SWTSX vs. VTI
Compare and contrast key facts about Schwab Total Stock Market Index Fund (SWTSX) and Vanguard Total Stock Market ETF (VTI).
SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWTSX or VTI.
Key characteristics
| SWTSX | VTI | |
|---|---|---|
| YTD Return | 26.34% | 26.35% |
| 1Y Return | 40.60% | 40.48% |
| 3Y Return (Ann) | 8.70% | 8.68% |
| 5Y Return (Ann) | 15.31% | 15.37% |
| 10Y Return (Ann) | 12.84% | 12.90% |
| Sharpe Ratio | 3.06 | 3.10 |
| Sortino Ratio | 4.07 | 4.13 |
| Omega Ratio | 1.57 | 1.58 |
| Calmar Ratio | 4.18 | 4.21 |
| Martin Ratio | 20.04 | 20.25 |
| Ulcer Index | 1.96% | 1.94% |
| Daily Std Dev | 12.87% | 12.68% |
| Max Drawdown | -54.60% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SWTSX and VTI 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.
Performance
SWTSX vs. VTI - Performance Comparison
The year-to-date returns for both investments are quite close, with SWTSX having a 26.34% return and VTI slightly higher at 26.35%. Both investments have delivered pretty close results over the past 10 years, with SWTSX having a 12.84% annualized return and VTI not far ahead at 12.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWTSX vs. VTI - Expense Ratio Comparison
Both SWTSX and VTI 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%.
Risk-Adjusted Performance
SWTSX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.11%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 1.11% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SWTSX vs. VTI - Drawdown Comparison
The maximum SWTSX drawdown since its inception was -54.60%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SWTSX and VTI. For additional features, visit the drawdowns tool.
Volatility
SWTSX vs. VTI - Volatility Comparison
Schwab Total Stock Market Index Fund (SWTSX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.09% and 4.11%, 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.