SWRSX vs. SWAGX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. SWAGX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWRSX or SWAGX.
Key characteristics
| SWRSX | SWAGX | |
|---|---|---|
| YTD Return | 2.41% | 1.39% |
| 1Y Return | 5.58% | 6.51% |
| 3Y Return (Ann) | -2.64% | -2.36% |
| 5Y Return (Ann) | 1.84% | -0.33% |
| Sharpe Ratio | 1.29 | 1.31 |
| Sortino Ratio | 1.93 | 1.94 |
| Omega Ratio | 1.24 | 1.23 |
| Calmar Ratio | 0.49 | 0.51 |
| Martin Ratio | 5.95 | 4.47 |
| Ulcer Index | 1.10% | 1.73% |
| Daily Std Dev | 5.06% | 5.91% |
| Max Drawdown | -15.14% | -18.84% |
| Current Drawdown | -7.92% | -9.21% |
Correlation
The correlation between SWRSX and SWAGX is 0.77, 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.
Performance
SWRSX vs. SWAGX - Performance Comparison
In the year-to-date period, SWRSX achieves a 2.41% return, which is significantly higher than SWAGX's 1.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWRSX vs. SWAGX - Expense Ratio Comparison
SWRSX has a 0.05% expense ratio, which is higher than SWAGX's 0.04% 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%.
Risk-Adjusted Performance
SWRSX vs. SWAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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.
Dividends
SWRSX vs. SWAGX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.78%, which matches SWAGX's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.78% | 3.11% | 7.07% | 4.33% | 1.25% | 2.20% | 2.88% | 1.99% | 1.81% | 0.77% | 2.30% | 1.42% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.79% | 3.22% | 2.60% | 2.06% | 2.36% | 2.86% | 2.80% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWRSX vs. SWAGX - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -15.14%, smaller than the maximum SWAGX drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for SWRSX and SWAGX. For additional features, visit the drawdowns tool.
Volatility
SWRSX vs. SWAGX - Volatility Comparison
The current volatility for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) is 1.32%, while Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a volatility of 1.70%. This indicates that SWRSX experiences smaller price fluctuations and is considered to be less risky than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.