SWSBX vs. DFEQX
Compare and contrast key facts about Schwab Short-Term Bond Index Fund (SWSBX) and DFA Short-Term Extended Quality Portfolio (DFEQX).
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. DFEQX is managed by Dimensional. It was launched on Mar 4, 2009.
Performance
SWSBX vs. DFEQX - Performance Comparison
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SWSBX vs. DFEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWSBX Schwab Short-Term Bond Index Fund | -0.16% | 6.06% | 3.42% | 3.95% | -5.89% | -1.28% | 4.47% | 4.96% | 1.34% | 0.85% |
DFEQX DFA Short-Term Extended Quality Portfolio | 0.38% | 4.27% | 5.50% | 5.44% | -5.18% | -0.60% | 2.24% | 4.51% | 1.34% | 0.83% |
Returns By Period
In the year-to-date period, SWSBX achieves a -0.16% return, which is significantly lower than DFEQX's 0.38% return.
SWSBX
- 1D
- 0.10%
- 1M
- -0.93%
- YTD
- -0.16%
- 6M
- 0.78%
- 1Y
- 3.74%
- 3Y*
- 3.77%
- 5Y*
- 1.27%
- 10Y*
- —
DFEQX
- 1D
- 0.10%
- 1M
- -0.46%
- YTD
- 0.38%
- 6M
- 1.41%
- 1Y
- 3.59%
- 3Y*
- 4.68%
- 5Y*
- 1.91%
- 10Y*
- 1.91%
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SWSBX vs. DFEQX - Expense Ratio Comparison
SWSBX has a 0.06% expense ratio, which is lower than DFEQX'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%.
Return for Risk
SWSBX vs. DFEQX — Risk / Return Rank
SWSBX
DFEQX
SWSBX vs. DFEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term Bond Index Fund (SWSBX) and DFA Short-Term Extended Quality Portfolio (DFEQX). 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.
| SWSBX | DFEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 4.12 | -2.53 |
Sortino ratioReturn per unit of downside risk | 2.60 | 6.61 | -4.01 |
Omega ratioGain probability vs. loss probability | 1.33 | 2.55 | -1.22 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 4.59 | -1.88 |
Martin ratioReturn relative to average drawdown | 9.85 | 20.66 | -10.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWSBX | DFEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 4.12 | -2.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.93 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.11 | -0.35 |
Correlation
The correlation between SWSBX and DFEQX is 0.58, 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.
Dividends
SWSBX vs. DFEQX - Dividend Comparison
SWSBX's dividend yield for the trailing twelve months is around 3.79%, less than DFEQX's 3.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWSBX Schwab Short-Term Bond Index Fund | 3.79% | 4.09% | 3.66% | 2.36% | 1.11% | 0.97% | 1.82% | 2.41% | 2.12% | 1.56% | 0.00% | 0.00% |
DFEQX DFA Short-Term Extended Quality Portfolio | 3.94% | 3.62% | 4.40% | 3.34% | 1.78% | 1.05% | 0.47% | 2.18% | 3.14% | 1.51% | 1.59% | 1.72% |
Drawdowns
SWSBX vs. DFEQX - Drawdown Comparison
The maximum SWSBX drawdown since its inception was -9.06%, which is greater than DFEQX's maximum drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for SWSBX and DFEQX.
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Drawdown Indicators
| SWSBX | DFEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.06% | -8.40% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -1.54% | -0.76% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -9.06% | -8.40% | -0.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.40% | — |
Current DrawdownCurrent decline from peak | -1.13% | -0.55% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -1.81% | -0.96% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 0.17% | +0.25% |
Volatility
SWSBX vs. DFEQX - Volatility Comparison
Schwab Short-Term Bond Index Fund (SWSBX) has a higher volatility of 0.73% compared to DFA Short-Term Extended Quality Portfolio (DFEQX) at 0.46%. This indicates that SWSBX's price experiences larger fluctuations and is considered to be riskier than DFEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWSBX | DFEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 0.46% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 1.49% | 0.66% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.40% | 0.91% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.95% | 2.06% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.47% | 1.70% | +0.77% |