SWRSX vs. RRPAX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and SEI Institutional Investments Trust Real Return Fund (RRPAX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. RRPAX is managed by SEI. It was launched on Dec 13, 2006.
Performance
SWRSX vs. RRPAX - Performance Comparison
Loading graphics...
SWRSX vs. RRPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RRPAX SEI Institutional Investments Trust Real Return Fund | 0.86% | 6.53% | 4.54% | 3.49% | -4.06% | 5.41% | 5.64% | 5.01% | 0.31% | 0.73% |
Returns By Period
In the year-to-date period, SWRSX achieves a 0.39% return, which is significantly lower than RRPAX's 0.86% return. Over the past 10 years, SWRSX has underperformed RRPAX with an annualized return of 2.57%, while RRPAX has yielded a comparatively higher 2.90% 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%
RRPAX
- 1D
- 0.32%
- 1M
- -0.11%
- YTD
- 0.86%
- 6M
- 1.17%
- 1Y
- 3.81%
- 3Y*
- 4.34%
- 5Y*
- 3.06%
- 10Y*
- 2.90%
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. RRPAX - Expense Ratio Comparison
SWRSX has a 0.05% expense ratio, which is higher than RRPAX's 0.02% 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. RRPAX — Risk / Return Rank
SWRSX
RRPAX
SWRSX vs. RRPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and SEI Institutional Investments Trust Real Return Fund (RRPAX). 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 | RRPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.76 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.17 | 2.64 | -1.47 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.39 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.24 | -1.80 |
Martin ratioReturn relative to average drawdown | 4.27 | 11.39 | -7.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWRSX | RRPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.76 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.95 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 1.08 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.50 | +0.06 |
Correlation
The correlation between SWRSX and RRPAX is 0.78, 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. RRPAX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.36%, less than RRPAX's 4.60% 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% |
RRPAX SEI Institutional Investments Trust Real Return Fund | 4.60% | 4.64% | 3.57% | 2.43% | 7.18% | 5.33% | 1.38% | 2.14% | 2.35% | 1.89% | 1.23% | 0.00% |
Drawdowns
SWRSX vs. RRPAX - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -14.29%, smaller than the maximum RRPAX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for SWRSX and RRPAX.
Loading graphics...
Drawdown Indicators
| SWRSX | RRPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -16.15% | +1.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -1.35% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -14.29% | -6.48% | -7.81% |
Max Drawdown (10Y)Largest decline over 10 years | -14.29% | -6.48% | -7.81% |
Current DrawdownCurrent decline from peak | -1.33% | -0.43% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -2.97% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.38% | +0.52% |
Volatility
SWRSX vs. RRPAX - Volatility Comparison
Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a higher volatility of 1.30% compared to SEI Institutional Investments Trust Real Return Fund (RRPAX) at 0.70%. This indicates that SWRSX's price experiences larger fluctuations and is considered to be riskier than RRPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SWRSX | RRPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 0.70% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 1.20% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 2.31% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 3.23% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 2.69% | +2.70% |