SWJRX vs. SCHF
Compare and contrast key facts about Schwab Monthly Income Fund - Moderate Payout (SWJRX) and Schwab International Equity ETF (SCHF).
SWJRX is managed by Charles Schwab. It was launched on Mar 27, 2008. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.
Performance
SWJRX vs. SCHF - Performance Comparison
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SWJRX vs. SCHF - 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% |
SCHF Schwab International Equity ETF | 2.95% | 34.55% | 3.28% | 18.35% | -14.80% | 11.40% | 9.48% | 22.26% | -14.29% | 26.03% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SWJRX having a 3.09% return and SCHF slightly lower at 2.95%. Over the past 10 years, SWJRX has underperformed SCHF with an annualized return of 5.07%, while SCHF has yielded a comparatively higher 9.42% 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%
SCHF
- 1D
- 3.25%
- 1M
- -8.44%
- YTD
- 2.95%
- 6M
- 9.36%
- 1Y
- 29.56%
- 3Y*
- 16.15%
- 5Y*
- 8.69%
- 10Y*
- 9.42%
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SWJRX vs. SCHF - Expense Ratio Comparison
SWJRX has a 0.00% expense ratio, which is lower than SCHF'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. SCHF — Risk / Return Rank
SWJRX
SCHF
SWJRX vs. SCHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Moderate Payout (SWJRX) and Schwab International Equity ETF (SCHF). 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 | SCHF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.68 | -0.10 |
Sortino ratioReturn per unit of downside risk | 2.17 | 2.30 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 2.47 | -0.63 |
Martin ratioReturn relative to average drawdown | 8.43 | 9.63 | -1.19 |
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 | SCHF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.68 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.54 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.55 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.40 | +0.18 |
Correlation
The correlation between SWJRX and SCHF is 0.85, 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. SCHF - Dividend Comparison
SWJRX's dividend yield for the trailing twelve months is around 4.31%, more than SCHF's 3.32% 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% |
SCHF Schwab International Equity ETF | 3.32% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Drawdowns
SWJRX vs. SCHF - Drawdown Comparison
The maximum SWJRX drawdown since its inception was -25.61%, smaller than the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for SWJRX and SCHF.
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Drawdown Indicators
| SWJRX | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.61% | -34.87% | +9.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.32% | -11.48% | +5.16% |
Max Drawdown (5Y)Largest decline over 5 years | -20.87% | -29.14% | +8.27% |
Max Drawdown (10Y)Largest decline over 10 years | -20.87% | -34.87% | +14.00% |
Current DrawdownCurrent decline from peak | -4.10% | -8.60% | +4.50% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -7.44% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 2.95% | -1.57% |
Volatility
SWJRX vs. SCHF - Volatility Comparison
The current volatility for Schwab Monthly Income Fund - Moderate Payout (SWJRX) is 2.33%, while Schwab International Equity ETF (SCHF) has a volatility of 8.47%. This indicates that SWJRX experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWJRX | SCHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 8.47% | -6.14% |
Volatility (6M)Calculated over the trailing 6-month period | 4.09% | 11.70% | -7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.32% | 17.72% | -10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.71% | 16.14% | -7.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.57% | 17.09% | -8.52% |