SWRSX vs. SWSBX
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and Schwab Short-Term Bond Index Fund (SWSBX).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. SWSBX is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Government/Credit 1-5 Year Index. It was launched on Feb 23, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWRSX or SWSBX.
Key characteristics
| SWRSX | SWSBX | |
|---|---|---|
| YTD Return | 2.61% | 3.01% |
| 1Y Return | 6.75% | 6.00% |
| 3Y Return (Ann) | -2.58% | 0.51% |
| 5Y Return (Ann) | 1.85% | 1.02% |
| Sharpe Ratio | 1.31 | 2.05 |
| Sortino Ratio | 1.96 | 3.27 |
| Omega Ratio | 1.24 | 1.41 |
| Calmar Ratio | 0.49 | 1.16 |
| Martin Ratio | 6.12 | 9.35 |
| Ulcer Index | 1.08% | 0.65% |
| Daily Std Dev | 5.05% | 2.99% |
| Max Drawdown | -15.14% | -8.97% |
| Current Drawdown | -7.74% | -1.52% |
Correlation
The correlation between SWRSX and SWSBX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SWRSX vs. SWSBX - Performance Comparison
In the year-to-date period, SWRSX achieves a 2.61% return, which is significantly lower than SWSBX's 3.01% 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. SWSBX - Expense Ratio Comparison
SWRSX has a 0.05% expense ratio, which is lower than SWSBX'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%.
Risk-Adjusted Performance
SWRSX vs. SWSBX - 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 Short-Term Bond Index Fund (SWSBX). 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. SWSBX - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.77%, less than SWSBX's 3.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.77% | 3.11% | 7.07% | 4.33% | 1.25% | 2.20% | 2.88% | 1.99% | 1.81% | 0.77% | 2.30% | 1.42% |
SWSBX Schwab Short-Term Bond Index Fund | 3.91% | 3.16% | 1.49% | 0.90% | 1.56% | 2.40% | 2.12% | 1.55% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWRSX vs. SWSBX - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -15.14%, which is greater than SWSBX's maximum drawdown of -8.97%. Use the drawdown chart below to compare losses from any high point for SWRSX and SWSBX. For additional features, visit the drawdowns tool.
Volatility
SWRSX vs. SWSBX - Volatility Comparison
Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a higher volatility of 1.32% compared to Schwab Short-Term Bond Index Fund (SWSBX) at 0.77%. This indicates that SWRSX's price experiences larger fluctuations and is considered to be riskier than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.