SWTSX vs. VGELX

Last updated Jun 4, 2026

SWTSX (Schwab Total Stock Market Index Fund) and VGELX (Vanguard Energy Fund Admiral Shares) are both mutual funds - SWTSX is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Total Stock Market Index, while VGELX is a Energy Equities fund managed by Vanguard. Over the past 10 years, SWTSX returned 15.07%/yr vs 9.54%/yr for VGELX. A 0.64 correlation means they provide meaningful diversification when combined. SWTSX charges 0.03%/yr vs 0.33%/yr for VGELX.

Performance

SWTSX vs. VGELX - Performance Comparison

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

Returns By Period

In the year-to-date period, SWTSX achieves a 12.02% return, which is significantly lower than VGELX's 20.09% return. Over the past 10 years, SWTSX has outperformed VGELX with an annualized return of 15.07%, while VGELX has yielded a comparatively lower 9.54% annualized return.

SWTSX

• 1D: 0.22%
• 1M: 5.76%
• YTD: 12.02%
• 6M: 11.94%
• 1Y: 29.06%
• 3Y*: 22.36%
• 5Y*: 13.04%
• 10Y*: 15.07%

VGELX

• 1D: 1.24%
• 1M: -3.38%
• YTD: 20.09%
• 6M: 18.16%
• 1Y: 33.01%
• 3Y*: 28.30%
• 5Y*: 22.13%
• 10Y*: 9.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SWTSX vs. VGELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SWTSX Schwab Total Stock Market Index Fund	12.02%	17.04%	23.84%	26.05%	-19.54%	25.65%	20.71%	30.90%	-5.35%	21.08%
VGELX Vanguard Energy Fund Admiral Shares	20.09%	20.76%	30.46%	8.87%	23.70%	27.80%	-30.80%	13.32%	-17.12%	3.31%

Correlation

The correlation between SWTSX and VGELX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Nov 13, 2001	0.64

Over the past year, the correlation between SWTSX and VGELX has dropped to 0.06 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

SWTSX vs. VGELX - Sectors Allocation Comparison

Sectors	SWTSX	VGELX
Technology	33.8%	-
Financial Services	12.1%	0.0%
Communication Services	10.3%	-
Consumer Cyclical	10.1%	-
Industrials	9.6%	-
Healthcare	9.1%	-
Consumer Defensive	4.7%	-
Energy	3.7%	56.5%
Real Estate	2.4%	0.0%
Utilities	2.3%	40.8%
Basic Materials	2.1%	1.1%

Return for Risk

SWTSX vs. VGELX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWTSX

SWTSX Risk / Return Rank: 71
SWTSX Sharpe Ratio Rank: 71
SWTSX Sortino Ratio Rank: 63
SWTSX Omega Ratio Rank: 63
SWTSX Calmar Ratio Rank: 75
SWTSX Martin Ratio Rank: 82

VGELX

VGELX Risk / Return Rank: 85
VGELX Sharpe Ratio Rank: 86
VGELX Sortino Ratio Rank: 79
VGELX Omega Ratio Rank: 74
VGELX Calmar Ratio Rank: 95
VGELX Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWTSX vs. VGELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and Vanguard Energy Fund Admiral Shares (VGELX). 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	VGELX	Difference
Sharpe ratio: Return per unit of total volatility	2.45	2.76	-0.31
Sortino ratio: Return per unit of downside risk	3.33	3.76	-0.43
Omega ratio: Gain probability vs. loss probability	1.44	1.49	-0.04
Calmar ratio: Return relative to maximum drawdown	3.38	5.86	-2.47
Martin ratio: Return relative to average drawdown	15.52	20.18	-4.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWTSX vs. VGELX - Sharpe Ratio Comparison

The current SWTSX Sharpe Ratio is 2.45, which is comparable to the VGELX Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of SWTSX and VGELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SWTSX	VGELX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	2.76	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	1.19	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.41	+0.40
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.35	+0.09

Drawdowns

SWTSX vs. VGELX - Drawdown Comparison

The maximum SWTSX drawdown since its inception was -54.60%, smaller than the maximum VGELX drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for SWTSX and VGELX.

Drawdown Indicators

	SWTSX	VGELX	Difference
Max Drawdown Largest peak-to-trough decline	-54.60%	-65.22%	+10.62%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-5.69%	-3.19%
Max Drawdown (3Y) Largest decline over 3 years	-19.43%	-12.30%	-7.13%
Max Drawdown (5Y) Largest decline over 5 years	-25.40%	-19.72%	-5.68%
Max Drawdown (10Y) Largest decline over 10 years	-35.01%	-61.13%	+26.12%
Current Drawdown Current decline from peak	0.00%	-4.24%	+4.24%
Average Drawdown Average peak-to-trough decline	-10.57%	-19.15%	+8.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	1.65%	+0.28%

Volatility

SWTSX vs. VGELX - Volatility Comparison

The current volatility for Schwab Total Stock Market Index Fund (SWTSX) is 2.96%, while Vanguard Energy Fund Admiral Shares (VGELX) has a volatility of 4.91%. This indicates that SWTSX experiences smaller price fluctuations and is considered to be less risky than VGELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWTSX	VGELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.96%	4.91%	-1.95%
Volatility (6M) Calculated over the trailing 6-month period	9.21%	10.17%	-0.96%
Volatility (1Y) Calculated over the trailing 1-year period	12.26%	12.10%	+0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.44%	18.72%	-1.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.61%	23.21%	-4.60%

SWTSX vs. VGELX - Expense Ratio Comparison

SWTSX has a 0.03% expense ratio, which is lower than VGELX's 0.33% expense ratio.

Dividends

SWTSX vs. VGELX - Dividend Comparison

SWTSX's dividend yield for the trailing twelve months is around 0.98%, less than VGELX's 7.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SWTSX Schwab Total Stock Market Index Fund	0.98%	1.10%	1.24%	1.41%	1.62%	1.46%	1.63%	1.92%	2.58%	1.83%	2.32%	2.79%
VGELX Vanguard Energy Fund Admiral Shares	7.20%	4.79%	34.15%	6.91%	4.71%	3.70%	4.54%	3.38%	3.07%	3.05%	1.91%	2.70%

Frequently Asked Questions

Can I hold both SWTSX and VGELX in my portfolio?

SWTSX and VGELX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SWTSX or VGELX?

VGELX has higher volatility (4.91%) compared to SWTSX (2.96%). In terms of maximum drawdown, SWTSX dropped -54.60% vs VGELX's -65.22%.

Which has better risk-adjusted returns?

VGELX currently has the higher Sharpe Ratio (2.76 vs 2.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.