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SWKRX vs. SWJRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWKRX and SWJRX is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SWKRX vs. SWJRX - Performance Comparison

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

60.00%65.00%70.00%NovemberDecember2025FebruaryMarchApril
69.84%
66.18%
SWKRX
SWJRX

Key characteristics

Sharpe Ratio

SWKRX:

0.99

SWJRX:

0.97

Sortino Ratio

SWKRX:

1.41

SWJRX:

1.38

Omega Ratio

SWKRX:

1.19

SWJRX:

1.19

Calmar Ratio

SWKRX:

0.65

SWJRX:

0.62

Martin Ratio

SWKRX:

3.38

SWJRX:

3.29

Ulcer Index

SWKRX:

2.30%

SWJRX:

2.33%

Daily Std Dev

SWKRX:

7.84%

SWJRX:

7.89%

Max Drawdown

SWKRX:

-20.18%

SWJRX:

-25.61%

Current Drawdown

SWKRX:

-4.88%

SWJRX:

-5.36%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SWKRX at 1.88% and SWJRX at 1.88%. Over the past 10 years, SWKRX has outperformed SWJRX with an annualized return of 1.85%, while SWJRX has yielded a comparatively lower 1.63% annualized return.


SWKRX

YTD

1.88%

1M

-1.75%

6M

-0.87%

1Y

7.56%

5Y*

2.15%

10Y*

1.85%

SWJRX

YTD

1.88%

1M

-1.67%

6M

-0.97%

1Y

7.54%

5Y*

3.49%

10Y*

1.63%

*Annualized

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SWKRX vs. SWJRX - Expense Ratio Comparison

SWKRX has a 0.00% expense ratio, which is lower than SWJRX's 0.00% 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%.


Expense ratio chart for SWKRX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWKRX: 0.00%
Expense ratio chart for SWJRX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWJRX: 0.00%

Risk-Adjusted Performance

SWKRX vs. SWJRX — Risk-Adjusted Performance Rank

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

SWKRX
The Risk-Adjusted Performance Rank of SWKRX is 7777
Overall Rank
The Sharpe Ratio Rank of SWKRX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SWKRX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SWKRX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SWKRX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SWKRX is 7676
Martin Ratio Rank

SWJRX
The Risk-Adjusted Performance Rank of SWJRX is 7676
Overall Rank
The Sharpe Ratio Rank of SWJRX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SWJRX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SWJRX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SWJRX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SWJRX is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWKRX vs. SWJRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and Schwab Monthly Income Fund - Moderate Payout (SWJRX). 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 chart of Sharpe ratio for SWKRX, currently valued at 0.99, compared to the broader market-1.000.001.002.003.00
SWKRX: 0.99
SWJRX: 0.97
The chart of Sortino ratio for SWKRX, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.00
SWKRX: 1.41
SWJRX: 1.38
The chart of Omega ratio for SWKRX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.00
SWKRX: 1.19
SWJRX: 1.19
The chart of Calmar ratio for SWKRX, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.00
SWKRX: 0.65
SWJRX: 0.62
The chart of Martin ratio for SWKRX, currently valued at 3.38, compared to the broader market0.0010.0020.0030.0040.0050.00
SWKRX: 3.38
SWJRX: 3.29

The current SWKRX Sharpe Ratio is 0.99, which is comparable to the SWJRX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SWKRX and SWJRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.99
0.97
SWKRX
SWJRX

Dividends

SWKRX vs. SWJRX - Dividend Comparison

SWKRX's dividend yield for the trailing twelve months is around 4.74%, less than SWJRX's 4.99% yield.


TTM20242023202220212020201920182017201620152014
SWKRX
Schwab Monthly Income Fund - Enhanced Payout
4.74%4.77%4.74%2.99%2.83%2.00%2.68%2.43%2.72%2.23%2.42%2.50%
SWJRX
Schwab Monthly Income Fund - Moderate Payout
4.99%4.93%4.83%3.10%3.06%1.84%2.62%2.38%2.94%2.16%2.65%2.77%

Drawdowns

SWKRX vs. SWJRX - Drawdown Comparison

The maximum SWKRX drawdown since its inception was -20.18%, smaller than the maximum SWJRX drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for SWKRX and SWJRX. For additional features, visit the drawdowns tool.


-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%NovemberDecember2025FebruaryMarchApril
-4.88%
-5.36%
SWKRX
SWJRX

Volatility

SWKRX vs. SWJRX - Volatility Comparison

Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and Schwab Monthly Income Fund - Moderate Payout (SWJRX) have volatilities of 5.01% and 4.96%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
5.01%
4.96%
SWKRX
SWJRX