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SWRSX vs. FIPDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWRSX and FIPDX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

SWRSX vs. FIPDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX). The values are adjusted to include any dividend payments, if applicable.

12.00%14.00%16.00%18.00%20.00%22.00%24.00%NovemberDecember2025FebruaryMarchApril
22.09%
16.05%
SWRSX
FIPDX

Key characteristics

Sharpe Ratio

SWRSX:

1.51

FIPDX:

1.44

Sortino Ratio

SWRSX:

2.16

FIPDX:

2.03

Omega Ratio

SWRSX:

1.28

FIPDX:

1.26

Calmar Ratio

SWRSX:

0.62

FIPDX:

0.64

Martin Ratio

SWRSX:

4.64

FIPDX:

4.28

Ulcer Index

SWRSX:

1.56%

FIPDX:

1.59%

Daily Std Dev

SWRSX:

4.79%

FIPDX:

4.72%

Max Drawdown

SWRSX:

-15.14%

FIPDX:

-14.29%

Current Drawdown

SWRSX:

-4.92%

FIPDX:

-4.28%

Returns By Period

In the year-to-date period, SWRSX achieves a 3.73% return, which is significantly higher than FIPDX's 3.37% return. Over the past 10 years, SWRSX has outperformed FIPDX with an annualized return of 2.16%, while FIPDX has yielded a comparatively lower 1.55% annualized return.


SWRSX

YTD

3.73%

1M

0.63%

6M

2.56%

1Y

7.54%

5Y*

1.35%

10Y*

2.16%

FIPDX

YTD

3.37%

1M

0.33%

6M

2.29%

1Y

7.16%

5Y*

1.28%

10Y*

1.55%

*Annualized

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SWRSX vs. FIPDX - Expense Ratio Comparison

Both SWRSX and FIPDX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SWRSX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWRSX: 0.05%
Expense ratio chart for FIPDX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIPDX: 0.05%

Risk-Adjusted Performance

SWRSX vs. FIPDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWRSX
The Risk-Adjusted Performance Rank of SWRSX is 8383
Overall Rank
The Sharpe Ratio Rank of SWRSX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SWRSX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SWRSX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SWRSX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SWRSX is 8383
Martin Ratio Rank

FIPDX
The Risk-Adjusted Performance Rank of FIPDX is 8282
Overall Rank
The Sharpe Ratio Rank of FIPDX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FIPDX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FIPDX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FIPDX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FIPDX is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWRSX vs. FIPDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX). 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.


The chart of Sharpe ratio for SWRSX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.00
SWRSX: 1.51
FIPDX: 1.44
The chart of Sortino ratio for SWRSX, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.00
SWRSX: 2.16
FIPDX: 2.03
The chart of Omega ratio for SWRSX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.00
SWRSX: 1.28
FIPDX: 1.26
The chart of Calmar ratio for SWRSX, currently valued at 0.62, compared to the broader market0.002.004.006.008.0010.00
SWRSX: 0.62
FIPDX: 0.64
The chart of Martin ratio for SWRSX, currently valued at 4.64, compared to the broader market0.0010.0020.0030.0040.0050.00
SWRSX: 4.64
FIPDX: 4.28

The current SWRSX Sharpe Ratio is 1.51, which is comparable to the FIPDX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of SWRSX and FIPDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.50NovemberDecember2025FebruaryMarchApril
1.51
1.44
SWRSX
FIPDX

Dividends

SWRSX vs. FIPDX - Dividend Comparison

SWRSX's dividend yield for the trailing twelve months is around 3.81%, more than FIPDX's 3.46% yield.


TTM20242023202220212020201920182017201620152014
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund
3.81%3.68%3.11%7.07%4.33%1.25%2.20%2.88%1.99%1.81%0.77%2.30%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
3.46%3.75%3.59%8.87%4.76%0.24%0.41%0.39%0.09%0.08%0.11%1.10%

Drawdowns

SWRSX vs. FIPDX - Drawdown Comparison

The maximum SWRSX drawdown since its inception was -15.14%, which is greater than FIPDX's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for SWRSX and FIPDX. For additional features, visit the drawdowns tool.


-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%NovemberDecember2025FebruaryMarchApril
-4.92%
-4.28%
SWRSX
FIPDX

Volatility

SWRSX vs. FIPDX - Volatility Comparison

Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a higher volatility of 2.57% compared to Fidelity Inflation-Protected Bond Index Fund (FIPDX) at 2.44%. This indicates that SWRSX's price experiences larger fluctuations and is considered to be riskier than FIPDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
2.57%
2.44%
SWRSX
FIPDX