SWRSX vs. SCHP
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab U.S. TIPS ETF (SCHP).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. SCHP is a passively managed fund by Charles Schwab that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Aug 5, 2010.
Performance
SWRSX vs. SCHP - Performance Comparison
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SWRSX vs. SCHP - 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% |
SCHP Schwab U.S. TIPS ETF | 0.45% | 6.76% | 1.95% | 3.91% | -12.02% | 5.87% | 10.86% | 8.52% | -1.78% | 3.02% |
Returns By Period
In the year-to-date period, SWRSX achieves a 0.39% return, which is significantly lower than SCHP's 0.45% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SWRSX at 2.57% and SCHP at 2.57%.
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%
SCHP
- 1D
- 0.11%
- 1M
- -1.26%
- YTD
- 0.45%
- 6M
- 0.38%
- 1Y
- 2.96%
- 3Y*
- 3.15%
- 5Y*
- 1.39%
- 10Y*
- 2.57%
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SWRSX vs. SCHP - Expense Ratio Comparison
Both SWRSX and SCHP 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. SCHP — Risk / Return Rank
SWRSX
SCHP
SWRSX vs. SCHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab U.S. TIPS ETF (SCHP). 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 | SCHP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.74 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.02 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.21 | +0.23 |
Martin ratioReturn relative to average drawdown | 4.27 | 3.63 | +0.64 |
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 | SCHP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.74 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.23 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.46 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.50 | +0.07 |
Correlation
The correlation between SWRSX and SCHP 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.
Dividends
SWRSX vs. SCHP - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.36%, less than SCHP'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% |
SCHP Schwab U.S. TIPS ETF | 3.98% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
Drawdowns
SWRSX vs. SCHP - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -14.29%, roughly equal to the maximum SCHP drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for SWRSX and SCHP.
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Drawdown Indicators
| SWRSX | SCHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -14.26% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -2.78% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -14.29% | -14.26% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -14.29% | -14.26% | -0.03% |
Current DrawdownCurrent decline from peak | -1.33% | -1.26% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -3.98% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.93% | -0.03% |
Volatility
SWRSX vs. SCHP - Volatility Comparison
Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab U.S. TIPS ETF (SCHP) have volatilities of 1.30% and 1.36%, 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.
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Volatility by Period
| SWRSX | SCHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 1.36% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 2.22% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 4.06% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 6.14% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 5.60% | -0.21% |