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SWKRX vs. SWVXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SWKRX and SWVXX is 0.00, 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.


-0.50.00.51.00.0

Performance

SWKRX vs. SWVXX - Performance Comparison

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

-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%SeptemberOctoberNovemberDecember2025February
0.19%
2.18%
SWKRX
SWVXX

Key characteristics

Sharpe Ratio

SWKRX:

1.16

SWVXX:

3.57

Ulcer Index

SWKRX:

2.15%

SWVXX:

0.00%

Daily Std Dev

SWKRX:

6.39%

SWVXX:

1.36%

Max Drawdown

SWKRX:

-20.18%

SWVXX:

0.00%

Current Drawdown

SWKRX:

-4.31%

SWVXX:

0.00%

Returns By Period

In the year-to-date period, SWKRX achieves a 2.49% return, which is significantly higher than SWVXX's 0.37% return. Over the past 10 years, SWKRX has outperformed SWVXX with an annualized return of 2.02%, while SWVXX has yielded a comparatively lower 1.67% annualized return.


SWKRX

YTD

2.49%

1M

1.58%

6M

0.19%

1Y

7.65%

5Y*

0.94%

10Y*

2.02%

SWVXX

YTD

0.37%

1M

0.37%

6M

2.19%

1Y

4.85%

5Y*

2.46%

10Y*

1.67%

*Annualized

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Risk-Adjusted Performance

SWKRX vs. SWVXX — 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 5555
Overall Rank
The Sharpe Ratio Rank of SWKRX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SWKRX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SWKRX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SWKRX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SWKRX is 5151
Martin Ratio Rank

SWVXX
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. SWVXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Enhanced Payout (SWKRX) and Schwab Value Advantage Money Fund (SWVXX). 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.


Sharpe ratio
The chart of Sharpe ratio for SWKRX, currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.001.183.57
The chart of Sortino ratio for SWKRX, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
The chart of Omega ratio for SWKRX, currently valued at 1.22, compared to the broader market1.002.003.004.001.22
The chart of Calmar ratio for SWKRX, currently valued at 0.59, compared to the broader market0.005.0010.0015.0020.000.59
The chart of Martin ratio for SWKRX, currently valued at 3.47, compared to the broader market0.0020.0040.0060.0080.003.47
SWKRX
SWVXX

The current SWKRX Sharpe Ratio is 1.16, which is lower than the SWVXX Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of SWKRX and SWVXX, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.18
3.57
SWKRX
SWVXX

Drawdowns

SWKRX vs. SWVXX - Drawdown Comparison

The maximum SWKRX drawdown since its inception was -20.18%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SWKRX and SWVXX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.31%
0
SWKRX
SWVXX

Volatility

SWKRX vs. SWVXX - Volatility Comparison

Schwab Monthly Income Fund - Enhanced Payout (SWKRX) has a higher volatility of 1.87% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.37%. This indicates that SWKRX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
1.87%
0.37%
SWKRX
SWVXX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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