

4.48%

+13.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

6.06%

+8.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

5.13%

+10.79%