SWVXX vs. BRASX
Compare and contrast key facts about Schwab Value Advantage Money Fund (SWVXX) and BlackRock Allocation Target Shares Series S Portfolio (BRASX).
BRASX is managed by Blackrock. It was launched on Sep 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWVXX or BRASX.
Key characteristics
| SWVXX | BRASX | |
|---|---|---|
| YTD Return | 3.90% | 4.62% |
| 1Y Return | 4.61% | 6.96% |
| 3Y Return (Ann) | 3.48% | 2.03% |
| 5Y Return (Ann) | 2.22% | 2.14% |
| 10Y Return (Ann) | 1.51% | 2.39% |
| Sharpe Ratio | 3.30 | 3.08 |
| Ulcer Index | 0.00% | 0.35% |
| Daily Std Dev | 1.39% | 2.34% |
| Max Drawdown | 0.00% | -10.61% |
| Current Drawdown | 0.00% | -0.69% |
Correlation
The correlation between SWVXX and BRASX is 0.03, 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.
Performance
SWVXX vs. BRASX - Performance Comparison
In the year-to-date period, SWVXX achieves a 3.90% return, which is significantly lower than BRASX's 4.62% return. Over the past 10 years, SWVXX has underperformed BRASX with an annualized return of 1.51%, while BRASX has yielded a comparatively higher 2.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SWVXX vs. BRASX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Value Advantage Money Fund (SWVXX) and BlackRock Allocation Target Shares Series S Portfolio (BRASX). 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.
Drawdowns
SWVXX vs. BRASX - Drawdown Comparison
The maximum SWVXX drawdown since its inception was 0.00%, smaller than the maximum BRASX drawdown of -10.61%. Use the drawdown chart below to compare losses from any high point for SWVXX and BRASX. For additional features, visit the drawdowns tool.
Volatility
SWVXX vs. BRASX - Volatility Comparison
The current volatility for Schwab Value Advantage Money Fund (SWVXX) is 0.21%, while BlackRock Allocation Target Shares Series S Portfolio (BRASX) has a volatility of 0.66%. This indicates that SWVXX experiences smaller price fluctuations and is considered to be less risky than BRASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.