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SWLRX vs. AOK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWLRX vs. AOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Monthly Income Fund - Maximum Payout (SWLRX) and iShares Core Conservative Allocation ETF (AOK). The values are adjusted to include any dividend payments, if applicable.

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SWLRX vs. AOK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWLRX
Schwab Monthly Income Fund - Maximum Payout
1.80%9.85%3.75%8.04%-12.49%2.33%6.93%11.18%-2.31%5.64%
AOK
iShares Core Conservative Allocation ETF
-0.18%11.26%6.58%10.85%-14.16%4.87%9.33%13.90%-3.09%9.70%

Returns By Period

In the year-to-date period, SWLRX achieves a 1.80% return, which is significantly higher than AOK's -0.18% return. Over the past 10 years, SWLRX has underperformed AOK with an annualized return of 3.34%, while AOK has yielded a comparatively higher 4.85% annualized return.


SWLRX

1D
0.41%
1M
-3.09%
YTD
1.80%
6M
3.62%
1Y
8.40%
3Y*
6.97%
5Y*
2.62%
10Y*
3.34%

AOK

1D
1.14%
1M
-3.14%
YTD
-0.18%
6M
1.18%
1Y
9.65%
3Y*
7.94%
5Y*
3.32%
10Y*
4.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWLRX vs. AOK - Expense Ratio Comparison

SWLRX has a 0.00% expense ratio, which is lower than AOK's 0.25% 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

SWLRX vs. AOK — Risk / Return Rank

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

SWLRX
SWLRX Risk / Return Rank: 8383
Overall Rank
SWLRX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SWLRX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SWLRX Omega Ratio Rank: 8181
Omega Ratio Rank
SWLRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
SWLRX Martin Ratio Rank: 8383
Martin Ratio Rank

AOK
AOK Risk / Return Rank: 8080
Overall Rank
AOK Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AOK Sortino Ratio Rank: 8080
Sortino Ratio Rank
AOK Omega Ratio Rank: 7979
Omega Ratio Rank
AOK Calmar Ratio Rank: 8282
Calmar Ratio Rank
AOK Martin Ratio Rank: 8181
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.

SWLRX vs. AOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Maximum Payout (SWLRX) and iShares Core Conservative Allocation ETF (AOK). 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.


SWLRXAOKDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.42

+0.15

Sortino ratio

Return per unit of downside risk

2.17

1.98

+0.19

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.03

Calmar ratio

Return relative to maximum drawdown

1.97

2.18

-0.21

Martin ratio

Return relative to average drawdown

8.47

8.50

-0.03

SWLRX vs. AOK - Sharpe Ratio Comparison

The current SWLRX Sharpe Ratio is 1.58, which is comparable to the AOK Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SWLRX and AOK, 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


SWLRXAOKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.42

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.47

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.73

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.68

+0.12

Correlation

The correlation between SWLRX and AOK is 0.70, 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.


Dividends

SWLRX vs. AOK - Dividend Comparison

SWLRX's dividend yield for the trailing twelve months is around 4.23%, more than AOK's 3.35% yield.


TTM20252024202320222021202020192018201720162015
SWLRX
Schwab Monthly Income Fund - Maximum Payout
4.23%4.63%4.94%4.10%4.63%3.07%2.19%3.22%3.30%2.47%4.00%4.31%
AOK
iShares Core Conservative Allocation ETF
3.35%3.28%3.23%2.93%2.25%1.55%2.10%2.71%2.68%2.91%2.14%2.02%

Drawdowns

SWLRX vs. AOK - Drawdown Comparison

The maximum SWLRX drawdown since its inception was -18.60%, roughly equal to the maximum AOK drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for SWLRX and AOK.


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Drawdown Indicators


SWLRXAOKDifference

Max Drawdown

Largest peak-to-trough decline

-18.60%

-18.94%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-4.48%

-4.50%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.60%

-18.94%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-18.60%

-18.94%

+0.34%

Current Drawdown

Current decline from peak

-3.09%

-3.18%

+0.09%

Average Drawdown

Average peak-to-trough decline

-2.37%

-2.38%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.15%

-0.11%

Volatility

SWLRX vs. AOK - Volatility Comparison

The current volatility for Schwab Monthly Income Fund - Maximum Payout (SWLRX) is 1.90%, while iShares Core Conservative Allocation ETF (AOK) has a volatility of 2.89%. This indicates that SWLRX experiences smaller price fluctuations and is considered to be less risky than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWLRXAOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

2.89%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

4.24%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.49%

6.80%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.18%

7.05%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.10%

6.68%

-1.58%