PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SWTSX vs. SNXFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWTSX and SNXFX is 1.00, 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.


-0.50.00.51.01.0

Performance

SWTSX vs. SNXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Total Stock Market Index Fund (SWTSX) and Schwab 1000 Index Fund (SNXFX). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%JulyAugustSeptemberOctoberNovemberDecember
609.92%
567.57%
SWTSX
SNXFX

Key characteristics

Sharpe Ratio

SWTSX:

1.96

SNXFX:

2.03

Sortino Ratio

SWTSX:

2.62

SNXFX:

2.71

Omega Ratio

SWTSX:

1.36

SNXFX:

1.38

Calmar Ratio

SWTSX:

2.96

SNXFX:

3.04

Martin Ratio

SWTSX:

12.34

SNXFX:

12.90

Ulcer Index

SWTSX:

2.06%

SNXFX:

2.02%

Daily Std Dev

SWTSX:

12.98%

SNXFX:

12.82%

Max Drawdown

SWTSX:

-54.60%

SNXFX:

-55.08%

Current Drawdown

SWTSX:

-4.24%

SNXFX:

-4.09%

Returns By Period

The year-to-date returns for both investments are quite close, with SWTSX having a 23.43% return and SNXFX slightly higher at 24.07%. Both investments have delivered pretty close results over the past 10 years, with SWTSX having a 12.33% annualized return and SNXFX not far ahead at 12.55%.


SWTSX

YTD

23.43%

1M

-1.83%

6M

8.71%

1Y

23.78%

5Y*

13.76%

10Y*

12.33%

SNXFX

YTD

24.07%

1M

-1.68%

6M

8.47%

1Y

24.46%

5Y*

14.08%

10Y*

12.55%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWTSX vs. SNXFX - Expense Ratio Comparison

SWTSX has a 0.03% expense ratio, which is lower than SNXFX's 0.05% 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%.


SNXFX
Schwab 1000 Index Fund
Expense ratio chart for SNXFX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for SWTSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SWTSX vs. SNXFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and Schwab 1000 Index Fund (SNXFX). 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.


Sharpe ratio
The chart of Sharpe ratio for SWTSX, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.001.962.03
The chart of Sortino ratio for SWTSX, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.002.622.71
The chart of Omega ratio for SWTSX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.38
The chart of Calmar ratio for SWTSX, currently valued at 2.96, compared to the broader market0.002.004.006.008.0010.0012.0014.002.963.04
The chart of Martin ratio for SWTSX, currently valued at 12.34, compared to the broader market0.0020.0040.0060.0012.3412.90
SWTSX
SNXFX

The current SWTSX Sharpe Ratio is 1.96, which is comparable to the SNXFX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SWTSX and SNXFX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.96
2.03
SWTSX
SNXFX

Dividends

SWTSX vs. SNXFX - Dividend Comparison

Neither SWTSX nor SNXFX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SWTSX
Schwab Total Stock Market Index Fund
0.00%1.41%1.62%1.17%1.63%1.68%2.06%1.61%1.85%1.95%1.66%1.51%
SNXFX
Schwab 1000 Index Fund
0.00%1.41%1.61%1.19%1.71%1.81%2.29%1.75%1.81%1.93%1.64%1.54%

Drawdowns

SWTSX vs. SNXFX - Drawdown Comparison

The maximum SWTSX drawdown since its inception was -54.60%, roughly equal to the maximum SNXFX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SWTSX and SNXFX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.24%
-4.09%
SWTSX
SNXFX

Volatility

SWTSX vs. SNXFX - Volatility Comparison

Schwab Total Stock Market Index Fund (SWTSX) and Schwab 1000 Index Fund (SNXFX) have volatilities of 4.25% and 4.18%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.25%
4.18%
SWTSX
SNXFX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab