SWRSX vs. SWISX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab International Index Fund (SWISX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997.
Performance
SWRSX vs. SWISX - Performance Comparison
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SWRSX vs. SWISX - 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% |
SWISX Schwab International Index Fund | -1.95% | 31.59% | 3.54% | 18.13% | -14.30% | 11.25% | 8.14% | 21.87% | -13.38% | 25.32% |
Returns By Period
In the year-to-date period, SWRSX achieves a 0.39% return, which is significantly higher than SWISX's -1.95% return. Over the past 10 years, SWRSX has underperformed SWISX with an annualized return of 2.57%, while SWISX has yielded a comparatively higher 8.51% 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%
SWISX
- 1D
- 0.32%
- 1M
- -10.91%
- YTD
- -1.95%
- 6M
- 2.32%
- 1Y
- 19.51%
- 3Y*
- 13.26%
- 5Y*
- 7.79%
- 10Y*
- 8.51%
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SWRSX vs. SWISX - Expense Ratio Comparison
SWRSX has a 0.05% expense ratio, which is lower than SWISX's 0.06% expense ratio. Despite the difference, 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. SWISX — Risk / Return Rank
SWRSX
SWISX
SWRSX vs. SWISX - 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 International Index Fund (SWISX). 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 | SWISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.08 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.52 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.51 | -0.08 |
Martin ratioReturn relative to average drawdown | 4.27 | 5.81 | -1.54 |
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 | SWISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.08 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.49 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.51 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.29 | +0.28 |
Correlation
The correlation between SWRSX and SWISX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SWRSX vs. SWISX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.36%, less than SWISX's 3.62% 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% |
SWISX Schwab International Index Fund | 3.62% | 3.55% | 3.29% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% |
Drawdowns
SWRSX vs. SWISX - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -14.29%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for SWRSX and SWISX.
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Drawdown Indicators
| SWRSX | SWISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -60.65% | +46.36% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -11.39% | +8.71% |
Max Drawdown (5Y)Largest decline over 5 years | -14.29% | -29.42% | +15.13% |
Max Drawdown (10Y)Largest decline over 10 years | -14.29% | -33.83% | +19.54% |
Current DrawdownCurrent decline from peak | -1.33% | -10.91% | +9.58% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -14.88% | +11.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 2.97% | -2.07% |
Volatility
SWRSX vs. SWISX - Volatility Comparison
The current volatility for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) is 1.30%, while Schwab International Index Fund (SWISX) has a volatility of 7.16%. This indicates that SWRSX experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWRSX | SWISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 7.16% | -5.86% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 10.88% | -8.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 17.01% | -13.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 16.06% | -10.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 16.79% | -11.40% |