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SWTSX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWTSX and SCHD is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SWTSX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Total Stock Market Index Fund (SWTSX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
426.49%
370.37%
SWTSX
SCHD

Key characteristics

Sharpe Ratio

SWTSX:

0.51

SCHD:

0.23

Sortino Ratio

SWTSX:

0.85

SCHD:

0.43

Omega Ratio

SWTSX:

1.12

SCHD:

1.06

Calmar Ratio

SWTSX:

0.52

SCHD:

0.23

Martin Ratio

SWTSX:

2.14

SCHD:

0.84

Ulcer Index

SWTSX:

4.74%

SCHD:

4.38%

Daily Std Dev

SWTSX:

19.77%

SCHD:

15.99%

Max Drawdown

SWTSX:

-54.70%

SCHD:

-33.37%

Current Drawdown

SWTSX:

-11.02%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, SWTSX achieves a -6.88% return, which is significantly lower than SCHD's -5.04% return. Over the past 10 years, SWTSX has outperformed SCHD with an annualized return of 11.00%, while SCHD has yielded a comparatively lower 10.35% annualized return.


SWTSX

YTD

-6.88%

1M

-5.14%

6M

-5.26%

1Y

8.78%

5Y*

15.36%

10Y*

11.00%

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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SWTSX vs. SCHD - Expense Ratio Comparison

SWTSX has a 0.03% expense ratio, which is lower than SCHD's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%
Expense ratio chart for SWTSX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWTSX: 0.03%

Risk-Adjusted Performance

SWTSX vs. SCHD — Risk-Adjusted Performance Rank

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

SWTSX
The Risk-Adjusted Performance Rank of SWTSX is 6262
Overall Rank
The Sharpe Ratio Rank of SWTSX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SWTSX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SWTSX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SWTSX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SWTSX is 6161
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWTSX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for SWTSX, currently valued at 0.51, compared to the broader market-1.000.001.002.003.00
SWTSX: 0.51
SCHD: 0.23
The chart of Sortino ratio for SWTSX, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
SWTSX: 0.85
SCHD: 0.43
The chart of Omega ratio for SWTSX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
SWTSX: 1.12
SCHD: 1.06
The chart of Calmar ratio for SWTSX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.00
SWTSX: 0.52
SCHD: 0.23
The chart of Martin ratio for SWTSX, currently valued at 2.14, compared to the broader market0.0010.0020.0030.0040.0050.00
SWTSX: 2.14
SCHD: 0.84

The current SWTSX Sharpe Ratio is 0.51, which is higher than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of SWTSX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.51
0.23
SWTSX
SCHD

Dividends

SWTSX vs. SCHD - Dividend Comparison

SWTSX's dividend yield for the trailing twelve months is around 1.33%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
SWTSX
Schwab Total Stock Market Index Fund
1.33%1.24%1.41%1.62%1.17%1.63%1.68%2.06%1.61%1.85%1.95%1.66%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

SWTSX vs. SCHD - Drawdown Comparison

The maximum SWTSX drawdown since its inception was -54.70%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWTSX and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.02%
-11.33%
SWTSX
SCHD

Volatility

SWTSX vs. SCHD - Volatility Comparison

Schwab Total Stock Market Index Fund (SWTSX) has a higher volatility of 14.34% compared to Schwab US Dividend Equity ETF (SCHD) at 11.25%. This indicates that SWTSX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.34%
11.25%
SWTSX
SCHD