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SWRSX vs. TIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWRSX and TIP is -0.12. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

SWRSX vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

75.00%80.00%85.00%90.00%NovemberDecember2025FebruaryMarchApril
82.43%
91.63%
SWRSX
TIP

Key characteristics

Sharpe Ratio

SWRSX:

1.51

TIP:

1.49

Sortino Ratio

SWRSX:

2.16

TIP:

2.07

Omega Ratio

SWRSX:

1.28

TIP:

1.27

Calmar Ratio

SWRSX:

0.62

TIP:

0.63

Martin Ratio

SWRSX:

4.64

TIP:

4.47

Ulcer Index

SWRSX:

1.56%

TIP:

1.56%

Daily Std Dev

SWRSX:

4.79%

TIP:

4.68%

Max Drawdown

SWRSX:

-15.14%

TIP:

-14.56%

Current Drawdown

SWRSX:

-4.92%

TIP:

-4.46%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SWRSX at 3.73% and TIP at 3.73%. Both investments have delivered pretty close results over the past 10 years, with SWRSX having a 2.18% annualized return and TIP not far ahead at 2.24%.


SWRSX

YTD

3.73%

1M

0.44%

6M

2.56%

1Y

7.32%

5Y*

1.33%

10Y*

2.18%

TIP

YTD

3.73%

1M

0.40%

6M

2.50%

1Y

7.08%

5Y*

1.41%

10Y*

2.24%

*Annualized

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SWRSX vs. TIP - Expense Ratio Comparison

SWRSX has a 0.05% expense ratio, which is lower than TIP's 0.19% 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%.


Expense ratio chart for TIP: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TIP: 0.19%
Expense ratio chart for SWRSX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWRSX: 0.05%

Risk-Adjusted Performance

SWRSX vs. TIP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWRSX
The Risk-Adjusted Performance Rank of SWRSX is 8383
Overall Rank
The Sharpe Ratio Rank of SWRSX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SWRSX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SWRSX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SWRSX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SWRSX is 8383
Martin Ratio Rank

TIP
The Risk-Adjusted Performance Rank of TIP is 8484
Overall Rank
The Sharpe Ratio Rank of TIP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TIP is 8989
Sortino Ratio Rank
The Omega Ratio Rank of TIP is 8888
Omega Ratio Rank
The Calmar Ratio Rank of TIP is 7272
Calmar Ratio Rank
The Martin Ratio Rank of TIP is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWRSX vs. TIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and iShares TIPS Bond ETF (TIP). 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.


The chart of Sharpe ratio for SWRSX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.00
SWRSX: 1.51
TIP: 1.49
The chart of Sortino ratio for SWRSX, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.00
SWRSX: 2.16
TIP: 2.07
The chart of Omega ratio for SWRSX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.00
SWRSX: 1.28
TIP: 1.27
The chart of Calmar ratio for SWRSX, currently valued at 0.62, compared to the broader market0.002.004.006.008.0010.00
SWRSX: 0.62
TIP: 0.63
The chart of Martin ratio for SWRSX, currently valued at 4.64, compared to the broader market0.0010.0020.0030.0040.0050.00
SWRSX: 4.64
TIP: 4.47

The current SWRSX Sharpe Ratio is 1.51, which is comparable to the TIP Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SWRSX and TIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.50NovemberDecember2025FebruaryMarchApril
1.51
1.49
SWRSX
TIP

Dividends

SWRSX vs. TIP - Dividend Comparison

SWRSX's dividend yield for the trailing twelve months is around 3.81%, more than TIP's 3.03% yield.


TTM20242023202220212020201920182017201620152014
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund
3.81%3.68%3.11%7.07%4.33%1.25%2.20%2.88%1.99%1.81%0.77%2.30%
TIP
iShares TIPS Bond ETF
3.03%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%

Drawdowns

SWRSX vs. TIP - Drawdown Comparison

The maximum SWRSX drawdown since its inception was -15.14%, roughly equal to the maximum TIP drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for SWRSX and TIP. For additional features, visit the drawdowns tool.


-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%NovemberDecember2025FebruaryMarchApril
-4.92%
-4.46%
SWRSX
TIP

Volatility

SWRSX vs. TIP - Volatility Comparison

Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a higher volatility of 2.57% compared to iShares TIPS Bond ETF (TIP) at 2.31%. This indicates that SWRSX's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
2.57%
2.31%
SWRSX
TIP