SWJRX vs. DGTSX
SWJRX (Schwab Monthly Income Fund - Moderate Payout) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, SWJRX returned 5.36%/yr vs 5.28%/yr for DGTSX. Their correlation of 0.90 suggests significant overlap in exposure. SWJRX charges 0.00%/yr vs 0.24%/yr for DGTSX.
Performance
SWJRX vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, SWJRX achieves a 6.01% return, which is significantly higher than DGTSX's 4.23% return. Both investments have delivered pretty close results over the past 10 years, with SWJRX having a 5.36% annualized return and DGTSX not far behind at 5.28%.
SWJRX
- 1D
- -0.09%
- 1M
- -0.68%
- YTD
- 6.01%
- 6M
- 5.93%
- 1Y
- 12.58%
- 3Y*
- 9.74%
- 5Y*
- 3.94%
- 10Y*
- 5.36%
DGTSX
- 1D
- -0.07%
- 1M
- 0.69%
- YTD
- 4.23%
- 6M
- 4.08%
- 1Y
- 9.62%
- 3Y*
- 8.40%
- 5Y*
- 5.27%
- 10Y*
- 5.28%
SWJRX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWJRX Schwab Monthly Income Fund - Moderate Payout | 6.01% | 12.17% | 3.83% | 8.79% | -12.81% | 9.23% | 5.32% | 16.40% | -6.31% | 10.80% |
DGTSX DFA Global Allocation 25/75 Portfolio | 4.23% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between SWJRX and DGTSX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2008 | 0.90 |
The correlation between SWJRX and DGTSX shifts across timeframes, from 0.72 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SWJRX vs. DGTSX — Risk / Return Rank
SWJRX
DGTSX
SWJRX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Moderate Payout (SWJRX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWJRX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.57 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 3.76 | -0.88 |
| Martin ratioReturn relative to average drawdown | 10.30 | 16.52 | -6.21 |
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Drawdowns
SWJRX vs. DGTSX - Drawdown Comparison
The maximum SWJRX drawdown since its inception was -25.61%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for SWJRX and DGTSX.
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Drawdown Indicators
| SWJRX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.61% | -16.71% | -8.90% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -2.64% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -8.18% | -7.46% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -20.87% | -11.26% | -9.61% |
Max Drawdown (10Y)Largest decline over 10 years | -20.87% | -11.26% | -9.61% |
Current DrawdownCurrent decline from peak | -1.38% | -0.20% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -1.64% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 0.60% | +0.67% |
Volatility
SWJRX vs. DGTSX - Volatility Comparison
Schwab Monthly Income Fund - Moderate Payout (SWJRX) has a higher volatility of 1.75% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.38%. This indicates that SWJRX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWJRX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.75% | 1.38% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 4.46% | 2.97% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.82% | 3.60% | +2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.72% | 5.98% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.59% | 5.24% | +3.35% |
SWJRX vs. DGTSX - Expense Ratio Comparison
SWJRX has a 0.00% expense ratio, which is lower than DGTSX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SWJRX vs. DGTSX - Dividend Comparison
SWJRX's dividend yield for the trailing twelve months is around 4.70%, less than DGTSX's 5.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.70% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
SWJRX Schwab Monthly Income Fund - Moderate Payout | 4.70% | 4.78% | 4.94% | 4.80% | 8.67% | 3.62% | 2.49% | 5.36% | 3.47% | 2.93% | 6.05% | 6.80% |
Frequently Asked Questions
SWJRX and DGTSX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWJRX has higher volatility (1.75%) compared to DGTSX (1.38%). In terms of maximum drawdown, SWJRX dropped -25.61% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.77 vs 2.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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