SWJRX vs. SWVXX

In the year-to-date period, SWJRX achieves a 2.70% return, which is significantly higher than SWVXX's 1.03% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SWJRX at 1.74% and SWVXX at 1.74%.

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This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Moderate Payout (SWJRX) and Schwab Value Advantage Money Fund (SWVXX). 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.

The current SWJRX Sharpe Ratio is 1.04, which is lower than the SWVXX Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of SWJRX and SWVXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SWJRX drawdown since its inception was -25.61%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SWJRX and SWVXX. For additional features, visit the drawdowns tool.

Schwab Monthly Income Fund - Moderate Payout (SWJRX) has a higher volatility of 5.02% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.33%. This indicates that SWJRX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.