SWISX vs. SWTSX
Compare and contrast key facts about Schwab International Index Fund (SWISX) and Schwab Total Stock Market Index Fund (SWTSX).
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. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWISX or SWTSX.
Key characteristics
| SWISX | SWTSX | |
|---|---|---|
| YTD Return | 4.08% | 23.68% |
| 1Y Return | 12.16% | 32.45% |
| 3Y Return (Ann) | 1.49% | 7.83% |
| 5Y Return (Ann) | 5.47% | 14.61% |
| 10Y Return (Ann) | 4.96% | 12.54% |
| Sharpe Ratio | 0.93 | 2.55 |
| Sortino Ratio | 1.35 | 3.42 |
| Omega Ratio | 1.16 | 1.47 |
| Calmar Ratio | 1.35 | 3.77 |
| Martin Ratio | 4.44 | 16.43 |
| Ulcer Index | 2.70% | 1.97% |
| Daily Std Dev | 12.91% | 12.69% |
| Max Drawdown | -60.65% | -54.60% |
| Current Drawdown | -8.92% | -2.41% |
Correlation
The correlation between SWISX and SWTSX is 0.73, 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.
Performance
SWISX vs. SWTSX - Performance Comparison
In the year-to-date period, SWISX achieves a 4.08% return, which is significantly lower than SWTSX's 23.68% return. Over the past 10 years, SWISX has underperformed SWTSX with an annualized return of 4.96%, while SWTSX has yielded a comparatively higher 12.54% annualized 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. SWTSX - Expense Ratio Comparison
SWISX has a 0.06% expense ratio, which is higher than SWTSX's 0.03% 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. SWTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) 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.
Dividends
SWISX vs. SWTSX - Dividend Comparison
SWISX's dividend yield for the trailing twelve months is around 3.18%, more than SWTSX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWISX Schwab International Index Fund | 3.18% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
SWTSX Schwab Total Stock Market Index Fund | 1.14% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
Drawdowns
SWISX vs. SWTSX - Drawdown Comparison
The maximum SWISX drawdown since its inception was -60.65%, which is greater than SWTSX's maximum drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWISX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
SWISX vs. SWTSX - Volatility Comparison
The current volatility for Schwab International Index Fund (SWISX) is 3.84%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 4.27%. This indicates that SWISX experiences smaller price fluctuations and is considered to be less risky than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.