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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWTSX or ITOT.
Performance
SWTSX vs. ITOT - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SWTSX having a 25.73% return and ITOT slightly lower at 25.69%. Both investments have delivered pretty close results over the past 10 years, with SWTSX having a 12.61% annualized return and ITOT not far ahead at 12.76%.
SWTSX
25.73%
2.61%
14.29%
33.08%
15.05%
12.61%
ITOT
25.69%
2.66%
14.35%
33.07%
15.09%
12.76%
Key characteristics
| SWTSX | ITOT | |
|---|---|---|
| Sharpe Ratio | 2.66 | 2.68 |
| Sortino Ratio | 3.54 | 3.57 |
| Omega Ratio | 1.49 | 1.49 |
| Calmar Ratio | 3.92 | 3.96 |
| Martin Ratio | 17.01 | 17.14 |
| Ulcer Index | 1.98% | 1.96% |
| Daily Std Dev | 12.69% | 12.56% |
| Max Drawdown | -54.60% | -55.21% |
| Current Drawdown | -0.79% | -0.83% |
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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%.
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.
Risk-Adjusted Performance
SWTSX vs. ITOT - Risk-Adjusted Performance 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.
Dividends
SWTSX vs. ITOT - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.12%, less than ITOT's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 1.12% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.21% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
SWTSX vs. ITOT - Drawdown Comparison
The maximum SWTSX drawdown since its inception was -54.60%, roughly equal to the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for SWTSX and ITOT. For additional features, visit the drawdowns tool.
Volatility
SWTSX vs. ITOT - Volatility Comparison
Schwab Total Stock Market Index Fund (SWTSX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 4.18% and 4.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.