SWTSX vs. VEA
Compare and contrast key facts about Schwab Total Stock Market Index Fund (SWTSX) and Vanguard FTSE Developed Markets ETF (VEA).
SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
SWTSX vs. VEA - Performance Comparison
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SWTSX vs. VEA - 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% |
VEA Vanguard FTSE Developed Markets ETF | 2.75% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, SWTSX achieves a -6.77% return, which is significantly lower than VEA's 2.75% return. Over the past 10 years, SWTSX has outperformed VEA with an annualized return of 13.21%, while VEA has yielded a comparatively lower 9.37% 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%
VEA
- 1D
- 3.30%
- 1M
- -8.61%
- YTD
- 2.75%
- 6M
- 8.94%
- 1Y
- 30.06%
- 3Y*
- 16.07%
- 5Y*
- 8.57%
- 10Y*
- 9.37%
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SWTSX vs. VEA - Expense Ratio Comparison
Both SWTSX and VEA have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
SWTSX vs. VEA — Risk / Return Rank
SWTSX
VEA
SWTSX vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.72 | -0.89 |
Sortino ratioReturn per unit of downside risk | 1.28 | 2.35 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 2.50 | -1.46 |
Martin ratioReturn relative to average drawdown | 5.04 | 9.82 | -4.77 |
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 | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.72 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.53 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.54 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.22 | +0.18 |
Correlation
The correlation between SWTSX and VEA is 0.83, 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. VEA - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.18%, less than VEA's 2.93% 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% |
VEA Vanguard FTSE Developed Markets ETF | 2.93% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
SWTSX vs. VEA - Drawdown Comparison
The maximum SWTSX drawdown since its inception was -54.60%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for SWTSX and VEA.
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Drawdown Indicators
| SWTSX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -60.68% | +6.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.63% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -25.40% | -29.71% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.01% | -35.73% | +0.72% |
Current DrawdownCurrent decline from peak | -8.88% | -8.71% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -10.63% | -13.40% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.96% | -0.40% |
Volatility
SWTSX vs. VEA - Volatility Comparison
The current volatility for Schwab Total Stock Market Index Fund (SWTSX) is 4.45%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 8.41%. This indicates that SWTSX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWTSX | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 8.41% | -3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 11.57% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 17.62% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 16.30% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.57% | 17.26% | +1.31% |