SWRSX vs. FIPDX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. FIPDX is managed by Fidelity. It was launched on May 16, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWRSX or FIPDX.
Key characteristics
| SWRSX | FIPDX | |
|---|---|---|
| YTD Return | 2.61% | 2.67% |
| 1Y Return | 6.75% | 6.74% |
| 3Y Return (Ann) | -2.58% | -2.25% |
| 5Y Return (Ann) | 1.85% | 1.54% |
| 10Y Return (Ann) | 1.96% | 1.40% |
| Sharpe Ratio | 1.31 | 1.38 |
| Sortino Ratio | 1.96 | 2.07 |
| Omega Ratio | 1.24 | 1.25 |
| Calmar Ratio | 0.49 | 0.55 |
| Martin Ratio | 6.12 | 6.32 |
| Ulcer Index | 1.08% | 1.07% |
| Daily Std Dev | 5.05% | 4.86% |
| Max Drawdown | -15.14% | -14.29% |
| Current Drawdown | -7.74% | -6.84% |
Correlation
The correlation between SWRSX and FIPDX is 0.93, 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.
Performance
SWRSX vs. FIPDX - Performance Comparison
The year-to-date returns for both investments are quite close, with SWRSX having a 2.61% return and FIPDX slightly higher at 2.67%. Over the past 10 years, SWRSX has outperformed FIPDX with an annualized return of 1.96%, while FIPDX has yielded a comparatively lower 1.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
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.
Dividends
SWRSX vs. FIPDX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.77%, less than FIPDX's 5.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.77% | 3.11% | 7.07% | 4.33% | 1.25% | 2.20% | 2.88% | 1.99% | 1.81% | 0.77% | 2.30% | 1.42% |
FIPDX Fidelity Inflation-Protected Bond Index Fund | 5.49% | 3.59% | 8.87% | 4.76% | 0.24% | 0.41% | 0.39% | 0.09% | 0.08% | 0.11% | 1.10% | 0.66% |
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.
Volatility
SWRSX vs. FIPDX - Volatility Comparison
Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Fidelity Inflation-Protected Bond Index Fund (FIPDX) have volatilities of 1.32% and 1.30%, 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.