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SWHYX vs. SWNTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWHYX vs. SWNTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Opportunistic Municipal Bond Fund (SWHYX) and Schwab Tax-Free Bond Fund™ (SWNTX). The values are adjusted to include any dividend payments, if applicable.

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SWHYX vs. SWNTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SWHYX
Schwab Opportunistic Municipal Bond Fund
-0.44%2.98%1.89%9.24%-12.81%2.49%2.52%
SWNTX
Schwab Tax-Free Bond Fund™
-0.62%4.20%1.57%5.09%-8.57%0.37%0.99%

Returns By Period

In the year-to-date period, SWHYX achieves a -0.44% return, which is significantly higher than SWNTX's -0.62% return.


SWHYX

1D
0.23%
1M
-2.56%
YTD
-0.44%
6M
1.26%
1Y
3.56%
3Y*
3.56%
5Y*
0.46%
10Y*

SWNTX

1D
0.19%
1M
-2.70%
YTD
-0.62%
6M
0.90%
1Y
3.60%
3Y*
2.58%
5Y*
0.44%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWHYX vs. SWNTX - Expense Ratio Comparison

SWHYX has a 0.50% expense ratio, which is higher than SWNTX's 0.48% expense ratio.


Return for Risk

SWHYX vs. SWNTX — Risk / Return Rank

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

SWHYX
SWHYX Risk / Return Rank: 2929
Overall Rank
SWHYX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SWHYX Sortino Ratio Rank: 2424
Sortino Ratio Rank
SWHYX Omega Ratio Rank: 4747
Omega Ratio Rank
SWHYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SWHYX Martin Ratio Rank: 2121
Martin Ratio Rank

SWNTX
SWNTX Risk / Return Rank: 5252
Overall Rank
SWNTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SWNTX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SWNTX Omega Ratio Rank: 7878
Omega Ratio Rank
SWNTX Calmar Ratio Rank: 4343
Calmar Ratio Rank
SWNTX Martin Ratio Rank: 3434
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.

SWHYX vs. SWNTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Opportunistic Municipal Bond Fund (SWHYX) and Schwab Tax-Free Bond Fund™ (SWNTX). 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.


SWHYXSWNTXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.02

-0.32

Sortino ratio

Return per unit of downside risk

0.94

1.38

-0.44

Omega ratio

Gain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratio

Return relative to maximum drawdown

0.74

1.08

-0.34

Martin ratio

Return relative to average drawdown

2.20

3.58

-1.38

SWHYX vs. SWNTX - Sharpe Ratio Comparison

The current SWHYX Sharpe Ratio is 0.69, which is lower than the SWNTX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SWHYX and SWNTX, 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


SWHYXSWNTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.02

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.13

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

1.15

-0.97

Correlation

The correlation between SWHYX and SWNTX is 0.86, 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

SWHYX vs. SWNTX - Dividend Comparison

SWHYX's dividend yield for the trailing twelve months is around 3.82%, more than SWNTX's 3.26% yield.


TTM20252024202320222021202020192018201720162015
SWHYX
Schwab Opportunistic Municipal Bond Fund
3.82%4.12%3.79%6.48%3.38%2.46%1.71%0.00%0.00%0.00%0.00%0.00%
SWNTX
Schwab Tax-Free Bond Fund™
3.26%3.78%3.20%2.54%1.73%1.62%2.34%2.58%2.41%2.21%3.14%2.71%

Drawdowns

SWHYX vs. SWNTX - Drawdown Comparison

The maximum SWHYX drawdown since its inception was -17.46%, which is greater than SWNTX's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for SWHYX and SWNTX.


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Drawdown Indicators


SWHYXSWNTXDifference

Max Drawdown

Largest peak-to-trough decline

-17.46%

-13.26%

-4.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.71%

-4.40%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.46%

-13.26%

-4.20%

Max Drawdown (10Y)

Largest decline over 10 years

-13.26%

Current Drawdown

Current decline from peak

-2.56%

-2.70%

+0.14%

Average Drawdown

Average peak-to-trough decline

-5.25%

-1.89%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.33%

+0.59%

Volatility

SWHYX vs. SWNTX - Volatility Comparison

Schwab Opportunistic Municipal Bond Fund (SWHYX) has a higher volatility of 1.23% compared to Schwab Tax-Free Bond Fund™ (SWNTX) at 0.94%. This indicates that SWHYX's price experiences larger fluctuations and is considered to be riskier than SWNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWHYXSWNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

0.94%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.75%

1.57%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

4.43%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.60%

3.45%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.38%

3.56%

+0.82%