SWPPX vs. SCHD
Compare and contrast key facts about Schwab S&P 500 Index Fund (SWPPX) and Schwab US Dividend Equity ETF (SCHD).
SWPPX is managed by Charles Schwab. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWPPX or SCHD.
Performance
SWPPX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, SWPPX achieves a 26.21% return, which is significantly higher than SCHD's 17.35% return. Over the past 10 years, SWPPX has outperformed SCHD with an annualized return of 13.15%, while SCHD has yielded a comparatively lower 11.54% annualized return.
SWPPX
26.21%
1.78%
13.65%
32.35%
15.69%
13.15%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| SWPPX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.40 |
| Sortino Ratio | 3.56 | 3.44 |
| Omega Ratio | 1.50 | 1.42 |
| Calmar Ratio | 3.89 | 3.63 |
| Martin Ratio | 17.43 | 12.99 |
| Ulcer Index | 1.89% | 2.05% |
| Daily Std Dev | 12.31% | 11.09% |
| Max Drawdown | -55.06% | -33.37% |
| Current Drawdown | -0.82% | -0.62% |
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SWPPX vs. SCHD - Expense Ratio Comparison
SWPPX has a 0.02% expense ratio, which is lower than SCHD's 0.06% 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%.
Correlation
The correlation between SWPPX and SCHD is 0.86, 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.
Risk-Adjusted Performance
SWPPX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and Schwab US Dividend Equity ETF (SCHD). 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
SWPPX vs. SCHD - Dividend Comparison
SWPPX's dividend yield for the trailing twelve months is around 1.13%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SWPPX vs. SCHD - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWPPX and SCHD. For additional features, visit the drawdowns tool.
Volatility
SWPPX vs. SCHD - Volatility Comparison
Schwab S&P 500 Index Fund (SWPPX) has a higher volatility of 3.96% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that SWPPX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.