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SWKRX vs. SWJRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SWKRX having a 6.18% return and SWJRX slightly lower at 6.10%. Over the past 10 years, SWKRX has underperformed SWJRX with an annualized return of 4.62%, while SWJRX has yielded a comparatively higher 5.23% 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%

SWJRX

1D
-0.18%
1M
-0.59%
YTD
6.10%
6M
6.13%
1Y
13.13%
3Y*
9.20%
5Y*
4.08%
10Y*
5.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWKRX vs. SWJRX - 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%
SWJRX
Schwab Monthly Income Fund - Moderate Payout
6.10%12.17%3.83%8.79%-12.81%9.23%5.32%16.40%-6.31%10.80%

Correlation

The correlation between SWKRX and SWJRX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.98

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

0.96

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

0.96

The correlation between SWKRX and SWJRX has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

SWKRX vs. SWJRX — 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

SWJRX
SWJRX Risk / Return Rank: 6666
Overall Rank
SWJRX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SWJRX Sortino Ratio Rank: 7474
Sortino Ratio Rank
SWJRX Omega Ratio Rank: 6767
Omega Ratio Rank
SWJRX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SWJRX Martin Ratio Rank: 5454
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. SWJRX - Risk-Adjusted Trends 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.

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.


SWKRXSWJRXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.42

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

2.90

2.88

+0.03

Martin ratioReturn relative to average drawdown

10.53

10.32

+0.21

SWKRX vs. SWJRX - Sharpe Ratio Comparison

The current SWKRX Sharpe Ratio is 2.27, which is comparable to the SWJRX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SWKRX and SWJRX, 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. SWJRX - Drawdown Comparison

The maximum SWKRX drawdown since its inception was -20.69%, 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.


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Drawdown Indicators


SWKRXSWJRXDifference

Max Drawdown

Largest peak-to-trough decline

-20.69%

-25.61%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.53%

-4.55%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-8.15%

-8.18%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-20.87%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-20.69%

-20.87%

+0.18%

Current Drawdown

Current decline from peak

-1.19%

-1.29%

+0.10%

Average Drawdown

Average peak-to-trough decline

-3.07%

-3.88%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

1.26%

-0.02%

Volatility

SWKRX vs. SWJRX - Volatility Comparison

The current volatility for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) is 1.71%, while Schwab Monthly Income Fund - Moderate Payout (SWJRX) has a volatility of 1.83%. This indicates that SWKRX experiences smaller price fluctuations and is considered to be less risky than SWJRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWKRXSWJRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.83%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

4.46%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.79%

5.81%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.12%

8.72%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

8.59%

-1.51%

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%.


Dividends

SWKRX vs. SWJRX - Dividend Comparison

SWKRX's dividend yield for the trailing twelve months is around 4.28%, less than SWJRX's 4.70% yield.


PositionTTM20252024202320222021202020192018201720162015
SWJRX
Schwab Monthly Income Fund - Moderate Payout
4.70%4.78%4.94%4.80%8.67%3.62%2.49%5.36%3.47%2.93%6.05%6.80%
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


With a correlation of 0.99, SWKRX and SWJRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SWJRX has higher volatility (1.83%) compared to SWKRX (1.71%). In terms of maximum drawdown, SWKRX dropped -20.69% vs SWJRX's -25.61%.

SWKRX currently has the higher Sharpe Ratio (2.27 vs 2.25), 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

Find the right allocation for SWKRX and SWJRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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