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SWVXX vs. CAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SWVXX vs. CAT

Last updated Jun 9, 2026

SWVXX (Schwab Prime Advantage Money Fund Investor Shares) is Money Market fund actively managed by Charles Schwab, while CAT (Caterpillar Inc.) is a stock. Over the past 5 years, SWVXX returned 3.14%/yr vs 33.67%/yr for CAT. At a 0.01 correlation, their price movements are largely independent.

Performance

SWVXX vs. CAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Prime Advantage Money Fund Investor Shares (SWVXX) and Caterpillar Inc. (CAT). 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 lower than CAT's 60.51% return.

SWVXX

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

CAT

1D
1.26%
1M
2.03%
YTD
60.51%
6M
54.15%
1Y
161.94%
3Y*
59.74%
5Y*
33.67%
10Y*
31.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWVXX vs. CAT - 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%
CAT
Caterpillar Inc.		60.51%60.30%24.66%25.95%18.60%-11.88%

Correlation

The correlation between SWVXX and CAT is -0.04, 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

-0.04

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

0.01

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

0.01

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

0.01

Compare stocks, funds, or ETFs

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Schwab Prime Advantage Money Fund Investor Shares

Caterpillar Inc.

Often compared with SWVXX:
SWVXX vs. SGOVSWVXX vs. VMFXXSWVXX vs. SNSXXSWVXX vs. SPAXXSWVXX vs. SHVSWVXX vs. BILSWVXX vs. SWAGX
Often compared with CAT:
CAT vs. DECAT vs. CMICAT vs. SPYCAT vs. VOOCAT vs. URICAT vs. HDCAT vs. CL

Return for Risk

SWVXX vs. CAT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SWVXX
CAT
CAT Risk / Return Rank: 9898
Overall Rank
CAT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CAT Sortino Ratio Rank: 9898
Sortino Ratio Rank
CAT Omega Ratio Rank: 9797
Omega Ratio Rank
CAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
CAT Martin Ratio Rank: 9999
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. CAT - Risk-Adjusted Trends Comparison

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

SWVXXCATDifference
Sharpe ratioReturn per unit of total volatility
3.71
4.76

-1.05

Sortino ratioReturn per unit of downside risk

—

5.44

—

Omega ratioGain probability vs. loss probability

—

1.69

—

Calmar ratioReturn relative to maximum drawdown

—

11.74

—

Martin ratioReturn relative to average drawdown

—

38.95

—

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. CAT - Sharpe Ratio Comparison

The current SWVXX Sharpe Ratio is 3.71, which is comparable to the CAT Sharpe Ratio of 4.76. The chart below compares the historical Sharpe Ratios of SWVXX and CAT, 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

SWVXXCATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.71

4.76

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.95

1.10

+1.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.01

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.94

0.35

+2.59

Drawdowns

SWVXX vs. CAT - Drawdown Comparison

The maximum SWVXX drawdown since its inception was 0.00%, smaller than the maximum CAT drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for SWVXX and CAT.

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Drawdown Indicators

SWVXXCATDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-73.43%

+73.43%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-13.88%

+13.88%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-34.05%

+34.05%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-34.05%

+34.05%

Max Drawdown (10Y)

Largest decline over 10 years

—

-43.36%

—

Current Drawdown

Current decline from peak

0.00%

-2.64%

+2.64%

Average Drawdown

Average peak-to-trough decline

0.00%

-19.74%

+19.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.18%

-4.18%

Volatility

SWVXX vs. CAT - Volatility Comparison

The current volatility for Schwab Prime Advantage Money Fund Investor Shares (SWVXX) is 0.29%, while Caterpillar Inc. (CAT) has a volatility of 10.77%. This indicates that SWVXX experiences smaller price fluctuations and is considered to be less risky than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SWVXXCATDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

10.77%

-10.48%

Volatility (6M)

Calculated over the trailing 6-month period

0.76%

27.35%

-26.59%

Volatility (1Y)

Calculated over the trailing 1-year period

1.10%

34.31%

-33.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.09%

30.67%

-29.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.09%

30.89%

-29.80%

Dividends

SWVXX vs. CAT - Dividend Comparison

SWVXX's dividend yield for the trailing twelve months is around 3.77%, more than CAT's 0.66% yield.

PositionTTM20252024202320222021202020192018201720162015
CAT
Caterpillar Inc.		0.66%1.02%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%
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 CAT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAT has higher volatility (10.77%) compared to SWVXX (0.29%). In terms of maximum drawdown, SWVXX dropped 0.00% vs CAT's -73.43%.

CAT currently has the higher Sharpe Ratio (4.76 vs 3.71), 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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