SWRSX vs. FSTZX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. FSTZX is managed by Fidelity. It was launched on Jan 17, 2022.
Performance
SWRSX vs. FSTZX - Performance Comparison
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SWRSX vs. FSTZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | 1.95% | 3.80% | -12.01% | 1.67% |
FSTZX Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund | 1.02% | 5.99% | 4.87% | 4.67% | -2.83% | 1.32% |
Returns By Period
In the year-to-date period, SWRSX achieves a 0.39% return, which is significantly lower than FSTZX's 1.02% 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%
FSTZX
- 1D
- 0.30%
- 1M
- -0.00%
- YTD
- 1.02%
- 6M
- 1.30%
- 1Y
- 3.95%
- 3Y*
- 4.75%
- 5Y*
- —
- 10Y*
- —
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SWRSX vs. FSTZX - Expense Ratio Comparison
SWRSX has a 0.05% expense ratio, which is higher than FSTZX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SWRSX vs. FSTZX — Risk / Return Rank
SWRSX
FSTZX
SWRSX vs. FSTZX - 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 Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX). 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 | FSTZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.05 | -1.21 |
Sortino ratioReturn per unit of downside risk | 1.17 | 3.11 | -1.95 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.45 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 4.22 | -2.78 |
Martin ratioReturn relative to average drawdown | 4.27 | 14.91 | -10.64 |
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 | FSTZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.05 | -1.21 |
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 | 1.14 | -0.58 |
Correlation
The correlation between SWRSX and FSTZX is 0.80, 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. FSTZX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.36%, less than FSTZX's 3.98% 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% |
FSTZX Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund | 3.98% | 4.02% | 2.78% | 2.54% | 5.25% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWRSX vs. FSTZX - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -14.29%, which is greater than FSTZX's maximum drawdown of -5.30%. Use the drawdown chart below to compare losses from any high point for SWRSX and FSTZX.
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Drawdown Indicators
| SWRSX | FSTZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -5.30% | -8.99% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -1.03% | -1.65% |
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% | -0.30% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -1.13% | -2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.29% | +0.61% |
Volatility
SWRSX vs. FSTZX - Volatility Comparison
Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a higher volatility of 1.30% compared to Fidelity Series 0-5 Year Inflation-Protected Bond Index Fund (FSTZX) at 0.58%. This indicates that SWRSX's price experiences larger fluctuations and is considered to be riskier than FSTZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRSX | FSTZX | 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% | 1.07% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 1.99% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 2.83% | +3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 2.83% | +2.56% |