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SWSBX vs. BNDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWSBX and BNDW is -0.00. 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: -0.0

Performance

SWSBX vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Short-Term Bond Index Fund (SWSBX) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.64%
11.39%
SWSBX
BNDW

Key characteristics

Sharpe Ratio

SWSBX:

2.51

BNDW:

1.55

Sortino Ratio

SWSBX:

4.19

BNDW:

2.30

Omega Ratio

SWSBX:

1.55

BNDW:

1.28

Calmar Ratio

SWSBX:

1.95

BNDW:

0.61

Martin Ratio

SWSBX:

10.39

BNDW:

5.75

Ulcer Index

SWSBX:

0.65%

BNDW:

1.16%

Daily Std Dev

SWSBX:

2.71%

BNDW:

4.26%

Max Drawdown

SWSBX:

-8.97%

BNDW:

-17.22%

Current Drawdown

SWSBX:

-0.31%

BNDW:

-4.40%

Returns By Period

The year-to-date returns for both stocks are quite close, with SWSBX having a 2.17% return and BNDW slightly lower at 2.10%.


SWSBX

YTD

2.17%

1M

0.53%

6M

2.69%

1Y

6.90%

5Y*

0.98%

10Y*

N/A

BNDW

YTD

2.10%

1M

0.76%

6M

1.95%

1Y

6.91%

5Y*

-0.32%

10Y*

N/A

*Annualized

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SWSBX vs. BNDW - Expense Ratio Comparison

Both SWSBX and BNDW have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SWSBX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWSBX: 0.06%
Expense ratio chart for BNDW: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDW: 0.06%

Risk-Adjusted Performance

SWSBX vs. BNDW — Risk-Adjusted Performance Rank

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

SWSBX
The Risk-Adjusted Performance Rank of SWSBX is 9494
Overall Rank
The Sharpe Ratio Rank of SWSBX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of SWSBX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of SWSBX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of SWSBX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SWSBX is 9494
Martin Ratio Rank

BNDW
The Risk-Adjusted Performance Rank of BNDW is 8585
Overall Rank
The Sharpe Ratio Rank of BNDW is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 7070
Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 8686
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.

SWSBX vs. BNDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term Bond Index Fund (SWSBX) and Vanguard Total World Bond ETF (BNDW). 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 SWSBX, currently valued at 2.51, compared to the broader market-1.000.001.002.003.00
SWSBX: 2.51
BNDW: 1.55
The chart of Sortino ratio for SWSBX, currently valued at 4.19, compared to the broader market-2.000.002.004.006.008.00
SWSBX: 4.19
BNDW: 2.30
The chart of Omega ratio for SWSBX, currently valued at 1.55, compared to the broader market0.501.001.502.002.503.00
SWSBX: 1.55
BNDW: 1.28
The chart of Calmar ratio for SWSBX, currently valued at 1.95, compared to the broader market0.002.004.006.008.0010.00
SWSBX: 1.95
BNDW: 0.61
The chart of Martin ratio for SWSBX, currently valued at 10.39, compared to the broader market0.0010.0020.0030.0040.0050.00
SWSBX: 10.39
BNDW: 5.75

The current SWSBX Sharpe Ratio is 2.51, which is higher than the BNDW Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SWSBX and BNDW, 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 Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
2.51
1.55
SWSBX
BNDW

Dividends

SWSBX vs. BNDW - Dividend Comparison

SWSBX's dividend yield for the trailing twelve months is around 4.00%, more than BNDW's 3.95% yield.


TTM20242023202220212020201920182017
SWSBX
Schwab Short-Term Bond Index Fund
4.00%3.98%3.16%1.49%0.90%1.56%2.40%2.12%1.55%
BNDW
Vanguard Total World Bond ETF
3.95%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%

Drawdowns

SWSBX vs. BNDW - Drawdown Comparison

The maximum SWSBX drawdown since its inception was -8.97%, smaller than the maximum BNDW drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for SWSBX and BNDW. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.31%
-4.40%
SWSBX
BNDW

Volatility

SWSBX vs. BNDW - Volatility Comparison

The current volatility for Schwab Short-Term Bond Index Fund (SWSBX) is 0.97%, while Vanguard Total World Bond ETF (BNDW) has a volatility of 1.51%. This indicates that SWSBX experiences smaller price fluctuations and is considered to be less risky than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%1.60%NovemberDecember2025FebruaryMarchApril
0.97%
1.51%
SWSBX
BNDW