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SWSBX vs. RFBSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWSBX vs. RFBSX - Performance Comparison

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

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SWSBX vs. RFBSX - 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%
RFBSX
Russell Investments Short Duration Bond Fund
0.22%5.92%4.67%5.06%-4.95%-0.75%4.98%4.69%1.27%0.89%

Returns By Period

In the year-to-date period, SWSBX achieves a -0.16% return, which is significantly lower than RFBSX's 0.22% return.


SWSBX

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

RFBSX

1D
0.16%
1M
-0.51%
YTD
0.22%
6M
1.21%
1Y
4.20%
3Y*
4.74%
5Y*
2.01%
10Y*
2.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWSBX vs. RFBSX - Expense Ratio Comparison

SWSBX has a 0.06% expense ratio, which is lower than RFBSX's 0.55% expense ratio.


Return for Risk

SWSBX vs. RFBSX — 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

RFBSX
RFBSX Risk / Return Rank: 9797
Overall Rank
RFBSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RFBSX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RFBSX Omega Ratio Rank: 9696
Omega Ratio Rank
RFBSX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RFBSX Martin Ratio Rank: 9797
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. RFBSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term Bond Index Fund (SWSBX) and Russell Investments Short Duration Bond Fund (RFBSX). 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.


SWSBXRFBSXDifference

Sharpe ratio

Return per unit of total volatility

1.59

2.80

-1.21

Sortino ratio

Return per unit of downside risk

2.60

4.21

-1.61

Omega ratio

Gain probability vs. loss probability

1.33

1.60

-0.27

Calmar ratio

Return relative to maximum drawdown

2.71

4.09

-1.37

Martin ratio

Return relative to average drawdown

9.85

17.04

-7.18

SWSBX vs. RFBSX - Sharpe Ratio Comparison

The current SWSBX Sharpe Ratio is 1.59, which is lower than the RFBSX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of SWSBX and RFBSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWSBXRFBSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

2.80

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.99

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.02

-0.26

Correlation

The correlation between SWSBX and RFBSX is 0.79, 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. RFBSX - Dividend Comparison

SWSBX's dividend yield for the trailing twelve months is around 3.79%, less than RFBSX's 4.62% 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%
RFBSX
Russell Investments Short Duration Bond Fund
4.62%4.85%3.91%2.83%0.68%1.72%2.23%2.43%2.32%1.33%1.73%1.48%

Drawdowns

SWSBX vs. RFBSX - Drawdown Comparison

The maximum SWSBX drawdown since its inception was -9.06%, smaller than the maximum RFBSX drawdown of -9.71%. Use the drawdown chart below to compare losses from any high point for SWSBX and RFBSX.


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Drawdown Indicators


SWSBXRFBSXDifference

Max Drawdown

Largest peak-to-trough decline

-9.06%

-9.71%

+0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-1.54%

-1.04%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-9.06%

-7.80%

-1.26%

Max Drawdown (10Y)

Largest decline over 10 years

-7.80%

Current Drawdown

Current decline from peak

-1.13%

-0.62%

-0.51%

Average Drawdown

Average peak-to-trough decline

-1.81%

-2.22%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.25%

+0.17%

Volatility

SWSBX vs. RFBSX - Volatility Comparison

Schwab Short-Term Bond Index Fund (SWSBX) has a higher volatility of 0.73% compared to Russell Investments Short Duration Bond Fund (RFBSX) at 0.60%. This indicates that SWSBX's price experiences larger fluctuations and is considered to be riskier than RFBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWSBXRFBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.60%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

0.92%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

2.40%

1.52%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.95%

2.04%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.47%

1.74%

+0.73%