SWPPX vs. SWAGX
Compare and contrast key facts about Schwab S&P 500 Index Fund (SWPPX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
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. SWAGX is managed by Charles Schwab.
Performance
SWPPX vs. SWAGX - Performance Comparison
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SWPPX vs. SWAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 15.02% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | -0.44% | 7.11% | 1.38% | 5.46% | -13.62% | -2.29% | 7.39% | 8.64% | -0.11% | 2.62% |
Returns By Period
In the year-to-date period, SWPPX achieves a -7.07% return, which is significantly lower than SWAGX's -0.44% return.
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
SWAGX
- 1D
- 0.56%
- 1M
- -2.30%
- YTD
- -0.44%
- 6M
- 0.48%
- 1Y
- 3.81%
- 3Y*
- 3.39%
- 5Y*
- 0.01%
- 10Y*
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SWPPX vs. SWAGX - Expense Ratio Comparison
SWPPX has a 0.02% expense ratio, which is lower than SWAGX's 0.04% 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%.
Return for Risk
SWPPX vs. SWAGX — Risk / Return Rank
SWPPX
SWAGX
SWPPX vs. SWAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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 | SWAGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.98 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.42 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.75 | -0.69 |
Martin ratioReturn relative to average drawdown | 5.14 | 4.95 | +0.19 |
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 | SWAGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.98 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.00 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.30 | +0.18 |
Correlation
The correlation between SWPPX and SWAGX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SWPPX vs. SWAGX - Dividend Comparison
SWPPX's dividend yield for the trailing twelve months is around 1.19%, less than SWAGX's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.76% | 4.02% | 3.88% | 3.22% | 1.93% | 1.56% | 2.47% | 2.87% | 2.80% | 1.98% | 0.00% | 0.00% |
Drawdowns
SWPPX vs. SWAGX - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, which is greater than SWAGX's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for SWPPX and SWAGX.
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Drawdown Indicators
| SWPPX | SWAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -19.68% | -35.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -2.84% | -9.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -18.76% | -5.75% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | — | — |
Current DrawdownCurrent decline from peak | -8.89% | -4.18% | -4.71% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -5.72% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.00% | +1.49% |
Volatility
SWPPX vs. SWAGX - Volatility Comparison
Schwab S&P 500 Index Fund (SWPPX) has a higher volatility of 4.29% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.66%. This indicates that SWPPX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWPPX | SWAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 1.66% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 2.70% | +6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 4.48% | +13.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 6.06% | +10.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 5.13% | +13.06% |