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

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.


-0.50.00.51.0
Correlation: 1.0

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.

600.00%620.00%640.00%660.00%680.00%700.00%NovemberDecember2025FebruaryMarchApril
610.21%
604.40%
SWTSX
VTI

Key characteristics

Sharpe Ratio

SWTSX:

0.67

VTI:

0.26

Sortino Ratio

SWTSX:

0.97

VTI:

0.44

Omega Ratio

SWTSX:

1.13

VTI:

1.06

Calmar Ratio

SWTSX:

0.90

VTI:

0.31

Martin Ratio

SWTSX:

2.94

VTI:

1.20

Ulcer Index

SWTSX:

3.25%

VTI:

3.30%

Daily Std Dev

SWTSX:

14.34%

VTI:

15.05%

Max Drawdown

SWTSX:

-54.70%

VTI:

-55.45%

Current Drawdown

SWTSX:

-8.00%

VTI:

-12.61%

Returns By Period

In the year-to-date period, SWTSX achieves a -3.72% return, which is significantly higher than VTI's -8.60% return. Both investments have delivered pretty close results over the past 10 years, with SWTSX having a 11.48% annualized return and VTI not far behind at 11.24%.


SWTSX

YTD

-3.72%

1M

-1.78%

6M

0.00%

1Y

9.38%

5Y*

19.38%

10Y*

11.48%

VTI

YTD

-8.60%

1M

-6.77%

6M

-5.11%

1Y

3.81%

5Y*

18.24%

10Y*

11.24%

*Annualized

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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%.


Expense ratio chart for SWTSX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWTSX: 0.03%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

SWTSX vs. VTI — Risk-Adjusted Performance Rank

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

SWTSX
The Risk-Adjusted Performance Rank of SWTSX is 7171
Overall Rank
The Sharpe Ratio Rank of SWTSX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SWTSX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SWTSX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SWTSX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SWTSX is 7373
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 3232
Overall Rank
The Sharpe Ratio Rank of VTI is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 2828
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 2929
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 3636
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SWTSX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.00
SWTSX: 0.67
VTI: 0.26
The chart of Sortino ratio for SWTSX, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.00
SWTSX: 0.97
VTI: 0.44
The chart of Omega ratio for SWTSX, currently valued at 1.13, compared to the broader market1.002.003.00
SWTSX: 1.13
VTI: 1.06
The chart of Calmar ratio for SWTSX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.00
SWTSX: 0.90
VTI: 0.31
The chart of Martin ratio for SWTSX, currently valued at 2.94, compared to the broader market0.0020.0040.0060.00
SWTSX: 2.94
VTI: 1.20

The current SWTSX Sharpe Ratio is 0.67, which is higher than the VTI Sharpe Ratio of 0.26. 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.67
0.26
SWTSX
VTI

Dividends

SWTSX vs. VTI - Dividend Comparison

SWTSX's dividend yield for the trailing twelve months is around 1.28%, less than VTI's 1.42% yield.


TTM20242023202220212020201920182017201620152014
SWTSX
Schwab Total Stock Market Index Fund
1.28%1.24%1.41%1.62%1.17%1.63%1.68%2.06%1.61%1.85%1.95%1.66%
VTI
Vanguard Total Stock Market ETF
1.42%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

SWTSX vs. VTI - Drawdown Comparison

The maximum SWTSX drawdown since its inception was -54.70%, 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.00%
-12.61%
SWTSX
VTI

Volatility

SWTSX vs. VTI - Volatility Comparison

The current volatility for Schwab Total Stock Market Index Fund (SWTSX) is 5.84%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 7.62%. This indicates that SWTSX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
5.84%
7.62%
SWTSX
VTI