SWSBX vs. GSSRX
Compare and contrast key facts about Schwab Short-Term Bond Index Fund (SWSBX) and Goldman Sachs Short Duration Bond Fund (GSSRX).
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. GSSRX is managed by Goldman Sachs. It was launched on Feb 29, 2012.
Performance
SWSBX vs. GSSRX - Performance Comparison
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SWSBX vs. GSSRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWSBX Schwab Short-Term Bond Index Fund | -0.27% | 6.06% | 3.42% | 3.95% | -5.89% | -1.28% | 4.47% | 4.96% | 1.34% | 0.85% |
GSSRX Goldman Sachs Short Duration Bond Fund | -0.81% | 6.57% | 4.53% | 5.28% | -6.06% | -0.86% | 5.85% | 6.79% | -0.02% | 1.01% |
Returns By Period
In the year-to-date period, SWSBX achieves a -0.27% return, which is significantly higher than GSSRX's -0.81% return.
SWSBX
- 1D
- 0.21%
- 1M
- -1.23%
- YTD
- -0.27%
- 6M
- 0.88%
- 1Y
- 3.63%
- 3Y*
- 3.74%
- 5Y*
- 1.25%
- 10Y*
- —
GSSRX
- 1D
- 0.10%
- 1M
- -1.42%
- YTD
- -0.81%
- 6M
- 0.67%
- 1Y
- 3.89%
- 3Y*
- 4.51%
- 5Y*
- 1.88%
- 10Y*
- 2.34%
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SWSBX vs. GSSRX - Expense Ratio Comparison
SWSBX has a 0.06% expense ratio, which is lower than GSSRX's 0.48% expense ratio.
Return for Risk
SWSBX vs. GSSRX — Risk / Return Rank
SWSBX
GSSRX
SWSBX vs. GSSRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term Bond Index Fund (SWSBX) and Goldman Sachs Short Duration Bond Fund (GSSRX). 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 | GSSRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 2.00 | -0.29 |
Sortino ratioReturn per unit of downside risk | 2.83 | 3.42 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.46 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.69 | +0.09 |
Martin ratioReturn relative to average drawdown | 10.25 | 11.87 | -1.62 |
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 | GSSRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.00 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.80 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.98 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.94 | -0.18 |
Correlation
The correlation between SWSBX and GSSRX is 0.76, 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. GSSRX - Dividend Comparison
SWSBX's dividend yield for the trailing twelve months is around 3.79%, less than GSSRX's 3.95% 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% |
GSSRX Goldman Sachs Short Duration Bond Fund | 3.95% | 4.18% | 3.58% | 2.36% | 1.59% | 1.40% | 2.20% | 2.87% | 2.56% | 2.21% | 2.04% | 2.15% |
Drawdowns
SWSBX vs. GSSRX - Drawdown Comparison
The maximum SWSBX drawdown since its inception was -9.06%, roughly equal to the maximum GSSRX drawdown of -9.03%. Use the drawdown chart below to compare losses from any high point for SWSBX and GSSRX.
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Drawdown Indicators
| SWSBX | GSSRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.06% | -9.03% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -1.54% | -1.62% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -9.06% | -8.88% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.03% | — |
Current DrawdownCurrent decline from peak | -1.23% | -1.42% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -1.81% | -1.27% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 0.37% | +0.05% |
Volatility
SWSBX vs. GSSRX - Volatility Comparison
The current volatility for Schwab Short-Term Bond Index Fund (SWSBX) is 0.73%, while Goldman Sachs Short Duration Bond Fund (GSSRX) has a volatility of 0.84%. This indicates that SWSBX experiences smaller price fluctuations and is considered to be less risky than GSSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWSBX | GSSRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 0.84% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.49% | 1.49% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.40% | 2.15% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.95% | 2.38% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.47% | 2.39% | +0.08% |