SWISX vs. SWAGX
Compare and contrast key facts about Schwab International Index Fund (SWISX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWISX or SWAGX.
Key characteristics
| SWISX | SWAGX | |
|---|---|---|
| YTD Return | 4.65% | 1.28% |
| 1Y Return | 12.62% | 7.01% |
| 3Y Return (Ann) | 1.60% | -2.30% |
| 5Y Return (Ann) | 5.59% | -0.35% |
| Sharpe Ratio | 0.97 | 1.10 |
| Sortino Ratio | 1.40 | 1.61 |
| Omega Ratio | 1.17 | 1.19 |
| Calmar Ratio | 1.45 | 0.42 |
| Martin Ratio | 4.71 | 3.65 |
| Ulcer Index | 2.64% | 1.75% |
| Daily Std Dev | 12.90% | 5.80% |
| Max Drawdown | -60.65% | -18.84% |
| Current Drawdown | -8.42% | -9.31% |
Correlation
The correlation between SWISX and SWAGX is 0.02, 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.
Performance
SWISX vs. SWAGX - Performance Comparison
In the year-to-date period, SWISX achieves a 4.65% return, which is significantly higher than SWAGX's 1.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
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.
Dividends
SWISX vs. SWAGX - Dividend Comparison
SWISX's dividend yield for the trailing twelve months is around 3.16%, less than SWAGX's 3.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWISX Schwab International Index Fund | 3.16% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.81% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 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.
Volatility
SWISX vs. SWAGX - Volatility Comparison
Schwab International Index Fund (SWISX) has a higher volatility of 3.85% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.69%. 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.