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SWOBX vs. VBIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SWOBXVBIAX
YTD Return14.22%15.50%
1Y Return16.88%20.41%
3Y Return (Ann)-1.44%2.60%
5Y Return (Ann)3.98%7.64%
10Y Return (Ann)3.48%7.71%
Sharpe Ratio1.982.58
Sortino Ratio2.673.52
Omega Ratio1.381.50
Calmar Ratio1.012.07
Martin Ratio10.2315.86
Ulcer Index1.87%1.43%
Daily Std Dev9.64%8.75%
Max Drawdown-41.46%-35.90%
Current Drawdown-5.10%-0.51%

Correlation

-0.50.00.51.00.9

The correlation between SWOBX and VBIAX is 0.89, 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.

Performance

SWOBX vs. VBIAX - Performance Comparison

In the year-to-date period, SWOBX achieves a 14.22% return, which is significantly lower than VBIAX's 15.50% return. Over the past 10 years, SWOBX has underperformed VBIAX with an annualized return of 3.48%, while VBIAX has yielded a comparatively higher 7.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.38%
9.11%
SWOBX
VBIAX

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SWOBX vs. VBIAX - Expense Ratio Comparison

SWOBX has a 0.00% expense ratio, which is lower than VBIAX's 0.07% 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%.


VBIAX
Vanguard Balanced Index Fund Admiral Shares
Expense ratio chart for VBIAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SWOBX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

SWOBX vs. VBIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Balanced Fund™ (SWOBX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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.


SWOBX
Sharpe ratio
The chart of Sharpe ratio for SWOBX, currently valued at 1.98, compared to the broader market0.002.004.001.98
Sortino ratio
The chart of Sortino ratio for SWOBX, currently valued at 2.67, compared to the broader market0.005.0010.002.67
Omega ratio
The chart of Omega ratio for SWOBX, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for SWOBX, currently valued at 1.01, compared to the broader market0.005.0010.0015.0020.0025.001.01
Martin ratio
The chart of Martin ratio for SWOBX, currently valued at 10.23, compared to the broader market0.0020.0040.0060.0080.00100.0010.23
VBIAX
Sharpe ratio
The chart of Sharpe ratio for VBIAX, currently valued at 2.58, compared to the broader market0.002.004.002.58
Sortino ratio
The chart of Sortino ratio for VBIAX, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for VBIAX, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for VBIAX, currently valued at 2.07, compared to the broader market0.005.0010.0015.0020.0025.002.07
Martin ratio
The chart of Martin ratio for VBIAX, currently valued at 15.86, compared to the broader market0.0020.0040.0060.0080.00100.0015.86

SWOBX vs. VBIAX - Sharpe Ratio Comparison

The current SWOBX Sharpe Ratio is 1.98, which is comparable to the VBIAX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of SWOBX and VBIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.98
2.58
SWOBX
VBIAX

Dividends

SWOBX vs. VBIAX - Dividend Comparison

SWOBX's dividend yield for the trailing twelve months is around 1.88%, less than VBIAX's 2.02% yield.


TTM20232022202120202019201820172016201520142013
SWOBX
Schwab Balanced Fund™
1.88%2.15%1.72%4.50%1.06%1.42%2.66%3.08%1.57%2.30%2.24%1.42%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
2.02%2.04%1.93%1.39%1.66%2.12%2.32%1.95%2.09%2.09%1.92%1.85%

Drawdowns

SWOBX vs. VBIAX - Drawdown Comparison

The maximum SWOBX drawdown since its inception was -41.46%, which is greater than VBIAX's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for SWOBX and VBIAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.10%
-0.51%
SWOBX
VBIAX

Volatility

SWOBX vs. VBIAX - Volatility Comparison

Schwab Balanced Fund™ (SWOBX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX) have volatilities of 2.38% and 2.46%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
2.38%
2.46%
SWOBX
VBIAX