SWPPX vs. VFAIX
Compare and contrast key facts about Schwab S&P 500 Index Fund (SWPPX) and Vanguard Financials Index Fund Admiral Shares (VFAIX).
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. VFAIX is managed by BlackRock. It was launched on Feb 4, 2004.
Performance
SWPPX vs. VFAIX - Performance Comparison
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SWPPX vs. VFAIX - 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% | 21.81% |
VFAIX Vanguard Financials Index Fund Admiral Shares | -11.11% | 14.90% | 30.46% | 14.07% | -12.26% | 36.27% | -2.15% | 31.63% | -13.47% | 20.05% |
Returns By Period
In the year-to-date period, SWPPX achieves a -7.07% return, which is significantly higher than VFAIX's -11.11% return. Over the past 10 years, SWPPX has outperformed VFAIX with an annualized return of 13.71%, while VFAIX has yielded a comparatively lower 12.12% annualized 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%
VFAIX
- 1D
- 1.06%
- 1M
- -5.57%
- YTD
- -11.11%
- 6M
- -9.20%
- 1Y
- 0.51%
- 3Y*
- 17.09%
- 5Y*
- 9.31%
- 10Y*
- 12.12%
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SWPPX vs. VFAIX - Expense Ratio Comparison
SWPPX has a 0.02% expense ratio, which is lower than VFAIX's 0.10% 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. VFAIX — Risk / Return Rank
SWPPX
VFAIX
SWPPX vs. VFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.08 | +0.75 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.25 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.04 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | -0.02 | +1.08 |
Martin ratioReturn relative to average drawdown | 5.14 | -0.07 | +5.21 |
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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.08 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.48 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.54 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.22 | +0.26 |
Correlation
The correlation between SWPPX and VFAIX is 0.82, 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.
Dividends
SWPPX vs. VFAIX - Dividend Comparison
SWPPX's dividend yield for the trailing twelve months is around 1.19%, less than VFAIX's 1.64% 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.64% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
Drawdowns
SWPPX vs. VFAIX - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for SWPPX and VFAIX.
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Drawdown Indicators
| SWPPX | VFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -78.64% | +23.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -14.72% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -25.71% | +1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -44.37% | +10.57% |
Current DrawdownCurrent decline from peak | -8.89% | -13.82% | +4.93% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -18.69% | +8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 4.86% | -2.37% |
Volatility
SWPPX vs. VFAIX - Volatility Comparison
Schwab S&P 500 Index Fund (SWPPX) and Vanguard Financials Index Fund Admiral Shares (VFAIX) have volatilities of 4.29% and 4.20%, 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.
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Volatility by Period
| SWPPX | VFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 4.20% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 11.53% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 19.86% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 19.40% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 22.62% | -4.43% |