SWTSX vs. SWPPX
Compare and contrast key facts about Schwab Total Stock Market Index Fund (SWTSX) and Schwab S&P 500 Index Fund (SWPPX).
SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWTSX or SWPPX.
Performance
SWTSX vs. SWPPX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SWTSX having a 25.73% return and SWPPX slightly higher at 26.21%. Both investments have delivered pretty close results over the past 10 years, with SWTSX having a 12.61% annualized return and SWPPX not far ahead at 13.15%.
SWTSX
25.73%
2.61%
14.29%
33.08%
15.05%
12.61%
SWPPX
26.21%
1.78%
13.65%
32.35%
15.69%
13.15%
Key characteristics
| SWTSX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 2.66 | 2.67 |
| Sortino Ratio | 3.54 | 3.56 |
| Omega Ratio | 1.49 | 1.50 |
| Calmar Ratio | 3.92 | 3.89 |
| Martin Ratio | 17.01 | 17.43 |
| Ulcer Index | 1.98% | 1.89% |
| Daily Std Dev | 12.69% | 12.31% |
| Max Drawdown | -54.60% | -55.06% |
| Current Drawdown | -0.79% | -0.82% |
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SWTSX vs. SWPPX - Expense Ratio Comparison
SWTSX has a 0.03% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SWTSX and SWPPX 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. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.12%, which matches SWPPX's 1.13% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
SWTSX vs. SWPPX - Drawdown Comparison
The maximum SWTSX drawdown since its inception was -54.60%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SWTSX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
SWTSX vs. SWPPX - Volatility Comparison
Schwab Total Stock Market Index Fund (SWTSX) has a higher volatility of 4.18% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.96%. This indicates that SWTSX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.