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:
0.24
TLT:
-0.55
SWRSX:
0.35
TLT:
-0.68
SWRSX:
1.04
TLT:
0.92
SWRSX:
0.09
TLT:
-0.18
SWRSX:
0.78
TLT:
-1.17
SWRSX:
1.41%
TLT:
6.79%
SWRSX:
4.62%
TLT:
14.32%
SWRSX:
-15.14%
TLT:
-48.35%
SWRSX:
-9.01%
TLT:
-42.59%
Returns By Period
In the year-to-date period, SWRSX achieves a 1.20% return, which is significantly higher than TLT's -7.87% return. Over the past 10 years, SWRSX has outperformed TLT with an annualized return of 1.97%, while TLT has yielded a comparatively lower -1.00% annualized return.
SWRSX
1.20%
-1.47%
-0.08%
1.10%
1.42%
1.97%
TLT
-7.87%
-2.48%
-5.03%
-7.49%
-6.20%
-1.00%
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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 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 2.93%, less than TLT's 4.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 2.93% | 3.11% | 7.07% | 4.33% | 1.25% | 2.20% | 2.88% | 1.99% | 1.81% | 0.77% | 2.30% | 1.42% |
TLT iShares 20+ Year Treasury Bond ETF | 4.29% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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 1.46%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 4.55%. 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.