SWTSX vs. SCHB
Compare and contrast key facts about Schwab Total Stock Market Index Fund (SWTSX) and Schwab U.S. Broad Market ETF (SCHB).
SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWTSX or SCHB.
Performance
SWTSX vs. SCHB - Performance Comparison
Returns By Period
In the year-to-date period, SWTSX achieves a 25.73% return, which is significantly lower than SCHB's 28.19% return. Over the past 10 years, SWTSX has underperformed SCHB with an annualized return of 12.61%, while SCHB has yielded a comparatively higher 14.98% annualized return.
SWTSX
25.73%
2.61%
14.29%
33.08%
15.05%
12.61%
SCHB
28.19%
2.62%
15.73%
36.88%
17.66%
14.98%
Key characteristics
| SWTSX | SCHB | |
|---|---|---|
| Sharpe Ratio | 2.66 | 2.98 |
| Sortino Ratio | 3.54 | 3.94 |
| Omega Ratio | 1.49 | 1.55 |
| Calmar Ratio | 3.92 | 4.39 |
| Martin Ratio | 17.01 | 19.16 |
| Ulcer Index | 1.98% | 1.95% |
| Daily Std Dev | 12.69% | 12.54% |
| Max Drawdown | -54.60% | -35.27% |
| Current Drawdown | -0.79% | -0.82% |
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SWTSX vs. SCHB - Expense Ratio Comparison
Both SWTSX and SCHB 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 SCHB is 0.99, 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. SCHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and Schwab U.S. Broad Market ETF (SCHB). 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. SCHB - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.12%, less than SCHB's 1.18% 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% |
SCHB Schwab U.S. Broad Market ETF | 1.18% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% | 1.63% |
Drawdowns
SWTSX vs. SCHB - Drawdown Comparison
The maximum SWTSX drawdown since its inception was -54.60%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for SWTSX and SCHB. For additional features, visit the drawdowns tool.
Volatility
SWTSX vs. SCHB - Volatility Comparison
Schwab Total Stock Market Index Fund (SWTSX) and Schwab U.S. Broad Market ETF (SCHB) have volatilities of 4.18% and 4.20%, 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.