PortfoliosLab logoPortfoliosLab logo
SWRSX vs. PRXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWRSX vs. PRXCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and T. Rowe Price California Tax Free Bond Fund (PRXCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SWRSX vs. PRXCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PRXCX
T. Rowe Price California Tax Free Bond Fund
-0.18%5.51%2.75%7.64%-9.93%2.68%4.39%7.31%0.75%5.54%

Returns By Period

In the year-to-date period, SWRSX achieves a 0.39% return, which is significantly higher than PRXCX's -0.18% return. Over the past 10 years, SWRSX has outperformed PRXCX with an annualized return of 2.57%, while PRXCX has yielded a comparatively lower 2.34% 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%

PRXCX

1D
0.28%
1M
-2.75%
YTD
-0.18%
6M
2.28%
1Y
6.23%
3Y*
4.16%
5Y*
1.51%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWRSX vs. PRXCX - Expense Ratio Comparison

SWRSX has a 0.05% expense ratio, which is lower than PRXCX's 0.53% expense ratio.


Return for Risk

SWRSX vs. PRXCX — Risk / Return Rank

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

SWRSX
SWRSX Risk / Return Rank: 4343
Overall Rank
SWRSX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SWRSX Sortino Ratio Rank: 3737
Sortino Ratio Rank
SWRSX Omega Ratio Rank: 3131
Omega Ratio Rank
SWRSX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SWRSX Martin Ratio Rank: 4242
Martin Ratio Rank

PRXCX
PRXCX Risk / Return Rank: 6262
Overall Rank
PRXCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRXCX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PRXCX Omega Ratio Rank: 8383
Omega Ratio Rank
PRXCX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRXCX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWRSX vs. PRXCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and T. Rowe Price California Tax Free Bond Fund (PRXCX). 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.


SWRSXPRXCXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.20

-0.36

Sortino ratio

Return per unit of downside risk

1.17

1.61

-0.44

Omega ratio

Gain probability vs. loss probability

1.16

1.33

-0.17

Calmar ratio

Return relative to maximum drawdown

1.44

1.26

+0.18

Martin ratio

Return relative to average drawdown

4.27

4.09

+0.19

SWRSX vs. PRXCX - Sharpe Ratio Comparison

The current SWRSX Sharpe Ratio is 0.84, which is comparable to the PRXCX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of SWRSX and PRXCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SWRSXPRXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.20

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.35

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.57

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.09

-0.52

Correlation

The correlation between SWRSX and PRXCX is 0.43, 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. PRXCX - Dividend Comparison

SWRSX's dividend yield for the trailing twelve months is around 3.36%, less than PRXCX's 6.41% yield.


TTM20252024202320222021202020192018201720162015
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%
PRXCX
T. Rowe Price California Tax Free Bond Fund
6.41%6.00%3.26%3.50%2.21%2.82%2.80%2.94%3.11%3.09%3.33%3.42%

Drawdowns

SWRSX vs. PRXCX - Drawdown Comparison

The maximum SWRSX drawdown since its inception was -14.29%, smaller than the maximum PRXCX drawdown of -21.67%. Use the drawdown chart below to compare losses from any high point for SWRSX and PRXCX.


Loading graphics...

Drawdown Indicators


SWRSXPRXCXDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-21.67%

+7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-5.56%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-14.29%

-15.41%

+1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-14.29%

-15.41%

+1.12%

Current Drawdown

Current decline from peak

-1.33%

-2.75%

+1.42%

Average Drawdown

Average peak-to-trough decline

-3.75%

-2.78%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.72%

-0.82%

Volatility

SWRSX vs. PRXCX - Volatility Comparison

Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a higher volatility of 1.30% compared to T. Rowe Price California Tax Free Bond Fund (PRXCX) at 1.23%. This indicates that SWRSX's price experiences larger fluctuations and is considered to be riskier than PRXCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SWRSXPRXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

1.23%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

2.06%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

5.63%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

4.38%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.39%

4.12%

+1.27%