SWTSX vs. SPYG
Compare and contrast key facts about Schwab Total Stock Market Index Fund (SWTSX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG).
SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Performance
SWTSX vs. SPYG - Performance Comparison
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SWTSX vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | -6.77% | 17.04% | 23.84% | 26.05% | -19.54% | 25.65% | 20.71% | 30.90% | -5.35% | 21.08% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | -8.12% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Returns By Period
In the year-to-date period, SWTSX achieves a -6.77% return, which is significantly higher than SPYG's -8.12% return. Over the past 10 years, SWTSX has underperformed SPYG with an annualized return of 13.21%, while SPYG has yielded a comparatively higher 15.75% annualized return.
SWTSX
- 1D
- -0.46%
- 1M
- -7.67%
- YTD
- -6.77%
- 6M
- -4.59%
- 1Y
- 14.70%
- 3Y*
- 16.68%
- 5Y*
- 10.10%
- 10Y*
- 13.21%
SPYG
- 1D
- 4.08%
- 1M
- -5.34%
- YTD
- -8.12%
- 6M
- -6.05%
- 1Y
- 22.51%
- 3Y*
- 21.85%
- 5Y*
- 12.24%
- 10Y*
- 15.75%
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SWTSX vs. SPYG - Expense Ratio Comparison
SWTSX has a 0.03% expense ratio, which is lower than SPYG's 0.04% 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%.
Return for Risk
SWTSX vs. SPYG — Risk / Return Rank
SWTSX
SPYG
SWTSX vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
| SWTSX | SPYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.01 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.58 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.66 | -0.62 |
Martin ratioReturn relative to average drawdown | 5.04 | 6.54 | -1.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWTSX | SPYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.01 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.58 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.77 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.09 |
Correlation
The correlation between SWTSX and SPYG is 0.90, 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.
Dividends
SWTSX vs. SPYG - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.18%, more than SPYG's 0.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 1.18% | 1.10% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.58% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Drawdowns
SWTSX vs. SPYG - Drawdown Comparison
The maximum SWTSX drawdown since its inception was -54.60%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for SWTSX and SPYG.
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Drawdown Indicators
| SWTSX | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -67.63% | +13.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -13.76% | +1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -25.40% | -32.67% | +7.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.01% | -32.67% | -2.34% |
Current DrawdownCurrent decline from peak | -8.88% | -10.24% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -10.63% | -24.48% | +13.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.50% | -0.94% |
Volatility
SWTSX vs. SPYG - Volatility Comparison
The current volatility for Schwab Total Stock Market Index Fund (SWTSX) is 4.45%, while State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 7.20%. This indicates that SWTSX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWTSX | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 7.20% | -2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 12.83% | -3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 22.39% | -3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 21.13% | -3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.57% | 20.57% | -2.00% |