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SWTSX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SWTSX vs. VTI - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.29%
14.24%
SWTSX
VTI

Returns By Period

The year-to-date returns for both stocks are quite close, with SWTSX having a 25.73% return and VTI slightly lower at 25.64%. Both investments have delivered pretty close results over the past 10 years, with SWTSX having a 12.61% annualized return and VTI not far ahead at 12.67%.


SWTSX

YTD

25.73%

1M

2.61%

6M

14.29%

1Y

33.08%

5Y (annualized)

15.05%

10Y (annualized)

12.61%

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


SWTSXVTI
Sharpe Ratio2.662.68
Sortino Ratio3.543.57
Omega Ratio1.491.49
Calmar Ratio3.923.91
Martin Ratio17.0117.13
Ulcer Index1.98%1.96%
Daily Std Dev12.69%12.51%
Max Drawdown-54.60%-55.45%
Current Drawdown-0.79%-0.84%

Compare stocks, funds, or ETFs

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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%.


SWTSX
Schwab Total Stock Market Index Fund
Expense ratio chart for SWTSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.01.0

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.

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.


Sharpe ratio
The chart of Sharpe ratio for SWTSX, currently valued at 2.66, compared to the broader market-1.000.001.002.003.004.005.002.662.68
The chart of Sortino ratio for SWTSX, currently valued at 3.54, compared to the broader market0.005.0010.003.543.57
The chart of Omega ratio for SWTSX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.49
The chart of Calmar ratio for SWTSX, currently valued at 3.92, compared to the broader market0.005.0010.0015.0020.003.923.91
The chart of Martin ratio for SWTSX, currently valued at 17.01, compared to the broader market0.0020.0040.0060.0080.00100.0017.0117.13
SWTSX
VTI

The current SWTSX Sharpe Ratio is 2.66, which is comparable to the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of SWTSX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.66
2.68
SWTSX
VTI

Dividends

SWTSX vs. VTI - Dividend Comparison

SWTSX's dividend yield for the trailing twelve months is around 1.12%, less than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
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%
VTI
Vanguard Total Stock Market ETF
1.27%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.79%
-0.84%
SWTSX
VTI

Volatility

SWTSX vs. VTI - Volatility Comparison

Schwab Total Stock Market Index Fund (SWTSX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.18% and 4.19%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.18%
4.19%
SWTSX
VTI