PortfoliosLab logoPortfoliosLab logo
SWSBX vs. DTRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWSBX vs. DTRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Short-Term Bond Index Fund (SWSBX) and Delaware Limited-Term Diversified Income Fund (DTRIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SWSBX vs. DTRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DTRIX
Delaware Limited-Term Diversified Income Fund
-0.16%5.13%4.38%4.79%-4.25%-0.45%4.43%5.51%-1.10%1.95%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SWSBX at -0.16% and DTRIX at -0.16%.


SWSBX

1D
0.10%
1M
-0.93%
YTD
-0.16%
6M
0.78%
1Y
3.74%
3Y*
3.77%
5Y*
1.27%
10Y*

DTRIX

1D
0.13%
1M
-0.63%
YTD
-0.16%
6M
0.71%
1Y
3.40%
3Y*
4.20%
5Y*
1.89%
10Y*
2.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWSBX vs. DTRIX - Expense Ratio Comparison

SWSBX has a 0.06% expense ratio, which is lower than DTRIX's 0.64% expense ratio.


Return for Risk

SWSBX vs. DTRIX — Risk / Return Rank

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

SWSBX
SWSBX Risk / Return Rank: 8787
Overall Rank
SWSBX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SWSBX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SWSBX Omega Ratio Rank: 8282
Omega Ratio Rank
SWSBX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SWSBX Martin Ratio Rank: 8989
Martin Ratio Rank

DTRIX
DTRIX Risk / Return Rank: 9292
Overall Rank
DTRIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DTRIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
DTRIX Omega Ratio Rank: 9191
Omega Ratio Rank
DTRIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DTRIX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWSBX vs. DTRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term Bond Index Fund (SWSBX) and Delaware Limited-Term Diversified Income Fund (DTRIX). 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.


SWSBXDTRIXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.76

-0.17

Sortino ratio

Return per unit of downside risk

2.60

2.92

-0.31

Omega ratio

Gain probability vs. loss probability

1.33

1.43

-0.10

Calmar ratio

Return relative to maximum drawdown

2.71

3.85

-1.14

Martin ratio

Return relative to average drawdown

9.85

12.93

-3.08

SWSBX vs. DTRIX - Sharpe Ratio Comparison

The current SWSBX Sharpe Ratio is 1.59, which is comparable to the DTRIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SWSBX and DTRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SWSBXDTRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.76

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.83

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.40

-0.64

Correlation

The correlation between SWSBX and DTRIX is 0.72, 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.


Dividends

SWSBX vs. DTRIX - Dividend Comparison

SWSBX's dividend yield for the trailing twelve months is around 3.79%, more than DTRIX's 3.61% yield.


TTM20252024202320222021202020192018201720162015
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%
DTRIX
Delaware Limited-Term Diversified Income Fund
3.61%3.97%3.88%3.09%2.46%1.84%2.27%3.76%2.79%2.68%1.65%1.70%

Drawdowns

SWSBX vs. DTRIX - Drawdown Comparison

The maximum SWSBX drawdown since its inception was -9.06%, which is greater than DTRIX's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for SWSBX and DTRIX.


Loading graphics...

Drawdown Indicators


SWSBXDTRIXDifference

Max Drawdown

Largest peak-to-trough decline

-9.06%

-7.03%

-2.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.54%

-1.01%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-9.06%

-7.03%

-2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-7.03%

Current Drawdown

Current decline from peak

-1.13%

-0.76%

-0.37%

Average Drawdown

Average peak-to-trough decline

-1.81%

-1.00%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.30%

+0.12%

Volatility

SWSBX vs. DTRIX - Volatility Comparison

Schwab Short-Term Bond Index Fund (SWSBX) has a higher volatility of 0.73% compared to Delaware Limited-Term Diversified Income Fund (DTRIX) at 0.52%. This indicates that SWSBX's price experiences larger fluctuations and is considered to be riskier than DTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SWSBXDTRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.52%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

1.26%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

2.40%

1.98%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.95%

2.29%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.47%

2.08%

+0.39%