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SWKRX vs. SWSBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWKRX vs. SWSBX - Performance Comparison

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

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SWKRX vs. SWSBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWKRX
Schwab Monthly Income Fund - Enhanced Payout
3.06%12.14%3.85%8.71%-12.47%5.73%6.11%13.79%-4.20%5.93%
SWSBX
Schwab Short-Term Bond Index Fund
-0.27%6.06%3.42%3.95%-5.89%-1.28%4.47%4.96%1.34%0.85%

Returns By Period

In the year-to-date period, SWKRX achieves a 3.06% return, which is significantly higher than SWSBX's -0.27% return.


SWKRX

1D
0.36%
1M
-4.09%
YTD
3.06%
6M
5.58%
1Y
11.14%
3Y*
8.47%
5Y*
3.78%
10Y*
4.44%

SWSBX

1D
0.21%
1M
-1.23%
YTD
-0.27%
6M
0.88%
1Y
3.63%
3Y*
3.74%
5Y*
1.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWKRX vs. SWSBX - Expense Ratio Comparison

SWKRX has a 0.00% expense ratio, which is lower than SWSBX's 0.06% 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. SWSBX — Risk / Return Rank

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

SWKRX
SWKRX Risk / Return Rank: 8282
Overall Rank
SWKRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SWKRX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SWKRX Omega Ratio Rank: 8282
Omega Ratio Rank
SWKRX Calmar Ratio Rank: 7878
Calmar Ratio Rank
SWKRX Martin Ratio Rank: 8484
Martin Ratio Rank

SWSBX
SWSBX Risk / Return Rank: 9090
Overall Rank
SWSBX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SWSBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SWSBX Omega Ratio Rank: 8787
Omega Ratio Rank
SWSBX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SWSBX Martin Ratio Rank: 9090
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. SWSBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and Schwab Short-Term Bond Index Fund (SWSBX). 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.


SWKRXSWSBXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.71

-0.14

Sortino ratio

Return per unit of downside risk

2.15

2.83

-0.68

Omega ratio

Gain probability vs. loss probability

1.32

1.36

-0.04

Calmar ratio

Return relative to maximum drawdown

1.84

2.79

-0.94

Martin ratio

Return relative to average drawdown

8.48

10.25

-1.77

SWKRX vs. SWSBX - Sharpe Ratio Comparison

The current SWKRX Sharpe Ratio is 1.57, which is comparable to the SWSBX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of SWKRX and SWSBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWKRXSWSBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.71

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.42

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.76

-0.07

Correlation

The correlation between SWKRX and SWSBX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SWKRX vs. SWSBX - Dividend Comparison

SWKRX's dividend yield for the trailing twelve months is around 3.97%, more than SWSBX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
SWKRX
Schwab Monthly Income Fund - Enhanced Payout
3.97%4.41%4.73%4.69%7.47%3.93%3.02%4.66%3.10%2.71%4.71%2.27%
SWSBX
Schwab Short-Term Bond Index Fund
3.79%4.09%3.66%2.36%1.11%0.97%1.82%2.41%2.12%1.56%0.00%0.00%

Drawdowns

SWKRX vs. SWSBX - Drawdown Comparison

The maximum SWKRX drawdown since its inception was -20.69%, which is greater than SWSBX's maximum drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for SWKRX and SWSBX.


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Drawdown Indicators


SWKRXSWSBXDifference

Max Drawdown

Largest peak-to-trough decline

-20.69%

-9.06%

-11.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.29%

-1.54%

-4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-9.06%

-11.63%

Max Drawdown (10Y)

Largest decline over 10 years

-20.69%

Current Drawdown

Current decline from peak

-4.09%

-1.23%

-2.86%

Average Drawdown

Average peak-to-trough decline

-3.09%

-1.81%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

0.42%

+0.94%

Volatility

SWKRX vs. SWSBX - Volatility Comparison

Schwab Monthly Income Fund - Enhanced Payout (SWKRX) has a higher volatility of 2.37% compared to Schwab Short-Term Bond Index Fund (SWSBX) at 0.73%. This indicates that SWKRX's price experiences larger fluctuations and is considered to be riskier than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWKRXSWSBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

0.73%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

4.08%

1.49%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

7.37%

2.40%

+4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.07%

2.95%

+5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

2.47%

+4.56%