SWPPX vs. SWTSX

The year-to-date returns for both stocks are quite close, with SWPPX having a -13.43% return and SWTSX slightly lower at -14.00%. Over the past 10 years, SWPPX has outperformed SWTSX with an annualized return of 11.07%, while SWTSX has yielded a comparatively lower 10.26% annualized return.

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SWPPX has a 0.02% expense ratio, which is lower than SWTSX's 0.03% 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%.

This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and Schwab Total Stock Market Index Fund (SWTSX). 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 current SWPPX Sharpe Ratio is -0.08, which is higher than the SWTSX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of SWPPX and SWTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWPPX's dividend yield for the trailing twelve months is around 1.42%, less than SWTSX's 1.44% yield.

The maximum SWPPX drawdown since its inception was -55.06%, roughly equal to the maximum SWTSX drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for SWPPX and SWTSX. For additional features, visit the drawdowns tool.

Schwab S&P 500 Index Fund (SWPPX) and Schwab Total Stock Market Index Fund (SWTSX) have volatilities of 9.30% and 9.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.