SWTSX vs. ITOT
Compare and contrast key facts about Schwab Total Stock Market Index Fund (SWTSX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Performance
SWTSX vs. ITOT - Performance Comparison
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SWTSX vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -4.00% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Returns By Period
In the year-to-date period, SWTSX achieves a -6.77% return, which is significantly lower than ITOT's -4.00% return. Both investments have delivered pretty close results over the past 10 years, with SWTSX having a 13.21% annualized return and ITOT not far ahead at 13.57%.
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%
ITOT
- 1D
- 2.98%
- 1M
- -4.92%
- YTD
- -4.00%
- 6M
- -1.67%
- 1Y
- 18.07%
- 3Y*
- 17.83%
- 5Y*
- 10.46%
- 10Y*
- 13.57%
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SWTSX vs. ITOT - Expense Ratio Comparison
Both SWTSX and ITOT have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
SWTSX vs. ITOT — Risk / Return Rank
SWTSX
ITOT
SWTSX vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| SWTSX | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.97 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.49 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.51 | -0.47 |
Martin ratioReturn relative to average drawdown | 5.04 | 7.22 | -2.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWTSX | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.97 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.61 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.75 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.54 | -0.14 |
Correlation
The correlation between SWTSX and ITOT is 0.98, 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
SWTSX vs. ITOT - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.18%, more than ITOT's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.13% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Drawdowns
SWTSX vs. ITOT - Drawdown Comparison
The maximum SWTSX drawdown since its inception was -54.60%, roughly equal to the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SWTSX and ITOT.
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Drawdown Indicators
| SWTSX | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -55.20% | +0.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -12.34% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.40% | -25.36% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -35.01% | -35.00% | -0.01% |
Current DrawdownCurrent decline from peak | -8.88% | -6.18% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -10.63% | -7.02% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.59% | -0.03% |
Volatility
SWTSX vs. ITOT - Volatility Comparison
The current volatility for Schwab Total Stock Market Index Fund (SWTSX) is 4.45%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 5.47%. This indicates that SWTSX experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWTSX | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 5.47% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 9.76% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 18.67% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 17.37% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.57% | 18.25% | +0.32% |