SWPPX vs. VOO
Compare and contrast key facts about Schwab S&P 500 Index Fund (SWPPX) and Vanguard S&P 500 ETF (VOO).
SWPPX is managed by Charles Schwab. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWPPX or VOO.
Performance
SWPPX vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SWPPX having a 26.21% return and VOO slightly lower at 26.16%. Both investments have delivered pretty close results over the past 10 years, with SWPPX having a 13.15% annualized return and VOO not far ahead at 13.18%.
SWPPX
26.21%
1.78%
13.65%
32.35%
15.69%
13.15%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| SWPPX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.70 |
| Sortino Ratio | 3.56 | 3.60 |
| Omega Ratio | 1.50 | 1.50 |
| Calmar Ratio | 3.89 | 3.90 |
| Martin Ratio | 17.43 | 17.65 |
| Ulcer Index | 1.89% | 1.86% |
| Daily Std Dev | 12.31% | 12.19% |
| Max Drawdown | -55.06% | -33.99% |
| Current Drawdown | -0.82% | -0.86% |
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SWPPX vs. VOO - Expense Ratio Comparison
SWPPX has a 0.02% expense ratio, which is lower than VOO'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%.
Correlation
The correlation between SWPPX and VOO 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.
Risk-Adjusted Performance
SWPPX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SWPPX's dividend yield for the trailing twelve months is around 1.13%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SWPPX vs. VOO - Drawdown Comparison
The maximum SWPPX drawdown since its inception was -55.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SWPPX and VOO. For additional features, visit the drawdowns tool.
Volatility
SWPPX vs. VOO - Volatility Comparison
Schwab S&P 500 Index Fund (SWPPX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.96% and 3.99%, 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.