SWPPX vs. SGRT

Last updated Jun 14, 2026

SWPPX (Schwab S&P 500 Index Fund) and SGRT (SMART Earnings Growth 30 ETF) are both funds - SWPPX is a Large Cap Blend Equities fund tracking the S&P 500 Index, while SGRT is a Large Cap Growth Equities fund. SWPPX is passively managed, while SGRT is actively managed. A 0.72 correlation means they provide meaningful diversification when combined. SWPPX charges 0.02%/yr vs 0.59%/yr for SGRT.

Performance

SWPPX vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab S&P 500 Index Fund (SWPPX) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SWPPX achieves a 8.55% return, which is significantly lower than SGRT's 44.22% return.

SWPPX

• 1D: 1.76%
• 1M: -0.10%
• YTD: 8.55%
• 6M: 8.92%
• 1Y: 25.15%
• 3Y*: 21.04%
• 5Y*: 13.31%
• 10Y*: 15.41%

SGRT

• 1D: 2.15%
• 1M: 2.76%
• YTD: 44.22%
• 6M: 48.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SWPPX vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
SWPPX Schwab S&P 500 Index Fund	8.55%	7.28%
SGRT SMART Earnings Growth 30 ETF	44.22%	26.83%

Correlation

The correlation between SWPPX and SGRT is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025	0.72

Return for Risk

SWPPX vs. SGRT — Risk / Return Rank

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

SWPPX

SWPPX Risk / Return Rank: 73
SWPPX Sharpe Ratio Rank: 72
SWPPX Sortino Ratio Rank: 67
SWPPX Omega Ratio Rank: 68
SWPPX Calmar Ratio Rank: 73
SWPPX Martin Ratio Rank: 83

SGRT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWPPX vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and SMART Earnings Growth 30 ETF (SGRT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SWPPX	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	1.96	—	—
Sortino ratio: Return per unit of downside risk	2.66	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	2.74	—	—
Martin ratio: Return relative to average drawdown	12.42	—	—

Drawdowns

SWPPX vs. SGRT - Drawdown Comparison

The maximum SWPPX drawdown since its inception was -55.06%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for SWPPX and SGRT.

Drawdown Indicators

	SWPPX	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-55.06%	-17.87%	-37.19%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.74%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.51%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.80%	—	—
Current Drawdown Current decline from peak	-2.81%	-4.78%	+1.97%
Average Drawdown Average peak-to-trough decline	-9.94%	-3.24%	-6.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	—	—

Volatility

Volatility by Period

	SWPPX	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.40%	34.85%	-22.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.01%	34.85%	-17.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.26%	34.85%	-16.59%

SWPPX vs. SGRT - Expense Ratio Comparison

SWPPX has a 0.02% expense ratio, which is lower than SGRT's 0.59% expense ratio.

Dividends

SWPPX vs. SGRT - Dividend Comparison

SWPPX's dividend yield for the trailing twelve months is around 1.02%, more than SGRT's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SWPPX Schwab S&P 500 Index Fund	1.02%	1.11%	1.23%	1.43%	1.67%	1.27%	1.81%	1.95%	2.67%	1.79%	2.55%	3.17%

Frequently Asked Questions

Can I hold both SWPPX and SGRT in my portfolio?

SWPPX and SGRT have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.