SWOBX vs. VOO
Compare and contrast key facts about Schwab Balanced Fund™ (SWOBX) and Vanguard S&P 500 ETF (VOO).
SWOBX is managed by Charles Schwab. It was launched on Nov 17, 1996. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWOBX or VOO.
Key characteristics
| SWOBX | VOO | |
|---|---|---|
| YTD Return | 14.22% | 26.94% |
| 1Y Return | 16.88% | 35.06% |
| 3Y Return (Ann) | -1.44% | 10.23% |
| 5Y Return (Ann) | 3.98% | 15.77% |
| 10Y Return (Ann) | 3.48% | 13.41% |
| Sharpe Ratio | 1.98 | 3.08 |
| Sortino Ratio | 2.67 | 4.09 |
| Omega Ratio | 1.38 | 1.58 |
| Calmar Ratio | 1.01 | 4.46 |
| Martin Ratio | 10.23 | 20.36 |
| Ulcer Index | 1.87% | 1.85% |
| Daily Std Dev | 9.64% | 12.23% |
| Max Drawdown | -41.46% | -33.99% |
| Current Drawdown | -5.10% | -0.25% |
Correlation
The correlation between SWOBX and VOO is 0.95, 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. VOO - Performance Comparison
In the year-to-date period, SWOBX achieves a 14.22% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, SWOBX has underperformed VOO with an annualized return of 3.48%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWOBX vs. VOO - Expense Ratio Comparison
SWOBX has a 0.00% expense ratio, which is lower than VOO's 0.03% 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%.
Risk-Adjusted Performance
SWOBX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Balanced Fund™ (SWOBX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
SWOBX vs. VOO - Dividend Comparison
SWOBX's dividend yield for the trailing twelve months is around 1.88%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SWOBX vs. VOO - Drawdown Comparison
The maximum SWOBX drawdown since its inception was -41.46%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SWOBX and VOO. For additional features, visit the drawdowns tool.
Volatility
SWOBX vs. VOO - Volatility Comparison
The current volatility for Schwab Balanced Fund™ (SWOBX) is 2.38%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that SWOBX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.