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SWVXX vs. BIL
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SWVXX and BIL is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

SWVXX vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Value Advantage Money Fund (SWVXX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%2.00%2.50%JulyAugustSeptemberOctoberNovemberDecember
2.28%
2.50%
SWVXX
BIL

Key characteristics

Sharpe Ratio

SWVXX:

3.48

BIL:

20.40

Ulcer Index

SWVXX:

0.00%

BIL:

0.00%

Daily Std Dev

SWVXX:

1.43%

BIL:

0.26%

Max Drawdown

SWVXX:

0.00%

BIL:

-0.77%

Current Drawdown

SWVXX:

0.00%

BIL:

0.00%

Returns By Period

In the year-to-date period, SWVXX achieves a 4.30% return, which is significantly lower than BIL's 5.02% return. Both investments have delivered pretty close results over the past 10 years, with SWVXX having a 1.55% annualized return and BIL not far ahead at 1.60%.


SWVXX

YTD

4.30%

1M

0.38%

6M

2.28%

1Y

5.01%

5Y (annualized)

2.30%

10Y (annualized)

1.55%

BIL

YTD

5.02%

1M

0.40%

6M

2.51%

1Y

5.22%

5Y (annualized)

2.32%

10Y (annualized)

1.60%

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Risk-Adjusted Performance

SWVXX vs. BIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Value Advantage Money Fund (SWVXX) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). 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 SWVXX, currently valued at 3.48, compared to the broader market3.483.4820.13
No data
SWVXX
BIL

The current SWVXX Sharpe Ratio is 3.48, which is lower than the BIL Sharpe Ratio of 20.40. The chart below compares the historical Sharpe Ratios of SWVXX and BIL, 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 Ratio5.0010.0015.0020.00JulyAugustSeptemberOctoberNovemberDecember
3.48
20.13
SWVXX
BIL

Drawdowns

SWVXX vs. BIL - Drawdown Comparison

The maximum SWVXX drawdown since its inception was 0.00%, smaller than the maximum BIL drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for SWVXX and BIL. For additional features, visit the drawdowns tool.


-0.01%-0.01%-0.01%-0.00%-0.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
SWVXX
BIL

Volatility

SWVXX vs. BIL - Volatility Comparison

Schwab Value Advantage Money Fund (SWVXX) has a higher volatility of 0.38% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that SWVXX's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.10%0.20%0.30%0.40%0.50%0.60%JulyAugustSeptemberOctoberNovemberDecember
0.38%
0.05%
SWVXX
BIL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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