SWSBX vs. VPMCX
Compare and contrast key facts about Schwab Short-Term Bond Index Fund (SWSBX) and Vanguard PRIMECAP Fund Investor Shares (VPMCX).
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. VPMCX is managed by Vanguard. It was launched on Nov 1, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWSBX or VPMCX.
Key characteristics
| SWSBX | VPMCX | |
|---|---|---|
| YTD Return | 3.34% | 18.40% |
| 1Y Return | 6.44% | 30.80% |
| 3Y Return (Ann) | 0.51% | 8.26% |
| 5Y Return (Ann) | 1.13% | 13.99% |
| Sharpe Ratio | 2.04 | 2.08 |
| Sortino Ratio | 3.24 | 2.81 |
| Omega Ratio | 1.41 | 1.38 |
| Calmar Ratio | 1.13 | 2.32 |
| Martin Ratio | 9.52 | 9.44 |
| Ulcer Index | 0.64% | 3.04% |
| Daily Std Dev | 2.99% | 13.80% |
| Max Drawdown | -8.97% | -81.07% |
| Current Drawdown | -1.21% | -0.60% |
Correlation
The correlation between SWSBX and VPMCX is -0.06. 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.
Performance
SWSBX vs. VPMCX - Performance Comparison
In the year-to-date period, SWSBX achieves a 3.34% return, which is significantly lower than VPMCX's 18.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWSBX vs. VPMCX - Expense Ratio Comparison
SWSBX has a 0.06% expense ratio, which is lower than VPMCX's 0.38% expense ratio.
Risk-Adjusted Performance
SWSBX vs. VPMCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term Bond Index Fund (SWSBX) and Vanguard PRIMECAP Fund Investor Shares (VPMCX). 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. VPMCX - Dividend Comparison
SWSBX's dividend yield for the trailing twelve months is around 3.89%, more than VPMCX's 0.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWSBX Schwab Short-Term Bond Index Fund | 3.89% | 3.16% | 1.49% | 0.90% | 1.56% | 2.40% | 2.12% | 1.55% | 0.00% | 0.00% | 0.00% | 0.00% |
VPMCX Vanguard PRIMECAP Fund Investor Shares | 0.93% | 1.10% | 1.23% | 0.70% | 1.04% | 1.21% | 1.26% | 1.09% | 1.29% | 1.12% | 1.13% | 0.91% |
Drawdowns
SWSBX vs. VPMCX - Drawdown Comparison
The maximum SWSBX drawdown since its inception was -8.97%, smaller than the maximum VPMCX drawdown of -81.07%. Use the drawdown chart below to compare losses from any high point for SWSBX and VPMCX. For additional features, visit the drawdowns tool.
Volatility
SWSBX vs. VPMCX - Volatility Comparison
The current volatility for Schwab Short-Term Bond Index Fund (SWSBX) is 0.76%, while Vanguard PRIMECAP Fund Investor Shares (VPMCX) has a volatility of 4.19%. This indicates that SWSBX experiences smaller price fluctuations and is considered to be less risky than VPMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.