SWSBX vs. SWRSX
Compare and contrast key facts about Schwab Short-Term Bond Index Fund (SWSBX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
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. SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWSBX or SWRSX.
Performance
SWSBX vs. SWRSX - Performance Comparison
Returns By Period
In the year-to-date period, SWSBX achieves a 3.01% return, which is significantly higher than SWRSX's 2.71% return.
SWSBX
3.01%
-0.29%
3.23%
5.43%
1.04%
N/A
SWRSX
2.71%
-0.49%
2.80%
5.68%
1.77%
1.95%
Key characteristics
| SWSBX | SWRSX | |
|---|---|---|
| Sharpe Ratio | 1.85 | 1.15 |
| Sortino Ratio | 2.93 | 1.70 |
| Omega Ratio | 1.37 | 1.21 |
| Calmar Ratio | 1.11 | 0.44 |
| Martin Ratio | 7.72 | 4.79 |
| Ulcer Index | 0.70% | 1.19% |
| Daily Std Dev | 2.93% | 4.93% |
| Max Drawdown | -8.97% | -15.14% |
| Current Drawdown | -1.52% | -7.65% |
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SWSBX vs. SWRSX - Expense Ratio Comparison
SWSBX has a 0.06% expense ratio, which is higher than SWRSX's 0.05% 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%.
Correlation
The correlation between SWSBX and SWRSX is 0.65, 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.
Risk-Adjusted Performance
SWSBX vs. SWRSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term Bond Index Fund (SWSBX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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.
Dividends
SWSBX vs. SWRSX - Dividend Comparison
SWSBX's dividend yield for the trailing twelve months is around 3.92%, more than SWRSX's 3.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWSBX Schwab Short-Term Bond Index Fund | 3.92% | 3.16% | 1.49% | 0.90% | 1.56% | 2.40% | 2.12% | 1.55% | 0.00% | 0.00% | 0.00% | 0.00% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.76% | 3.11% | 7.07% | 4.33% | 1.25% | 2.20% | 2.88% | 1.99% | 1.81% | 0.77% | 2.30% | 1.42% |
Drawdowns
SWSBX vs. SWRSX - Drawdown Comparison
The maximum SWSBX drawdown since its inception was -8.97%, smaller than the maximum SWRSX drawdown of -15.14%. Use the drawdown chart below to compare losses from any high point for SWSBX and SWRSX. For additional features, visit the drawdowns tool.
Volatility
SWSBX vs. SWRSX - Volatility Comparison
The current volatility for Schwab Short-Term Bond Index Fund (SWSBX) is 0.71%, while Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) has a volatility of 1.12%. This indicates that SWSBX experiences smaller price fluctuations and is considered to be less risky than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.