SWRSX vs. FSPWX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. FSPWX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg U.S. Treasury Inflation Protected Securities Index. It was launched on Aug 16, 2024.
Performance
SWRSX vs. FSPWX - Performance Comparison
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SWRSX vs. FSPWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | -1.37% |
FSPWX Fidelity SAI Inflation-Protected Bond Index Fund | 0.50% | 6.76% | -1.32% |
Returns By Period
In the year-to-date period, SWRSX achieves a 0.39% return, which is significantly lower than FSPWX's 0.50% 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%
FSPWX
- 1D
- 0.70%
- 1M
- -1.27%
- YTD
- 0.50%
- 6M
- 0.41%
- 1Y
- 2.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SWRSX vs. FSPWX - Expense Ratio Comparison
Both SWRSX and FSPWX 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%.
Return for Risk
SWRSX vs. FSPWX — Risk / Return Rank
SWRSX
FSPWX
SWRSX vs. FSPWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX). 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 | FSPWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.84 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.17 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.41 | +0.03 |
Martin ratioReturn relative to average drawdown | 4.27 | 4.38 | -0.11 |
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 | FSPWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.84 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.88 | -0.31 |
Correlation
The correlation between SWRSX and FSPWX is 0.95, 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.
Dividends
SWRSX vs. FSPWX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.36%, less than FSPWX's 4.17% 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% |
FSPWX Fidelity SAI Inflation-Protected Bond Index Fund | 4.17% | 4.19% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWRSX vs. FSPWX - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -14.29%, which is greater than FSPWX's maximum drawdown of -3.84%. Use the drawdown chart below to compare losses from any high point for SWRSX and FSPWX.
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Drawdown Indicators
| SWRSX | FSPWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -3.84% | -10.45% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -2.91% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -14.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -14.29% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -1.27% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -1.04% | -2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.94% | -0.04% |
Volatility
SWRSX vs. FSPWX - Volatility Comparison
The current volatility for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) is 1.30%, while Fidelity SAI Inflation-Protected Bond Index Fund (FSPWX) has a volatility of 1.44%. This indicates that SWRSX experiences smaller price fluctuations and is considered to be less risky than FSPWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRSX | FSPWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 1.44% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 2.29% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 4.10% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 4.17% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 4.17% | +1.22% |