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SWKRX vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWKRX vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWKRX achieves a 6.18% return, which is significantly higher than BIL's 1.66% return. Over the past 10 years, SWKRX has outperformed BIL with an annualized return of 4.62%, while BIL has yielded a comparatively lower 2.20% annualized return.


SWKRX

1D
-0.09%
1M
-0.53%
YTD
6.18%
6M
6.27%
1Y
13.19%
3Y*
9.22%
5Y*
3.89%
10Y*
4.62%

BIL

1D
0.00%
1M
0.27%
YTD
1.66%
6M
1.75%
1Y
3.85%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWKRX vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWKRX
Schwab Monthly Income Fund - Enhanced Payout
6.18%12.14%3.85%8.71%-12.47%5.73%6.11%13.79%-4.20%8.19%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.66%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between SWKRX and BIL is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2008

-0.00

The correlation between SWKRX and BIL shifts across timeframes, from -0.09 (1 year) to 0.02 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SWKRX vs. BIL — Risk / Return Rank

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

SWKRX
SWKRX Risk / Return Rank: 6666
Overall Rank
SWKRX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SWKRX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SWKRX Omega Ratio Rank: 6868
Omega Ratio Rank
SWKRX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SWKRX Martin Ratio Rank: 5555
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
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.

SWKRX vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.


SWKRXBILDifference
Sharpe ratioReturn per unit of total volatility

-17.10

Sortino ratioReturn per unit of downside risk

-169.87

Omega ratioGain probability vs. loss probability

1.42

87.41

-85.99

Calmar ratioReturn relative to maximum drawdown

2.90

353.28

-350.38

Martin ratioReturn relative to average drawdown

10.53

2,801.35

-2,790.82

SWKRX vs. BIL - Sharpe Ratio Comparison

The current SWKRX Sharpe Ratio is 2.27, which is lower than the BIL Sharpe Ratio of 19.37. The chart below compares the historical Sharpe Ratios of SWKRX and BIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SWKRX vs. BIL - Drawdown Comparison

The maximum SWKRX drawdown since its inception was -20.69%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for SWKRX and BIL.


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Drawdown Indicators


SWKRXBILDifference

Max Drawdown

Largest peak-to-trough decline

-20.69%

-0.78%

-19.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.53%

-0.01%

-4.52%

Max Drawdown (3Y)

Largest decline over 3 years

-8.15%

-0.01%

-8.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-0.09%

-20.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.69%

-0.21%

-20.48%

Current Drawdown

Current decline from peak

-1.19%

0.00%

-1.19%

Average Drawdown

Average peak-to-trough decline

-3.07%

-0.26%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

0.00%

+1.24%

Volatility

SWKRX vs. BIL - Volatility Comparison

Schwab Monthly Income Fund - Enhanced Payout (SWKRX) has a higher volatility of 1.71% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that SWKRX's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWKRXBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

0.07%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

0.14%

+4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

0.20%

+5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.12%

0.26%

+7.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

0.26%

+6.82%

SWKRX vs. BIL - Expense Ratio Comparison

SWKRX has a 0.00% expense ratio, which is lower than BIL's 0.14% 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

SWKRX vs. BIL - Dividend Comparison

SWKRX's dividend yield for the trailing twelve months is around 4.28%, more than BIL's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
SWKRX
Schwab Monthly Income Fund - Enhanced Payout
4.28%4.41%4.73%4.69%7.47%3.93%3.02%4.66%3.10%2.71%4.71%2.27%

Frequently Asked Questions


SWKRX and BIL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWKRX has higher volatility (1.71%) compared to BIL (0.07%). In terms of maximum drawdown, SWKRX dropped -20.69% vs BIL's -0.78%.

BIL currently has the higher Sharpe Ratio (19.37 vs 2.27), 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.

Portfolio Optimizer

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