PortfoliosLab logoPortfoliosLab logo
SWNTX vs. VTEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWNTX vs. VTEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Tax-Free Bond Fund™ (SWNTX) and Vanguard Tax-Exempt Bond ETF (VTEB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SWNTX achieves a 1.42% return, which is significantly lower than VTEB's 1.72% return. Over the past 10 years, SWNTX has underperformed VTEB with an annualized return of 1.64%, while VTEB has yielded a comparatively higher 1.97% annualized return.


SWNTX

1D
0.09%
1M
1.48%
YTD
1.42%
6M
1.82%
1Y
6.36%
3Y*
3.39%
5Y*
0.60%
10Y*
1.64%

VTEB

1D
-0.02%
1M
1.40%
YTD
1.72%
6M
1.95%
1Y
6.76%
3Y*
3.39%
5Y*
0.95%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWNTX vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWNTX
Schwab Tax-Free Bond Fund™
1.42%4.20%1.57%5.09%-8.57%0.37%4.45%6.55%0.88%4.29%
VTEB
Vanguard Tax-Exempt Bond ETF
1.72%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%

Correlation

The correlation between SWNTX and VTEB is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2015

0.67

The correlation between SWNTX and VTEB has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SWNTX vs. VTEB — Risk / Return Rank

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

SWNTX
SWNTX Risk / Return Rank: 6969
Overall Rank
SWNTX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SWNTX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SWNTX Omega Ratio Rank: 9393
Omega Ratio Rank
SWNTX Calmar Ratio Rank: 3838
Calmar Ratio Rank
SWNTX Martin Ratio Rank: 3434
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 7373
Overall Rank
VTEB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTEB Omega Ratio Rank: 9090
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5252
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5353
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.

SWNTX vs. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Tax-Free Bond Fund™ (SWNTX) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SWNTXVTEBDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.69

1.55

+0.13

Calmar ratioReturn relative to maximum drawdown

2.22

2.51

-0.29

Martin ratioReturn relative to average drawdown

7.25

8.83

-1.58

SWNTX vs. VTEB - Sharpe Ratio Comparison

The current SWNTX Sharpe Ratio is 2.64, which is comparable to the VTEB Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of SWNTX and VTEB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SWNTX vs. VTEB - Drawdown Comparison

The maximum SWNTX drawdown since its inception was -13.26%, smaller than the maximum VTEB drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for SWNTX and VTEB.


Loading charts...

Drawdown Indicators


SWNTXVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-13.26%

-17.00%

+3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.71%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

-5.53%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-13.26%

-12.64%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-13.26%

-17.00%

+3.74%

Current Drawdown

Current decline from peak

-0.70%

-0.26%

-0.44%

Average Drawdown

Average peak-to-trough decline

-1.89%

-2.32%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.77%

+0.11%

Volatility

SWNTX vs. VTEB - Volatility Comparison

Schwab Tax-Free Bond Fund™ (SWNTX) and Vanguard Tax-Exempt Bond ETF (VTEB) have volatilities of 0.74% and 0.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SWNTXVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

0.71%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

2.06%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

2.42%

2.68%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.49%

3.90%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

5.26%

-1.69%

SWNTX vs. VTEB - Expense Ratio Comparison

SWNTX has a 0.48% expense ratio, which is higher than VTEB's 0.03% expense ratio.


Dividends

SWNTX vs. VTEB - Dividend Comparison

SWNTX's dividend yield for the trailing twelve months is around 3.45%, more than VTEB's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
SWNTX
Schwab Tax-Free Bond Fund™
3.45%3.78%3.20%2.54%1.73%1.62%2.34%2.58%2.41%2.21%3.14%2.71%
VTEB
Vanguard Tax-Exempt Bond ETF
3.35%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


SWNTX and VTEB have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWNTX has higher volatility (0.74%) compared to VTEB (0.71%). In terms of maximum drawdown, SWNTX dropped -13.26% vs VTEB's -17.00%.

SWNTX currently has the higher Sharpe Ratio (2.64 vs 2.53), 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.

Portfolio Optimizer

Find the right allocation for SWNTX and VTEB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer