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

Correlation

The correlation between SWTSX and SPY is 0.97, 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. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Total Stock Market Index Fund (SWTSX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.27%
6.61%
SWTSX
SPY

Key characteristics

Sharpe Ratio

SWTSX:

1.93

SPY:

2.05

Sortino Ratio

SWTSX:

2.58

SPY:

2.73

Omega Ratio

SWTSX:

1.35

SPY:

1.38

Calmar Ratio

SWTSX:

2.92

SPY:

3.07

Martin Ratio

SWTSX:

12.01

SPY:

13.22

Ulcer Index

SWTSX:

2.09%

SPY:

1.95%

Daily Std Dev

SWTSX:

13.01%

SPY:

12.57%

Max Drawdown

SWTSX:

-54.70%

SPY:

-55.19%

Current Drawdown

SWTSX:

-3.24%

SPY:

-2.69%

Returns By Period

In the year-to-date period, SWTSX achieves a 0.71% return, which is significantly higher than SPY's 0.58% return. Over the past 10 years, SWTSX has underperformed SPY with an annualized return of 12.43%, while SPY has yielded a comparatively higher 13.26% annualized return.


SWTSX

YTD

0.71%

1M

-2.20%

6M

7.27%

1Y

24.70%

5Y*

13.67%

10Y*

12.43%

SPY

YTD

0.58%

1M

-1.88%

6M

6.61%

1Y

25.28%

5Y*

14.36%

10Y*

13.26%

*Annualized

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SWTSX vs. SPY - Expense Ratio Comparison

SWTSX has a 0.03% expense ratio, which is lower than SPY's 0.09% 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 SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
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. SPY — 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 9090
Overall Rank
The Sharpe Ratio Rank of SWTSX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SWTSX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SWTSX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SWTSX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SWTSX is 9191
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8282
Overall Rank
The Sharpe Ratio Rank of SPY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and SPDR S&P 500 ETF (SPY). 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 1.93, compared to the broader market-1.000.001.002.003.004.001.932.05
The chart of Sortino ratio for SWTSX, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.0010.002.582.73
The chart of Omega ratio for SWTSX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.351.38
The chart of Calmar ratio for SWTSX, currently valued at 2.92, compared to the broader market0.005.0010.0015.002.923.07
The chart of Martin ratio for SWTSX, currently valued at 12.01, compared to the broader market0.0020.0040.0060.0012.0113.22
SWTSX
SPY

The current SWTSX Sharpe Ratio is 1.93, which is comparable to the SPY Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SWTSX and SPY, 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.93
2.05
SWTSX
SPY

Dividends

SWTSX vs. SPY - Dividend Comparison

SWTSX's dividend yield for the trailing twelve months is around 1.23%, more than SPY's 1.20% yield.


TTM20242023202220212020201920182017201620152014
SWTSX
Schwab Total Stock Market Index Fund
1.23%1.24%1.41%1.62%1.17%1.63%1.68%2.06%1.61%1.85%1.95%1.66%
SPY
SPDR S&P 500 ETF
1.20%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SWTSX vs. SPY - Drawdown Comparison

The maximum SWTSX drawdown since its inception was -54.70%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SWTSX and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.24%
-2.69%
SWTSX
SPY

Volatility

SWTSX vs. SPY - Volatility Comparison

Schwab Total Stock Market Index Fund (SWTSX) and SPDR S&P 500 ETF (SPY) have volatilities of 4.63% and 4.49%, 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%AugustSeptemberOctoberNovemberDecember2025
4.63%
4.49%
SWTSX
SPY