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SWSBX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWSBX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Short-Term Bond Index Fund (SWSBX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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SWSBX vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SWPPX
Schwab S&P 500 Index Fund
-7.07%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%15.02%

Returns By Period

In the year-to-date period, SWSBX achieves a -0.27% return, which is significantly higher than SWPPX's -7.07% return.


SWSBX

1D
0.21%
1M
-1.23%
YTD
-0.27%
6M
0.88%
1Y
3.63%
3Y*
3.74%
5Y*
1.25%
10Y*

SWPPX

1D
-0.37%
1M
-7.65%
YTD
-7.07%
6M
-4.58%
1Y
14.43%
3Y*
17.15%
5Y*
11.39%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWSBX vs. SWPPX - Expense Ratio Comparison

SWSBX has a 0.06% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, 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. SWPPX — Risk / Return Rank

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

SWSBX
SWSBX Risk / Return Rank: 9090
Overall Rank
SWSBX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SWSBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SWSBX Omega Ratio Rank: 8787
Omega Ratio Rank
SWSBX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SWSBX Martin Ratio Rank: 9090
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
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. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term Bond Index Fund (SWSBX) and Schwab S&P 500 Index Fund (SWPPX). 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.


SWSBXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

1.71

0.84

+0.87

Sortino ratio

Return per unit of downside risk

2.83

1.30

+1.54

Omega ratio

Gain probability vs. loss probability

1.36

1.20

+0.17

Calmar ratio

Return relative to maximum drawdown

2.79

1.06

+1.73

Martin ratio

Return relative to average drawdown

10.25

5.14

+5.12

SWSBX vs. SWPPX - Sharpe Ratio Comparison

The current SWSBX Sharpe Ratio is 1.71, which is higher than the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SWSBX and SWPPX, 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


SWSBXSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

0.84

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.68

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.48

+0.28

Correlation

The correlation between SWSBX and SWPPX is -0.03. 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.


Dividends

SWSBX vs. SWPPX - Dividend Comparison

SWSBX's dividend yield for the trailing twelve months is around 3.79%, more than SWPPX's 1.19% 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%
SWPPX
Schwab S&P 500 Index Fund
1.19%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Drawdowns

SWSBX vs. SWPPX - Drawdown Comparison

The maximum SWSBX drawdown since its inception was -9.06%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SWSBX and SWPPX.


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Drawdown Indicators


SWSBXSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-9.06%

-55.06%

+46.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.54%

-12.10%

+10.56%

Max Drawdown (5Y)

Largest decline over 5 years

-9.06%

-24.51%

+15.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

Current Drawdown

Current decline from peak

-1.23%

-8.89%

+7.66%

Average Drawdown

Average peak-to-trough decline

-1.81%

-10.00%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

2.49%

-2.07%

Volatility

SWSBX vs. SWPPX - Volatility Comparison

The current volatility for Schwab Short-Term Bond Index Fund (SWSBX) is 0.73%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.29%. This indicates that SWSBX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWSBXSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

4.29%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

9.11%

-7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

2.40%

18.14%

-15.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.95%

16.89%

-13.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.47%

18.19%

-15.72%