SWRSX vs. SWPPX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab S&P 500 Index Fund (SWPPX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. SWPPX 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 SWPPX.
Key characteristics
| SWRSX | SWPPX | |
|---|---|---|
| YTD Return | 2.41% | 26.92% |
| 1Y Return | 5.58% | 34.98% |
| 3Y Return (Ann) | -2.64% | 10.22% |
| 5Y Return (Ann) | 1.84% | 15.76% |
| 10Y Return (Ann) | 1.94% | 13.39% |
| Sharpe Ratio | 1.29 | 3.05 |
| Sortino Ratio | 1.93 | 4.04 |
| Omega Ratio | 1.24 | 1.57 |
| Calmar Ratio | 0.49 | 4.44 |
| Martin Ratio | 5.95 | 20.06 |
| Ulcer Index | 1.10% | 1.87% |
| Daily Std Dev | 5.06% | 12.34% |
| Max Drawdown | -15.14% | -55.06% |
| Current Drawdown | -7.92% | -0.26% |
Correlation
The correlation between SWRSX and SWPPX is -0.13. 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.
Performance
SWRSX vs. SWPPX - Performance Comparison
In the year-to-date period, SWRSX achieves a 2.41% return, which is significantly lower than SWPPX's 26.92% return. Over the past 10 years, SWRSX has underperformed SWPPX with an annualized return of 1.94%, while SWPPX has yielded a comparatively higher 13.39% annualized 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. SWPPX - Expense Ratio Comparison
SWRSX has a 0.05% expense ratio, which is higher than SWPPX'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%.
Risk-Adjusted Performance
SWRSX vs. SWPPX - 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 S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.78%, more than SWPPX's 1.13% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
SWRSX vs. SWPPX - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -15.14%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SWRSX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
SWRSX vs. SWPPX - Volatility Comparison
The current volatility for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) is 1.32%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 3.75%. This indicates that SWRSX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.