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SWVXX vs. AGNC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SWVXX vs. AGNC

Last updated Jun 9, 2026

SWVXX (Schwab Prime Advantage Money Fund Investor Shares) is Money Market fund actively managed by Charles Schwab, while AGNC (AGNC Investment Corp.) is a stock. Over the past 5 years, SWVXX returned 3.14%/yr vs 1.42%/yr for AGNC. At a 0.02 correlation, their price movements are largely independent.

Performance

SWVXX vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Prime Advantage Money Fund Investor Shares (SWVXX) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWVXX achieves a 1.45% return, which is significantly higher than AGNC's -0.32% return.

SWVXX

1D
0.00%
1M
0.29%
YTD
1.45%
6M
1.77%
1Y
3.85%
3Y*
4.71%
5Y*
3.14%
10Y*
—

AGNC

1D
-0.59%
1M
-5.84%
YTD
-0.32%
6M
3.01%
1Y
27.55%
3Y*
17.15%
5Y*
1.42%
10Y*
6.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWVXX vs. AGNC - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SWVXX
Schwab Prime Advantage Money Fund Investor Shares		1.45%4.15%5.16%5.04%0.00%0.00%
AGNC
AGNC Investment Corp.		-0.32%34.92%8.90%10.14%-21.65%-13.95%

Correlation

The correlation between SWVXX and AGNC is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.07

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

0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.02

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Schwab Prime Advantage Money Fund Investor Shares

AGNC Investment Corp.

Often compared with SWVXX:
SWVXX vs. SGOVSWVXX vs. VMFXXSWVXX vs. SNSXXSWVXX vs. SPAXXSWVXX vs. SHVSWVXX vs. BILSWVXX vs. SWAGX
Often compared with AGNC:
AGNC vs. NLYAGNC vs. OAGNC vs. ARRAGNC vs. DXAGNC vs. ORCAGNC vs. EFCAGNC vs. SCHD

Return for Risk

SWVXX vs. AGNC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SWVXX
AGNC
AGNC Risk / Return Rank: 7575
Overall Rank
AGNC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AGNC Sortino Ratio Rank: 7777
Sortino Ratio Rank
AGNC Omega Ratio Rank: 7474
Omega Ratio Rank
AGNC Calmar Ratio Rank: 6969
Calmar Ratio Rank
AGNC Martin Ratio Rank: 7474
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.

SWVXX vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Prime Advantage Money Fund Investor Shares (SWVXX) and AGNC Investment Corp. (AGNC). 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.

SWVXXAGNCDifference
Sharpe ratioReturn per unit of total volatility
3.71
1.43

+2.28

Sortino ratioReturn per unit of downside risk

—

2.02

—

Omega ratioGain probability vs. loss probability

—

1.25

—

Calmar ratioReturn relative to maximum drawdown

—

1.48

—

Martin ratioReturn relative to average drawdown

—

4.39

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWVXX vs. AGNC - Sharpe Ratio Comparison

The current SWVXX Sharpe Ratio is 3.71, which is higher than the AGNC Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SWVXX and AGNC, 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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Sharpe Ratios by Period

SWVXXAGNCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.71

1.43

+2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.95

0.06

+2.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.25

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.94

0.42

+2.52

Drawdowns

SWVXX vs. AGNC - Drawdown Comparison

The maximum SWVXX drawdown since its inception was 0.00%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for SWVXX and AGNC.

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Drawdown Indicators

SWVXXAGNCDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-54.56%

+54.56%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-18.71%

+18.71%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-31.04%

+31.04%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-54.36%

+54.36%

Max Drawdown (10Y)

Largest decline over 10 years

—

-54.56%

—

Current Drawdown

Current decline from peak

0.00%

-12.19%

+12.19%

Average Drawdown

Average peak-to-trough decline

0.00%

-13.56%

+13.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

6.30%

-6.30%

Volatility

SWVXX vs. AGNC - Volatility Comparison

The current volatility for Schwab Prime Advantage Money Fund Investor Shares (SWVXX) is 0.29%, while AGNC Investment Corp. (AGNC) has a volatility of 4.92%. This indicates that SWVXX experiences smaller price fluctuations and is considered to be less risky than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SWVXXAGNCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

4.92%

-4.63%

Volatility (6M)

Calculated over the trailing 6-month period

0.76%

15.96%

-15.20%

Volatility (1Y)

Calculated over the trailing 1-year period

1.10%

19.38%

-18.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.09%

25.82%

-24.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.09%

25.39%

-24.30%

Dividends

SWVXX vs. AGNC - Dividend Comparison

SWVXX's dividend yield for the trailing twelve months is around 3.77%, less than AGNC's 14.24% yield.

PositionTTM20252024202320222021202020192018201720162015
AGNC
AGNC Investment Corp.		14.24%13.43%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%
SWVXX
Schwab Prime Advantage Money Fund Investor Shares		3.77%4.06%5.02%4.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SWVXX and AGNC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGNC has higher volatility (4.92%) compared to SWVXX (0.29%). In terms of maximum drawdown, SWVXX dropped 0.00% vs AGNC's -54.56%.

SWVXX currently has the higher Sharpe Ratio (3.71 vs 1.43), 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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