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SWPPX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWPPX and SCHD is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SWPPX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab S&P 500 Index Fund (SWPPX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
453.94%
365.07%
SWPPX
SCHD

Key characteristics

Sharpe Ratio

SWPPX:

0.50

SCHD:

0.21

Sortino Ratio

SWPPX:

0.82

SCHD:

0.40

Omega Ratio

SWPPX:

1.12

SCHD:

1.05

Calmar Ratio

SWPPX:

0.52

SCHD:

0.21

Martin Ratio

SWPPX:

2.17

SCHD:

0.77

Ulcer Index

SWPPX:

4.46%

SCHD:

4.32%

Daily Std Dev

SWPPX:

19.34%

SCHD:

15.97%

Max Drawdown

SWPPX:

-55.06%

SCHD:

-33.37%

Current Drawdown

SWPPX:

-12.29%

SCHD:

-12.33%

Returns By Period

In the year-to-date period, SWPPX achieves a -8.23% return, which is significantly lower than SCHD's -6.12% return. Over the past 10 years, SWPPX has outperformed SCHD with an annualized return of 11.50%, while SCHD has yielded a comparatively lower 10.20% annualized return.


SWPPX

YTD

-8.23%

1M

-6.70%

6M

-6.67%

1Y

7.43%

5Y*

15.44%

10Y*

11.50%

SCHD

YTD

-6.12%

1M

-8.69%

6M

-8.46%

1Y

1.83%

5Y*

12.95%

10Y*

10.20%

*Annualized

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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%.


Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%
Expense ratio chart for SWPPX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWPPX: 0.02%

Risk-Adjusted Performance

SWPPX vs. SCHD — Risk-Adjusted Performance Rank

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

SWPPX
The Risk-Adjusted Performance Rank of SWPPX is 6565
Overall Rank
The Sharpe Ratio Rank of SWPPX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SWPPX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SWPPX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SWPPX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SWPPX is 6565
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4646
Overall Rank
The Sharpe Ratio Rank of SCHD is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4444
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4848
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SWPPX, currently valued at 0.50, compared to the broader market-1.000.001.002.003.00
SWPPX: 0.50
SCHD: 0.21
The chart of Sortino ratio for SWPPX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.00
SWPPX: 0.82
SCHD: 0.40
The chart of Omega ratio for SWPPX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
SWPPX: 1.12
SCHD: 1.05
The chart of Calmar ratio for SWPPX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.00
SWPPX: 0.52
SCHD: 0.21
The chart of Martin ratio for SWPPX, currently valued at 2.17, compared to the broader market0.0010.0020.0030.0040.0050.00
SWPPX: 2.17
SCHD: 0.77

The current SWPPX Sharpe Ratio is 0.50, which is higher than the SCHD Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of SWPPX and SCHD, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.50
0.21
SWPPX
SCHD

Dividends

SWPPX vs. SCHD - Dividend Comparison

SWPPX's dividend yield for the trailing twelve months is around 1.34%, less than SCHD's 4.09% yield.


TTM20242023202220212020201920182017201620152014
SWPPX
Schwab S&P 500 Index Fund
1.34%1.23%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%
SCHD
Schwab US Dividend Equity ETF
4.09%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.29%
-12.33%
SWPPX
SCHD

Volatility

SWPPX vs. SCHD - Volatility Comparison

Schwab S&P 500 Index Fund (SWPPX) has a higher volatility of 14.00% compared to Schwab US Dividend Equity ETF (SCHD) at 11.16%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.00%
11.16%
SWPPX
SCHD