SWKRX vs. SCHG
Compare and contrast key facts about Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SWKRX is managed by Charles Schwab. It was launched on Mar 27, 2008. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
SWKRX vs. SCHG - Performance Comparison
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SWKRX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWKRX Schwab Monthly Income Fund - Enhanced Payout | 3.53% | 12.14% | 3.85% | 8.71% | -12.47% | 5.73% | 6.11% | 13.79% | -4.20% | 8.19% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, SWKRX achieves a 3.53% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, SWKRX has underperformed SCHG with an annualized return of 4.49%, while SCHG has yielded a comparatively higher 16.95% annualized return.
SWKRX
- 1D
- 0.45%
- 1M
- -3.23%
- YTD
- 3.53%
- 6M
- 5.56%
- 1Y
- 11.54%
- 3Y*
- 8.63%
- 5Y*
- 3.71%
- 10Y*
- 4.49%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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SWKRX vs. SCHG - Expense Ratio Comparison
SWKRX has a 0.00% expense ratio, which is lower than SCHG's 0.04% 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
SWKRX vs. SCHG — Risk / Return Rank
SWKRX
SCHG
SWKRX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| SWKRX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 0.76 | +0.83 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.24 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.17 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.09 | +0.81 |
Martin ratioReturn relative to average drawdown | 8.65 | 3.71 | +4.95 |
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
| SWKRX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.76 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.57 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.79 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.79 | -0.09 |
Correlation
The correlation between SWKRX and SCHG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SWKRX vs. SCHG - Dividend Comparison
SWKRX's dividend yield for the trailing twelve months is around 3.95%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWKRX Schwab Monthly Income Fund - Enhanced Payout | 3.95% | 4.41% | 4.73% | 4.69% | 7.47% | 3.93% | 3.02% | 4.66% | 3.10% | 2.71% | 4.71% | 2.27% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
SWKRX vs. SCHG - Drawdown Comparison
The maximum SWKRX drawdown since its inception was -20.69%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SWKRX and SCHG.
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Drawdown Indicators
| SWKRX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.69% | -34.59% | +13.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -16.41% | +10.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.69% | -34.59% | +13.90% |
Max Drawdown (10Y)Largest decline over 10 years | -20.69% | -34.59% | +13.90% |
Current DrawdownCurrent decline from peak | -3.66% | -12.51% | +8.85% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -5.22% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 4.84% | -3.46% |
Volatility
SWKRX vs. SCHG - Volatility Comparison
The current volatility for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) is 2.44%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that SWKRX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWKRX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.44% | 6.77% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 4.10% | 12.54% | -8.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.36% | 22.45% | -15.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.07% | 22.31% | -14.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.03% | 21.51% | -14.48% |