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SWTSX vs. FSTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWTSX vs. FSTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Total Stock Market Index Fund (SWTSX) and Fidelity Advisor Strategic Income Fund Class A (FSTAX). The values are adjusted to include any dividend payments, if applicable.

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SWTSX vs. FSTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWTSX
Schwab Total Stock Market Index Fund
-6.77%17.04%23.84%26.05%-19.54%25.65%20.71%30.90%-5.35%21.08%
FSTAX
Fidelity Advisor Strategic Income Fund Class A
-0.88%8.68%4.93%8.82%-11.98%3.22%7.21%10.74%-2.94%7.63%

Returns By Period

In the year-to-date period, SWTSX achieves a -6.77% return, which is significantly lower than FSTAX's -0.88% return. Over the past 10 years, SWTSX has outperformed FSTAX with an annualized return of 13.21%, while FSTAX has yielded a comparatively lower 3.84% annualized return.


SWTSX

1D
-0.46%
1M
-7.67%
YTD
-6.77%
6M
-4.59%
1Y
14.70%
3Y*
16.68%
5Y*
10.10%
10Y*
13.21%

FSTAX

1D
0.00%
1M
-2.65%
YTD
-0.88%
6M
0.34%
1Y
6.86%
3Y*
6.09%
5Y*
2.33%
10Y*
3.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWTSX vs. FSTAX - Expense Ratio Comparison

SWTSX has a 0.03% expense ratio, which is lower than FSTAX's 0.97% expense ratio.


Return for Risk

SWTSX vs. FSTAX — Risk / Return Rank

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

SWTSX
SWTSX Risk / Return Rank: 4545
Overall Rank
SWTSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 4848
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 5252
Martin Ratio Rank

FSTAX
FSTAX Risk / Return Rank: 9292
Overall Rank
FSTAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSTAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FSTAX Omega Ratio Rank: 9090
Omega Ratio Rank
FSTAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FSTAX Martin Ratio Rank: 9191
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.

SWTSX vs. FSTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and Fidelity Advisor Strategic Income Fund Class A (FSTAX). 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.


SWTSXFSTAXDifference

Sharpe ratio

Return per unit of total volatility

0.83

2.03

-1.20

Sortino ratio

Return per unit of downside risk

1.28

2.82

-1.53

Omega ratio

Gain probability vs. loss probability

1.19

1.40

-0.21

Calmar ratio

Return relative to maximum drawdown

1.04

2.71

-1.67

Martin ratio

Return relative to average drawdown

5.04

10.69

-5.65

SWTSX vs. FSTAX - Sharpe Ratio Comparison

The current SWTSX Sharpe Ratio is 0.83, which is lower than the FSTAX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SWTSX and FSTAX, 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


SWTSXFSTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.03

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.53

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.88

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.48

-0.08

Correlation

The correlation between SWTSX and FSTAX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SWTSX vs. FSTAX - Dividend Comparison

SWTSX's dividend yield for the trailing twelve months is around 1.18%, less than FSTAX's 3.80% yield.


TTM20252024202320222021202020192018201720162015
SWTSX
Schwab Total Stock Market Index Fund
1.18%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%
FSTAX
Fidelity Advisor Strategic Income Fund Class A
3.80%4.05%3.21%3.70%2.70%4.01%4.32%4.06%3.50%3.70%3.49%2.89%

Drawdowns

SWTSX vs. FSTAX - Drawdown Comparison

The maximum SWTSX drawdown since its inception was -54.60%, which is greater than FSTAX's maximum drawdown of -23.29%. Use the drawdown chart below to compare losses from any high point for SWTSX and FSTAX.


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Drawdown Indicators


SWTSXFSTAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.60%

-23.29%

-31.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-2.65%

-9.77%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-16.18%

-9.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

-16.18%

-18.83%

Current Drawdown

Current decline from peak

-8.88%

-2.65%

-6.23%

Average Drawdown

Average peak-to-trough decline

-10.63%

-4.86%

-5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

0.67%

+1.89%

Volatility

SWTSX vs. FSTAX - Volatility Comparison

Schwab Total Stock Market Index Fund (SWTSX) has a higher volatility of 4.45% compared to Fidelity Advisor Strategic Income Fund Class A (FSTAX) at 1.53%. This indicates that SWTSX's price experiences larger fluctuations and is considered to be riskier than FSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWTSXFSTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

1.53%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

2.38%

+7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

3.57%

+14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

4.42%

+12.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.57%

4.40%

+14.17%