SWRSX vs. EARRX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. EARRX is managed by Eaton Vance. It was launched on Mar 31, 2010.
Performance
SWRSX vs. EARRX - Performance Comparison
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SWRSX vs. EARRX - 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% |
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 0.28% | 5.46% | 5.39% | 5.95% | -3.22% | 7.50% | 5.05% | 5.29% | -0.49% | 1.81% |
Returns By Period
In the year-to-date period, SWRSX achieves a 0.39% return, which is significantly higher than EARRX's 0.28% return. Over the past 10 years, SWRSX has underperformed EARRX with an annualized return of 2.57%, while EARRX has yielded a comparatively higher 3.60% annualized return.
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%
EARRX
- 1D
- 0.18%
- 1M
- -0.21%
- YTD
- 0.28%
- 6M
- 0.32%
- 1Y
- 2.98%
- 3Y*
- 4.81%
- 5Y*
- 3.78%
- 10Y*
- 3.60%
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SWRSX vs. EARRX - Expense Ratio Comparison
SWRSX has a 0.05% expense ratio, which is lower than EARRX's 0.85% expense ratio.
Return for Risk
SWRSX vs. EARRX — Risk / Return Rank
SWRSX
EARRX
SWRSX vs. EARRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX). 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 | EARRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.60 | -0.76 |
Sortino ratioReturn per unit of downside risk | 1.17 | 2.29 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.36 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.76 | -1.32 |
Martin ratioReturn relative to average drawdown | 4.27 | 12.19 | -7.92 |
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 | EARRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.60 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 1.37 | -1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 1.33 | -0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.04 | -0.48 |
Correlation
The correlation between SWRSX and EARRX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SWRSX vs. EARRX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.36%, less than EARRX's 3.87% 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% |
EARRX Eaton Vance Short Duration Inflation-Protected Income Fund Class A | 3.87% | 4.36% | 3.83% | 4.24% | 4.82% | 3.32% | 2.02% | 2.46% | 2.67% | 1.90% | 2.00% | 1.73% |
Drawdowns
SWRSX vs. EARRX - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -14.29%, which is greater than EARRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for SWRSX and EARRX.
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Drawdown Indicators
| SWRSX | EARRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -10.27% | -4.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -1.18% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -14.29% | -6.39% | -7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -14.29% | -10.27% | -4.02% |
Current DrawdownCurrent decline from peak | -1.33% | -0.51% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -1.09% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.27% | +0.63% |
Volatility
SWRSX vs. EARRX - Volatility Comparison
Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a higher volatility of 1.30% compared to Eaton Vance Short Duration Inflation-Protected Income Fund Class A (EARRX) at 0.58%. This indicates that SWRSX's price experiences larger fluctuations and is considered to be riskier than EARRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRSX | EARRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 0.58% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 1.05% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 1.87% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 2.78% | +3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 2.71% | +2.68% |