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SWLRX vs. STDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWLRX vs. STDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Monthly Income Fund - Maximum Payout (SWLRX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). The values are adjusted to include any dividend payments, if applicable.

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SWLRX vs. STDAX - 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%
STDAX
SEI Asset Allocation Trust Defensive Strategy Allocation Fund
0.36%4.46%5.35%4.45%-1.58%1.56%-19.54%19.83%-3.32%9.70%

Returns By Period

In the year-to-date period, SWLRX achieves a 1.80% return, which is significantly higher than STDAX's 0.36% return. Over the past 10 years, SWLRX has outperformed STDAX with an annualized return of 3.34%, while STDAX has yielded a comparatively lower 2.52% 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%

STDAX

1D
0.09%
1M
-0.18%
YTD
0.36%
6M
1.30%
1Y
3.90%
3Y*
4.41%
5Y*
2.77%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWLRX vs. STDAX - Expense Ratio Comparison

SWLRX has a 0.00% expense ratio, which is lower than STDAX's 0.35% expense ratio.


Return for Risk

SWLRX vs. STDAX — 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

STDAX
STDAX Risk / Return Rank: 9999
Overall Rank
STDAX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
STDAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
STDAX Omega Ratio Rank: 9999
Omega Ratio Rank
STDAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
STDAX Martin Ratio Rank: 9999
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. STDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Maximum Payout (SWLRX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). 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.


SWLRXSTDAXDifference

Sharpe ratio

Return per unit of total volatility

1.58

4.24

-2.66

Sortino ratio

Return per unit of downside risk

2.17

7.10

-4.93

Omega ratio

Gain probability vs. loss probability

1.31

2.50

-1.19

Calmar ratio

Return relative to maximum drawdown

1.97

6.50

-4.53

Martin ratio

Return relative to average drawdown

8.47

31.36

-22.89

SWLRX vs. STDAX - Sharpe Ratio Comparison

The current SWLRX Sharpe Ratio is 1.58, which is lower than the STDAX Sharpe Ratio of 4.24. The chart below compares the historical Sharpe Ratios of SWLRX and STDAX, 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


SWLRXSTDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

4.24

-2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

1.42

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.38

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

-0.00

+0.80

Correlation

The correlation between SWLRX and STDAX is 0.40, 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

SWLRX vs. STDAX - Dividend Comparison

SWLRX's dividend yield for the trailing twelve months is around 4.23%, less than STDAX's 4.47% 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%
STDAX
SEI Asset Allocation Trust Defensive Strategy Allocation Fund
4.47%4.49%4.97%4.77%3.54%0.87%1.71%5.19%8.53%6.92%10.19%3.84%

Drawdowns

SWLRX vs. STDAX - Drawdown Comparison

The maximum SWLRX drawdown since its inception was -18.60%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for SWLRX and STDAX.


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Drawdown Indicators


SWLRXSTDAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.60%

-76.81%

+58.21%

Max Drawdown (1Y)

Largest decline over 1 year

-4.48%

-0.59%

-3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-18.60%

-2.91%

-15.69%

Max Drawdown (10Y)

Largest decline over 10 years

-18.60%

-26.89%

+8.29%

Current Drawdown

Current decline from peak

-3.09%

-9.55%

+6.46%

Average Drawdown

Average peak-to-trough decline

-2.37%

-31.95%

+29.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.12%

+0.92%

Volatility

SWLRX vs. STDAX - Volatility Comparison

Schwab Monthly Income Fund - Maximum Payout (SWLRX) has a higher volatility of 1.90% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.39%. This indicates that SWLRX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWLRXSTDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

0.39%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

0.64%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

5.49%

0.93%

+4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.18%

1.95%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.10%

6.69%

-1.59%