SWLRX vs. AOK
Compare and contrast key facts about Schwab Monthly Income Fund - Maximum Payout (SWLRX) and iShares Core Conservative Allocation ETF (AOK).
SWLRX is managed by Charles Schwab. It was launched on Mar 27, 2008. AOK is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Conservative Index. It was launched on Nov 4, 2008.
Performance
SWLRX vs. AOK - Performance Comparison
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SWLRX vs. AOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
SWLRX
AOK
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.
| SWLRX | AOK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.42 | +0.15 |
Sortino ratioReturn per unit of downside risk | 2.17 | 1.98 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 2.18 | -0.21 |
Martin ratioReturn relative to average drawdown | 8.47 | 8.50 | -0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWLRX | AOK | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| SWLRX | AOK | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.09% | -3.18% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -2.38% | +0.01% |
Ulcer IndexDepth 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
| SWLRX | AOK | Difference | |
|---|---|---|---|
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% |