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SWTSX vs. VTSAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SWTSX vs. VTSAX

Last updated Jun 23, 2026

SWTSX (Schwab Total Stock Market Index Fund) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both Large Cap Blend Equities funds. Over the past 10 years, SWTSX returned 15.02%/yr vs 15.06%/yr for VTSAX. With a 1.00 correlation, they move nearly in lockstep. SWTSX charges 0.03%/yr vs 0.04%/yr for VTSAX.

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.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SWTSX having a 10.74% return and VTSAX slightly lower at 10.72%. Both investments have delivered pretty close results over the past 10 years, with SWTSX having a 15.02% annualized return and VTSAX not far ahead at 15.06%.

SWTSX

1D
1.11%
1M
0.89%
YTD
10.74%
6M
10.00%
1Y
27.49%
3Y*
20.67%
5Y*
12.87%
10Y*
15.02%

VTSAX

1D
1.14%
1M
0.90%
YTD
10.72%
6M
9.93%
1Y
27.56%
3Y*
20.66%
5Y*
12.87%
10Y*
15.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWTSX vs. VTSAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SWTSX
Schwab Total Stock Market Index Fund		10.74%17.04%23.84%26.05%-19.54%25.65%20.71%30.90%-5.35%21.08%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		10.72%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Correlation

The correlation between SWTSX and VTSAX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2000

1.00

The correlation between SWTSX and VTSAX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

SWTSX vs. VTSAX - Sectors Allocation Comparison

Sectors
SWTSX
VTSAX

Technology

37.2%
37.0%

Financial Services

11.4%
11.3%

Consumer Cyclical

9.8%
9.7%

Communication Services

9.8%
9.8%

Industrials

9.1%
9.4%

Healthcare

8.8%
9.0%

Consumer Defensive

4.3%
4.3%

Energy

3.3%
3.3%

Real Estate

2.3%
2.3%

Utilities

2.1%
2.1%

Basic Materials

2.0%
1.9%

Technology

SWTSX
37.2%
VTSAX
37.0%

Financial Services

SWTSX
11.4%
VTSAX
11.3%

Consumer Cyclical

SWTSX
9.8%
VTSAX
9.7%

Communication Services

SWTSX
9.8%
VTSAX
9.8%

Industrials

SWTSX
9.1%
VTSAX
9.4%

Healthcare

SWTSX
8.8%
VTSAX
9.0%

Consumer Defensive

SWTSX
4.3%
VTSAX
4.3%

Energy

SWTSX
3.3%
VTSAX
3.3%

Real Estate

SWTSX
2.3%
VTSAX
2.3%

Utilities

SWTSX
2.1%
VTSAX
2.1%

Basic Materials

SWTSX
2.0%
VTSAX
1.9%

Compare stocks, funds, or ETFs

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Schwab Total Stock Market Index Fund

Vanguard Total Stock Market Index Fund Admiral Shares

Often compared with SWTSX:
SWTSX vs. SWPPXSWTSX vs. SCHBSWTSX vs. VTISWTSX vs. SWISXSWTSX vs. SWLGXSWTSX vs. SCHDSWTSX vs. SPY
Often compared with VTSAX:
VTSAX vs. VOOVTSAX vs. VTIAXVTSAX vs. FSKAXVTSAX vs. VTIVTSAX vs. SPYVTSAX vs. VTWAXVTSAX vs. VBTLX

Return for Risk

SWTSX vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SWTSX
SWTSX Risk / Return Rank: 6565
Overall Rank
SWTSX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 5757
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 7070
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 7979
Martin Ratio Rank
VTSAX
VTSAX Risk / Return Rank: 6565
Overall Rank
VTSAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 5858
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 8080
Martin Ratio Rank
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. VTSAX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SWTSXVTSAXDifference
Sharpe ratioReturn per unit of total volatility
2.13
2.14

-0.02

Sortino ratioReturn per unit of downside risk
2.88
2.90

-0.03

Omega ratioGain probability vs. loss probability

1.38

1.38

0.00

Calmar ratioReturn relative to maximum drawdown

3.08

3.07

+0.01

Martin ratioReturn relative to average drawdown

13.71

13.77

-0.06

SWTSX vs. VTSAX - Sharpe Ratio Comparison

The current SWTSX Sharpe Ratio is 2.13, which is comparable to the VTSAX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SWTSX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SWTSX vs. VTSAX - Drawdown Comparison

The maximum SWTSX drawdown since its inception was -54.60%, roughly equal to the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for SWTSX and VTSAX.

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Drawdown Indicators

SWTSXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.60%

-55.33%

+0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-8.92%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-19.43%

-19.36%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-25.36%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

-34.97%

-0.04%

Current Drawdown

Current decline from peak

-1.14%

-1.13%

-0.01%

Average Drawdown

Average peak-to-trough decline

-10.55%

-8.99%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.99%

0.00%

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 4.87% and 4.88%, 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.

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Volatility by Period

SWTSXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

4.88%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

10.11%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

12.80%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

17.45%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

18.45%

+0.20%

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%.

Dividends

SWTSX vs. VTSAX - Dividend Comparison

SWTSX's dividend yield for the trailing twelve months is around 0.99%, less than VTSAX's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
SWTSX
Schwab Total Stock Market Index Fund		0.99%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		1.01%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Frequently Asked Questions

With a correlation of 1.00, SWTSX and VTSAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VTSAX has higher volatility (4.88%) compared to SWTSX (4.87%). In terms of maximum drawdown, SWTSX dropped -54.60% vs VTSAX's -55.33%.

VTSAX currently has the higher Sharpe Ratio (2.14 vs 2.13), 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.

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