SWPPX vs. SWTSX
Compare and contrast key facts about Schwab S&P 500 Index Fund (SWPPX) and Schwab Total Stock Market Index Fund (SWTSX).
SWPPX is managed by Charles Schwab. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWPPX or SWTSX.
Key characteristics
| SWPPX | SWTSX | |
|---|---|---|
| YTD Return | 10.53% | 9.81% |
| 1Y Return | 28.76% | 28.53% |
| 3Y Return (Ann) | 9.61% | 8.01% |
| 5Y Return (Ann) | 14.66% | 13.80% |
| 10Y Return (Ann) | 12.86% | 12.24% |
| Sharpe Ratio | 2.50 | 2.39 |
| Daily Std Dev | 11.68% | 12.17% |
| Max Drawdown | -55.06% | -54.60% |
| Current Drawdown | -0.01% | -0.21% |
Correlation
The correlation between SWPPX and SWTSX is 0.99, 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.
Performance
SWPPX vs. SWTSX - Performance Comparison
In the year-to-date period, SWPPX achieves a 10.53% return, which is significantly higher than SWTSX's 9.81% return. Both investments have delivered pretty close results over the past 10 years, with SWPPX having a 12.86% annualized return and SWTSX not far behind at 12.24%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWPPX vs. SWTSX - Expense Ratio Comparison
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%.
Risk-Adjusted Performance
SWPPX vs. SWTSX - Risk-Adjusted Performance Comparison
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.
Dividends
SWPPX vs. SWTSX - Dividend Comparison
SWPPX's dividend yield for the trailing twelve months is around 1.30%, more than SWTSX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.30% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
SWTSX Schwab Total Stock Market Index Fund | 1.28% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% | 2.23% | 1.95% |
Drawdowns
SWPPX vs. SWTSX - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, roughly equal to the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWPPX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
SWPPX vs. SWTSX - Volatility Comparison
Schwab S&P 500 Index Fund (SWPPX) and Schwab Total Stock Market Index Fund (SWTSX) have volatilities of 3.36% and 3.41%, 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.