SWRSX vs. TLT
Compare and contrast key facts about Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) and iShares 20+ Year Treasury Bond ETF (TLT).
SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006. TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWRSX or TLT.
Correlation
The correlation between SWRSX and TLT is 0.71, 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. TLT - Performance Comparison
Key characteristics
SWRSX:
1.08
TLT:
0.05
SWRSX:
1.51
TLT:
0.17
SWRSX:
1.19
TLT:
1.02
SWRSX:
0.42
TLT:
0.02
SWRSX:
3.21
TLT:
0.10
SWRSX:
1.52%
TLT:
7.15%
SWRSX:
4.53%
TLT:
14.23%
SWRSX:
-15.14%
TLT:
-48.35%
SWRSX:
-6.33%
TLT:
-41.44%
Returns By Period
The year-to-date returns for both investments are quite close, with SWRSX having a 2.18% return and TLT slightly higher at 2.21%. Over the past 10 years, SWRSX has outperformed TLT with an annualized return of 2.06%, while TLT has yielded a comparatively lower -1.27% annualized return.
SWRSX
2.18%
-0.48%
-0.04%
4.89%
1.15%
2.06%
TLT
2.21%
-1.60%
-5.02%
0.72%
-9.43%
-1.27%
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SWRSX vs. TLT - Expense Ratio Comparison
SWRSX has a 0.05% expense ratio, which is lower than TLT's 0.15% 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. TLT — Risk-Adjusted Performance Rank
SWRSX
TLT
SWRSX vs. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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. TLT - Dividend Comparison
SWRSX's dividend yield for the trailing twelve months is around 3.01%, less than TLT's 4.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.01% | 3.68% | 3.11% | 7.07% | 4.33% | 1.25% | 2.20% | 2.88% | 1.99% | 1.81% | 0.77% | 2.30% |
TLT iShares 20+ Year Treasury Bond ETF | 4.26% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
Drawdowns
SWRSX vs. TLT - Drawdown Comparison
The maximum SWRSX drawdown since its inception was -15.14%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for SWRSX and TLT. For additional features, visit the drawdowns tool.
Volatility
SWRSX vs. TLT - Volatility Comparison
The current volatility for Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) is 1.69%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 4.81%. This indicates that SWRSX experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.