SWLRX vs. VTSAX
SWLRX (Schwab Monthly Income Fund - Maximum Payout) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - SWLRX is a Diversified Portfolio fund managed by Charles Schwab, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, SWLRX returned 3.48%/yr vs 15.12%/yr for VTSAX. At a 0.46 correlation, their price movements are largely independent. SWLRX charges 0.00%/yr vs 0.04%/yr for VTSAX.
Performance
SWLRX vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, SWLRX achieves a 4.27% return, which is significantly lower than VTSAX's 11.98% return. Over the past 10 years, SWLRX has underperformed VTSAX with an annualized return of 3.48%, while VTSAX has yielded a comparatively higher 15.12% annualized return.
SWLRX
- 1D
- 0.10%
- 1M
- 0.79%
- YTD
- 4.27%
- 6M
- 4.44%
- 1Y
- 10.74%
- 3Y*
- 8.00%
- 5Y*
- 2.70%
- 10Y*
- 3.48%
VTSAX
- 1D
- 0.24%
- 1M
- 5.76%
- YTD
- 11.98%
- 6M
- 11.87%
- 1Y
- 29.09%
- 3Y*
- 22.34%
- 5Y*
- 13.04%
- 10Y*
- 15.12%
SWLRX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWLRX Schwab Monthly Income Fund - Maximum Payout | 4.27% | 9.85% | 3.75% | 8.04% | -12.49% | 2.33% | 6.93% | 11.18% | -2.31% | 5.64% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 11.98% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between SWLRX and VTSAX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2008 | 0.46 |
The correlation between SWLRX and VTSAX has been stable across timeframes, ranging from 0.46 to 0.56 - a consistent structural relationship.
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Return for Risk
SWLRX vs. VTSAX — Risk / Return Rank
SWLRX
VTSAX
SWLRX vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Monthly Income Fund - Maximum Payout (SWLRX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.44 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.37 | -0.28 |
| Martin ratioReturn relative to average drawdown | 11.33 | 15.56 | -4.24 |
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 | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 2.47 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.76 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.82 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.47 | +0.35 |
Drawdowns
SWLRX vs. VTSAX - Drawdown Comparison
The maximum SWLRX drawdown since its inception was -18.60%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for SWLRX and VTSAX.
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Drawdown Indicators
| SWLRX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.60% | -55.33% | +36.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -8.92% | +5.43% |
Max Drawdown (3Y)Largest decline over 3 years | -6.47% | -19.36% | +12.89% |
Max Drawdown (5Y)Largest decline over 5 years | -18.60% | -25.36% | +6.76% |
Max Drawdown (10Y)Largest decline over 10 years | -18.60% | -34.97% | +16.37% |
Current DrawdownCurrent decline from peak | -0.74% | 0.00% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -9.01% | +6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 1.93% | -0.98% |
Volatility
SWLRX vs. VTSAX - Volatility Comparison
The current volatility for Schwab Monthly Income Fund - Maximum Payout (SWLRX) is 1.34%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 2.95%. This indicates that SWLRX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWLRX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.34% | 2.95% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 3.33% | 9.19% | -5.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.38% | 12.19% | -7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.20% | 17.36% | -11.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.13% | 18.41% | -13.28% |
SWLRX vs. VTSAX - Expense Ratio Comparison
SWLRX has a 0.00% expense ratio, which is lower than VTSAX's 0.04% 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%.
Dividends
SWLRX vs. VTSAX - Dividend Comparison
SWLRX's dividend yield for the trailing twelve months is around 4.58%, more than VTSAX's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWLRX Schwab Monthly Income Fund - Maximum Payout | 4.58% | 4.63% | 4.94% | 4.10% | 4.63% | 3.07% | 2.19% | 3.22% | 3.30% | 2.47% | 4.00% | 4.31% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.00% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
SWLRX and VTSAX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTSAX has higher volatility (2.95%) compared to SWLRX (1.34%). In terms of maximum drawdown, SWLRX dropped -18.60% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (2.47 vs 2.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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