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SWHFX vs. SWTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWHFX vs. SWTSX - Performance Comparison

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

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SWHFX vs. SWTSX - 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%20.31%
SWTSX
Schwab Total Stock Market Index Fund
-6.77%17.04%23.84%26.05%-19.54%25.65%20.71%30.90%-5.35%21.08%

Returns By Period

In the year-to-date period, SWHFX achieves a -4.90% return, which is significantly higher than SWTSX's -6.77% return. Over the past 10 years, SWHFX has underperformed SWTSX with an annualized return of 7.56%, while SWTSX has yielded a comparatively higher 13.21% annualized 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%

SWTSX

1D
-0.46%
1M
-7.67%
YTD
-6.77%
6M
-4.59%
1Y
14.70%
3Y*
16.68%
5Y*
10.10%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWHFX vs. SWTSX - Expense Ratio Comparison

SWHFX has a 0.80% expense ratio, which is higher than SWTSX's 0.03% expense ratio.


Return for Risk

SWHFX vs. SWTSX — 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

SWTSX
SWTSX Risk / Return Rank: 4545
Overall Rank
SWTSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 4848
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 5252
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. SWTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Health Care Fund™ (SWHFX) and Schwab Total Stock Market Index Fund (SWTSX). 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.


SWHFXSWTSXDifference

Sharpe ratio

Return per unit of total volatility

-0.10

0.83

-0.93

Sortino ratio

Return per unit of downside risk

-0.01

1.28

-1.30

Omega ratio

Gain probability vs. loss probability

1.00

1.19

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.14

1.04

-1.18

Martin ratio

Return relative to average drawdown

-0.30

5.04

-5.35

SWHFX vs. SWTSX - Sharpe Ratio Comparison

The current SWHFX Sharpe Ratio is -0.10, which is lower than the SWTSX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SWHFX and SWTSX, 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


SWHFXSWTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.83

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.58

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.71

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.40

+0.09

Correlation

The correlation between SWHFX and SWTSX is 0.77, 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.


Dividends

SWHFX vs. SWTSX - Dividend Comparison

SWHFX has not paid dividends to shareholders, while SWTSX's dividend yield for the trailing twelve months is around 1.18%.


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%
SWTSX
Schwab Total Stock Market Index Fund
1.18%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%

Drawdowns

SWHFX vs. SWTSX - Drawdown Comparison

The maximum SWHFX drawdown since its inception was -43.10%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWHFX and SWTSX.


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Drawdown Indicators


SWHFXSWTSXDifference

Max Drawdown

Largest peak-to-trough decline

-43.10%

-54.60%

+11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-12.42%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-25.40%

+6.05%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

-35.01%

+7.73%

Current Drawdown

Current decline from peak

-11.81%

-8.88%

-2.93%

Average Drawdown

Average peak-to-trough decline

-8.15%

-10.63%

+2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

2.56%

+3.06%

Volatility

SWHFX vs. SWTSX - Volatility Comparison

Schwab Health Care Fund™ (SWHFX) and Schwab Total Stock Market Index Fund (SWTSX) have volatilities of 4.40% and 4.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWHFXSWTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

4.45%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

9.42%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

18.52%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

17.41%

-2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

18.57%

-2.65%