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SWISX vs. SWAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWISX and SWAGX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

SWISX vs. SWAGX - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
75.58%
11.25%
SWISX
SWAGX

Key characteristics

Sharpe Ratio

SWISX:

0.73

SWAGX:

1.26

Sortino Ratio

SWISX:

1.10

SWAGX:

1.87

Omega Ratio

SWISX:

1.15

SWAGX:

1.22

Calmar Ratio

SWISX:

0.91

SWAGX:

0.50

Martin Ratio

SWISX:

2.62

SWAGX:

3.19

Ulcer Index

SWISX:

4.74%

SWAGX:

2.13%

Daily Std Dev

SWISX:

16.98%

SWAGX:

5.39%

Max Drawdown

SWISX:

-60.65%

SWAGX:

-18.84%

Current Drawdown

SWISX:

-1.18%

SWAGX:

-7.37%

Returns By Period

In the year-to-date period, SWISX achieves a 10.84% return, which is significantly higher than SWAGX's 2.03% return.


SWISX

YTD

10.84%

1M

-0.20%

6M

5.97%

1Y

11.30%

5Y*

11.99%

10Y*

5.25%

SWAGX

YTD

2.03%

1M

0.09%

6M

1.32%

1Y

6.90%

5Y*

-0.95%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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SWISX vs. SWAGX - Expense Ratio Comparison

SWISX has a 0.06% expense ratio, which is higher than SWAGX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for SWISX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWISX: 0.06%
Expense ratio chart for SWAGX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWAGX: 0.04%

Risk-Adjusted Performance

SWISX vs. SWAGX — Risk-Adjusted Performance Rank

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

SWISX
The Risk-Adjusted Performance Rank of SWISX is 7272
Overall Rank
The Sharpe Ratio Rank of SWISX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SWISX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SWISX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SWISX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SWISX is 6868
Martin Ratio Rank

SWAGX
The Risk-Adjusted Performance Rank of SWAGX is 7878
Overall Rank
The Sharpe Ratio Rank of SWAGX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SWAGX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SWAGX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SWAGX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SWAGX is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWISX vs. SWAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) 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.


The chart of Sharpe ratio for SWISX, currently valued at 0.73, compared to the broader market-1.000.001.002.003.00
SWISX: 0.73
SWAGX: 1.26
The chart of Sortino ratio for SWISX, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.00
SWISX: 1.10
SWAGX: 1.87
The chart of Omega ratio for SWISX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
SWISX: 1.15
SWAGX: 1.22
The chart of Calmar ratio for SWISX, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.00
SWISX: 0.91
SWAGX: 0.50
The chart of Martin ratio for SWISX, currently valued at 2.62, compared to the broader market0.0010.0020.0030.0040.0050.00
SWISX: 2.62
SWAGX: 3.19

The current SWISX Sharpe Ratio is 0.73, which is lower than the SWAGX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of SWISX 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.73
1.26
SWISX
SWAGX

Dividends

SWISX vs. SWAGX - Dividend Comparison

SWISX's dividend yield for the trailing twelve months is around 2.97%, less than SWAGX's 3.92% yield.


TTM20242023202220212020201920182017201620152014
SWISX
Schwab International Index Fund
2.97%3.30%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%3.37%
SWAGX
Schwab U.S. Aggregate Bond Index Fund
3.92%3.88%3.22%2.60%2.06%2.36%2.86%2.80%1.99%0.00%0.00%0.00%

Drawdowns

SWISX vs. SWAGX - Drawdown Comparison

The maximum SWISX drawdown since its inception was -60.65%, which is greater than SWAGX's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for SWISX and SWAGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.18%
-7.37%
SWISX
SWAGX

Volatility

SWISX vs. SWAGX - Volatility Comparison

Schwab International Index Fund (SWISX) has a higher volatility of 10.89% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 2.24%. This indicates that SWISX'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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.89%
2.24%
SWISX
SWAGX