SWJRX vs. SCHD
Compare and contrast key facts about Schwab Monthly Income Fund - Moderate Payout (SWJRX) and Schwab U.S. Dividend Equity ETF (SCHD).
SWJRX is managed by Charles Schwab. It was launched on Mar 27, 2008. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
SWJRX vs. SCHD - Performance Comparison
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SWJRX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWJRX Schwab Monthly Income Fund - Moderate Payout | 3.09% | 12.17% | 3.83% | 8.79% | -12.81% | 9.23% | 5.32% | 16.40% | -6.31% | 10.80% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, SWJRX achieves a 3.09% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, SWJRX has underperformed SCHD with an annualized return of 5.07%, while SCHD has yielded a comparatively higher 12.31% annualized return.
SWJRX
- 1D
- 0.37%
- 1M
- -4.10%
- YTD
- 3.09%
- 6M
- 5.56%
- 1Y
- 11.26%
- 3Y*
- 8.50%
- 5Y*
- 4.04%
- 10Y*
- 5.07%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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SWJRX vs. SCHD - Expense Ratio Comparison
SWJRX has a 0.00% expense ratio, which is lower than SCHD's 0.06% 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%.
Return for Risk
SWJRX vs. SCHD — Risk / Return Rank
SWJRX
SCHD
SWJRX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Moderate Payout (SWJRX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.
| SWJRX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 0.89 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.17 | 1.35 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.19 | +0.64 |
Martin ratioReturn relative to average drawdown | 8.43 | 3.99 | +4.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWJRX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 0.89 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.59 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.74 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.84 | -0.26 |
Correlation
The correlation between SWJRX and SCHD is 0.82, 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
SWJRX vs. SCHD - Dividend Comparison
SWJRX's dividend yield for the trailing twelve months is around 4.31%, more than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWJRX Schwab Monthly Income Fund - Moderate Payout | 4.31% | 4.78% | 4.94% | 4.80% | 8.67% | 3.62% | 2.49% | 5.36% | 3.47% | 2.93% | 6.05% | 6.80% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
SWJRX vs. SCHD - Drawdown Comparison
The maximum SWJRX drawdown since its inception was -25.61%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWJRX and SCHD.
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Drawdown Indicators
| SWJRX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.61% | -33.37% | +7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.32% | -12.74% | +6.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.87% | -16.85% | -4.02% |
Max Drawdown (10Y)Largest decline over 10 years | -20.87% | -33.37% | +12.50% |
Current DrawdownCurrent decline from peak | -4.10% | -2.89% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -3.34% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 3.89% | -2.51% |
Volatility
SWJRX vs. SCHD - Volatility Comparison
Schwab Monthly Income Fund - Moderate Payout (SWJRX) and Schwab U.S. Dividend Equity ETF (SCHD) have volatilities of 2.33% and 2.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWJRX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 2.40% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 4.09% | 7.96% | -3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.32% | 15.74% | -8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.71% | 14.40% | -5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.57% | 16.70% | -8.13% |