PortfoliosLab logoPortfoliosLab logo
SWHFX vs. VHT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWHFX vs. VHT - Performance Comparison

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

Loading graphics...

SWHFX vs. VHT - 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%
VHT
Vanguard Health Care ETF
-5.04%15.46%2.66%2.52%-5.60%20.57%18.29%21.87%5.58%23.26%

Returns By Period

The year-to-date returns for both stocks are quite close, with SWHFX having a -4.90% return and VHT slightly lower at -5.04%. Over the past 10 years, SWHFX has underperformed VHT with an annualized return of 7.56%, while VHT has yielded a comparatively higher 9.72% 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%

VHT

1D
2.24%
1M
-7.50%
YTD
-5.04%
6M
5.91%
1Y
4.70%
3Y*
6.16%
5Y*
5.09%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWHFX vs. VHT - Expense Ratio Comparison

SWHFX has a 0.80% expense ratio, which is higher than VHT's 0.10% expense ratio.


Return for Risk

SWHFX vs. VHT — 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

VHT
VHT Risk / Return Rank: 2121
Overall Rank
VHT Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VHT Sortino Ratio Rank: 2020
Sortino Ratio Rank
VHT Omega Ratio Rank: 1919
Omega Ratio Rank
VHT Calmar Ratio Rank: 2525
Calmar Ratio Rank
VHT Martin Ratio Rank: 2121
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. VHT - Risk-Adjusted Trends Comparison

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


SWHFXVHTDifference

Sharpe ratio

Return per unit of total volatility

-0.10

0.27

-0.37

Sortino ratio

Return per unit of downside risk

-0.01

0.49

-0.50

Omega ratio

Gain probability vs. loss probability

1.00

1.06

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.14

0.51

-0.65

Martin ratio

Return relative to average drawdown

-0.30

1.09

-1.40

SWHFX vs. VHT - Sharpe Ratio Comparison

The current SWHFX Sharpe Ratio is -0.10, which is lower than the VHT Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of SWHFX and VHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SWHFXVHTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.27

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.34

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.58

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.56

-0.07

Correlation

The correlation between SWHFX and VHT is 0.94, 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. VHT - Dividend Comparison

SWHFX has not paid dividends to shareholders, while VHT's dividend yield for the trailing twelve months is around 1.73%.


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%
VHT
Vanguard Health Care ETF
1.73%1.61%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%

Drawdowns

SWHFX vs. VHT - Drawdown Comparison

The maximum SWHFX drawdown since its inception was -43.10%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for SWHFX and VHT.


Loading graphics...

Drawdown Indicators


SWHFXVHTDifference

Max Drawdown

Largest peak-to-trough decline

-43.10%

-39.12%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-10.40%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-19.35%

-17.71%

-1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-27.28%

-28.85%

+1.57%

Current Drawdown

Current decline from peak

-11.81%

-8.05%

-3.76%

Average Drawdown

Average peak-to-trough decline

-8.15%

-5.98%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

4.96%

+0.66%

Volatility

SWHFX vs. VHT - Volatility Comparison

The current volatility for Schwab Health Care Fund™ (SWHFX) is 4.40%, while Vanguard Health Care ETF (VHT) has a volatility of 5.10%. This indicates that SWHFX experiences smaller price fluctuations and is considered to be less risky than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SWHFXVHTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

5.10%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

10.28%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

17.61%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

14.85%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

16.94%

-1.02%