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SWJRX vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWJRX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Monthly Income Fund - Moderate Payout (SWJRX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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SWJRX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SWJRX
SWJRX Risk / Return Rank: 8282
Overall Rank
SWJRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SWJRX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SWJRX Omega Ratio Rank: 8282
Omega Ratio Rank
SWJRX Calmar Ratio Rank: 7878
Calmar Ratio Rank
SWJRX Martin Ratio Rank: 8383
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SWJRXSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.89

+0.69

Sortino ratio

Return per unit of downside risk

2.17

1.35

+0.83

Omega ratio

Gain probability vs. loss probability

1.32

1.19

+0.13

Calmar ratio

Return relative to maximum drawdown

1.84

1.19

+0.64

Martin ratio

Return relative to average drawdown

8.43

3.99

+4.44

SWJRX vs. SCHD - Sharpe Ratio Comparison

The current SWJRX Sharpe Ratio is 1.58, which is higher than the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of SWJRX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWJRXSCHDDifference

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.


TTM20252024202320222021202020192018201720162015
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


SWJRXSCHDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.10%

-2.89%

-1.21%

Average Drawdown

Average peak-to-trough decline

-3.91%

-3.34%

-0.57%

Ulcer Index

Depth 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


SWJRXSCHDDifference

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%