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

Correlation

The correlation between SWTSX and VTSAX 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. VTSAX - 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 Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
541.30%
575.31%
SWTSX
VTSAX

Key characteristics

Sharpe Ratio

SWTSX:

0.51

VTSAX:

0.52

Sortino Ratio

SWTSX:

0.85

VTSAX:

0.85

Omega Ratio

SWTSX:

1.12

VTSAX:

1.12

Calmar Ratio

SWTSX:

0.52

VTSAX:

0.52

Martin Ratio

SWTSX:

2.14

VTSAX:

2.15

Ulcer Index

SWTSX:

4.74%

VTSAX:

4.72%

Daily Std Dev

SWTSX:

19.77%

VTSAX:

19.71%

Max Drawdown

SWTSX:

-54.70%

VTSAX:

-55.34%

Current Drawdown

SWTSX:

-11.02%

VTSAX:

-10.95%

Returns By Period

The year-to-date returns for both investments are quite close, with SWTSX having a -6.88% return and VTSAX slightly higher at -6.84%. Both investments have delivered pretty close results over the past 10 years, with SWTSX having a 11.00% annualized return and VTSAX not far ahead at 11.33%.


SWTSX

YTD

-6.88%

1M

-5.14%

6M

-5.26%

1Y

8.78%

5Y*

15.36%

10Y*

11.00%

VTSAX

YTD

-6.84%

1M

-5.10%

6M

-5.24%

1Y

8.78%

5Y*

15.44%

10Y*

11.33%

*Annualized

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SWTSX vs. VTSAX - Expense Ratio Comparison

SWTSX has a 0.03% expense ratio, which is lower than VTSAX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VTSAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTSAX: 0.04%
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%

Risk-Adjusted Performance

SWTSX vs. VTSAX — 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 6262
Overall Rank
The Sharpe Ratio Rank of SWTSX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SWTSX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SWTSX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SWTSX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SWTSX is 6161
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6262
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6161
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. VTSAX - 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 Index Fund Admiral Shares (VTSAX). 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 0.51, compared to the broader market-1.000.001.002.003.00
SWTSX: 0.51
VTSAX: 0.52
The chart of Sortino ratio for SWTSX, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
SWTSX: 0.85
VTSAX: 0.85
The chart of Omega ratio for SWTSX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
SWTSX: 1.12
VTSAX: 1.12
The chart of Calmar ratio for SWTSX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.00
SWTSX: 0.52
VTSAX: 0.52
The chart of Martin ratio for SWTSX, currently valued at 2.14, compared to the broader market0.0010.0020.0030.0040.00
SWTSX: 2.14
VTSAX: 2.15

The current SWTSX Sharpe Ratio is 0.51, which is comparable to the VTSAX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SWTSX and VTSAX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.51
0.52
SWTSX
VTSAX

Dividends

SWTSX vs. VTSAX - Dividend Comparison

SWTSX's dividend yield for the trailing twelve months is around 1.33%, less than VTSAX's 1.38% yield.


TTM20242023202220212020201920182017201620152014
SWTSX
Schwab Total Stock Market Index Fund
1.33%1.24%1.41%1.62%1.17%1.63%1.68%2.06%1.61%1.85%1.95%1.66%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.38%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

SWTSX vs. VTSAX - Drawdown Comparison

The maximum SWTSX drawdown since its inception was -54.70%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for SWTSX and VTSAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.02%
-10.95%
SWTSX
VTSAX

Volatility

SWTSX vs. VTSAX - Volatility Comparison

Schwab Total Stock Market Index Fund (SWTSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 14.34% and 14.32%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.34%
14.32%
SWTSX
VTSAX