SWPPX vs. QUERX
Compare and contrast key facts about Schwab S&P 500 Index Fund (SWPPX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX).
SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997. QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012.
Performance
SWPPX vs. QUERX - Performance Comparison
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SWPPX vs. QUERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | -4.39% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.21% | 22.22% |
Returns By Period
In the year-to-date period, SWPPX achieves a -4.39% return, which is significantly lower than QUERX's 1.76% return. Over the past 10 years, SWPPX has outperformed QUERX with an annualized return of 14.04%, while QUERX has yielded a comparatively lower 10.65% annualized return.
SWPPX
- 1D
- 2.88%
- 1M
- -5.04%
- YTD
- -4.39%
- 6M
- -2.17%
- 1Y
- 17.28%
- 3Y*
- 18.27%
- 5Y*
- 11.76%
- 10Y*
- 14.04%
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
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SWPPX vs. QUERX - Expense Ratio Comparison
SWPPX has a 0.02% expense ratio, which is lower than QUERX's 0.31% expense ratio.
Return for Risk
SWPPX vs. QUERX — Risk / Return Rank
SWPPX
QUERX
SWPPX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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.
| SWPPX | QUERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.34 | +0.63 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.56 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.08 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 0.45 | +1.07 |
Martin ratioReturn relative to average drawdown | 7.29 | 2.06 | +5.23 |
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
| SWPPX | QUERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.34 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.53 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.70 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.70 | -0.22 |
Correlation
The correlation between SWPPX and QUERX is 0.88, 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.
Dividends
SWPPX vs. QUERX - Dividend Comparison
SWPPX's dividend yield for the trailing twelve months is around 1.16%, less than QUERX's 22.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
Drawdowns
SWPPX vs. QUERX - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, which is greater than QUERX's maximum drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for SWPPX and QUERX.
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Drawdown Indicators
| SWPPX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -30.81% | -24.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -8.92% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -22.04% | -2.47% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -30.81% | -2.99% |
Current DrawdownCurrent decline from peak | -6.26% | -4.33% | -1.93% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -3.95% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 1.95% | +0.57% |
Volatility
SWPPX vs. QUERX - Volatility Comparison
Schwab S&P 500 Index Fund (SWPPX) has a higher volatility of 5.36% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 2.81%. This indicates that SWPPX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWPPX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 2.81% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 5.75% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 12.05% | +6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 13.08% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 15.23% | +2.98% |