SWRSX vs. ANGLX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Angel Oak Multi-Strategy Income Fund (ANGLX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. ANGLX is managed by Angel Oak. It was launched on Jun 27, 2011.
Performance
SWRSX vs. ANGLX - Performance Comparison
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SWRSX vs. ANGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
ANGLX Angel Oak Multi-Strategy Income Fund | 0.41% | 7.45% | 7.60% | 4.06% | -14.00% | 4.26% | -1.99% | 4.73% | 2.62% | 5.47% |
Returns By Period
In the year-to-date period, SWRSX achieves a 0.39% return, which is significantly lower than ANGLX's 0.41% return. Both investments have delivered pretty close results over the past 10 years, with SWRSX having a 2.57% annualized return and ANGLX not far behind at 2.49%.
SWRSX
- 1D
- 0.58%
- 1M
- -1.33%
- YTD
- 0.39%
- 6M
- 0.33%
- 1Y
- 2.91%
- 3Y*
- 3.14%
- 5Y*
- 1.42%
- 10Y*
- 2.57%
ANGLX
- 1D
- 0.23%
- 1M
- -1.24%
- YTD
- 0.41%
- 6M
- 1.99%
- 1Y
- 5.50%
- 3Y*
- 6.11%
- 5Y*
- 1.36%
- 10Y*
- 2.49%
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SWRSX vs. ANGLX - Expense Ratio Comparison
SWRSX has a 0.05% expense ratio, which is lower than ANGLX's 1.21% expense ratio.
Return for Risk
SWRSX vs. ANGLX — Risk / Return Rank
SWRSX
ANGLX
SWRSX vs. ANGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Angel Oak Multi-Strategy Income Fund (ANGLX). 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.
| SWRSX | ANGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.57 | -1.73 |
Sortino ratioReturn per unit of downside risk | 1.17 | 4.73 | -3.56 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.64 | -0.48 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 4.23 | -2.80 |
Martin ratioReturn relative to average drawdown | 4.27 | 14.83 | -10.56 |
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
| SWRSX | ANGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.57 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.49 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.76 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.26 | -0.69 |
Correlation
The correlation between SWRSX and ANGLX is 0.29, 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
SWRSX vs. ANGLX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.36%, less than ANGLX's 4.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.36% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
ANGLX Angel Oak Multi-Strategy Income Fund | 4.88% | 5.41% | 5.89% | 4.78% | 3.69% | 4.69% | 4.38% | 4.53% | 4.70% | 4.97% | 5.83% | 6.74% |
Drawdowns
SWRSX vs. ANGLX - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -14.29%, smaller than the maximum ANGLX drawdown of -16.40%. Use the drawdown chart below to compare losses from any high point for SWRSX and ANGLX.
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Drawdown Indicators
| SWRSX | ANGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -16.40% | +2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -1.47% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -14.29% | -14.34% | +0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -14.29% | -16.40% | +2.11% |
Current DrawdownCurrent decline from peak | -1.33% | -1.24% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -2.78% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.42% | +0.48% |
Volatility
SWRSX vs. ANGLX - Volatility Comparison
Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a higher volatility of 1.30% compared to Angel Oak Multi-Strategy Income Fund (ANGLX) at 0.61%. This indicates that SWRSX's price experiences larger fluctuations and is considered to be riskier than ANGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRSX | ANGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 0.61% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 1.45% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 2.34% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 2.76% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 3.28% | +2.11% |