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

Performance

SWNTX vs. VTES - Performance Comparison

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

Loading graphics...

SWNTX vs. VTES - Yearly Performance Comparison


2026 (YTD)202520242023
SWNTX
Schwab Tax-Free Bond Fund™
-0.62%4.20%1.57%4.40%
VTES
Vanguard Short-Term Tax-Exempt Bond ETF Shares
0.02%4.19%1.85%3.32%

Returns By Period

In the year-to-date period, SWNTX achieves a -0.62% return, which is significantly lower than VTES's 0.02% return.


SWNTX

1D
0.19%
1M
-2.70%
YTD
-0.62%
6M
0.90%
1Y
3.60%
3Y*
2.58%
5Y*
0.44%
10Y*
1.55%

VTES

1D
0.11%
1M
-1.24%
YTD
0.02%
6M
0.60%
1Y
3.45%
3Y*
2.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SWNTX vs. VTES - Expense Ratio Comparison

SWNTX has a 0.48% expense ratio, which is higher than VTES's 0.07% expense ratio.


Return for Risk

SWNTX vs. VTES — Risk / Return Rank

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

SWNTX
SWNTX Risk / Return Rank: 5252
Overall Rank
SWNTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SWNTX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SWNTX Omega Ratio Rank: 7878
Omega Ratio Rank
SWNTX Calmar Ratio Rank: 4343
Calmar Ratio Rank
SWNTX Martin Ratio Rank: 3434
Martin Ratio Rank

VTES
VTES Risk / Return Rank: 8787
Overall Rank
VTES Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTES Sortino Ratio Rank: 8989
Sortino Ratio Rank
VTES Omega Ratio Rank: 9696
Omega Ratio Rank
VTES Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTES Martin Ratio Rank: 7575
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. VTES - Risk-Adjusted Trends Comparison

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


SWNTXVTESDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.91

-0.89

Sortino ratio

Return per unit of downside risk

1.38

2.43

-1.05

Omega ratio

Gain probability vs. loss probability

1.30

1.49

-0.19

Calmar ratio

Return relative to maximum drawdown

1.08

2.30

-1.22

Martin ratio

Return relative to average drawdown

3.58

7.44

-3.87

SWNTX vs. VTES - Sharpe Ratio Comparison

The current SWNTX Sharpe Ratio is 1.02, which is lower than the VTES Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SWNTX and VTES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SWNTXVTESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.91

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

1.76

-0.61

Correlation

The correlation between SWNTX and VTES is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SWNTX vs. VTES - Dividend Comparison

SWNTX's dividend yield for the trailing twelve months is around 3.26%, more than VTES's 2.77% yield.


TTM20252024202320222021202020192018201720162015
SWNTX
Schwab Tax-Free Bond Fund™
3.26%3.78%3.20%2.54%1.73%1.62%2.34%2.58%2.41%2.21%3.14%2.71%
VTES
Vanguard Short-Term Tax-Exempt Bond ETF Shares
2.77%2.77%2.99%2.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SWNTX vs. VTES - Drawdown Comparison

The maximum SWNTX drawdown since its inception was -13.26%, which is greater than VTES's maximum drawdown of -2.42%. Use the drawdown chart below to compare losses from any high point for SWNTX and VTES.


Loading graphics...

Drawdown Indicators


SWNTXVTESDifference

Max Drawdown

Largest peak-to-trough decline

-13.26%

-2.42%

-10.84%

Max Drawdown (1Y)

Largest decline over 1 year

-4.40%

-1.59%

-2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-13.26%

Max Drawdown (10Y)

Largest decline over 10 years

-13.26%

Current Drawdown

Current decline from peak

-2.70%

-1.24%

-1.46%

Average Drawdown

Average peak-to-trough decline

-1.89%

-0.48%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

0.49%

+0.84%

Volatility

SWNTX vs. VTES - Volatility Comparison

Schwab Tax-Free Bond Fund™ (SWNTX) has a higher volatility of 0.94% compared to Vanguard Short-Term Tax-Exempt Bond ETF Shares (VTES) at 0.69%. This indicates that SWNTX's price experiences larger fluctuations and is considered to be riskier than VTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SWNTXVTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.69%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

0.96%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

1.83%

+2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.45%

1.75%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.56%

1.75%

+1.81%