SWVXX vs. LLY

Last updated Aug 1, 2026

SWVXX (Schwab Prime Advantage Money Fund Investor Shares) is Money Market fund actively managed by Charles Schwab, while LLY (Eli Lilly and Company) is a stock. Over the past 5 years, SWVXX returned 3.06%/yr vs 37.67%/yr for LLY. Their -0.00 correlation means they have often moved in opposite directions in the past.

Performance

SWVXX vs. LLY - Performance Comparison

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

Returns By Period

In the year-to-date period, SWVXX achieves a 1.74% return, which is significantly lower than LLY's 7.26% return.

SWVXX

• 1D: 0.00%
• 1M: 0.00%
• 6M: 1.43%
• YTD: 1.74%
• 1Y: 3.44%
• 3Y*: 4.27%
• 5Y*: 3.06%
• 10Y*: —
• ALL TIME*: 2.95%

LLY

• 1D: -0.53%
• 1M: -3.60%
• 6M: 11.14%
• YTD: 7.26%
• 1Y: 56.33%
• 3Y*: 37.33%
• 5Y*: 37.67%
• 10Y*: 32.12%
• ALL TIME*: 16.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LLY Eli Lilly and Company	$2.62B	$2.84B	$3.35B
SWVXX Schwab Prime Advantage Money Fund Investor Shares	$0.00	$0.00	$0.00

SWVXX vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SWVXX Schwab Prime Advantage Money Fund Investor Shares	1.74%	4.15%	5.16%	4.33%	0.00%	0.00%
LLY Eli Lilly and Company	7.26%	40.25%	33.30%	60.91%	34.26%	38.30%

Correlation

The correlation between SWVXX and LLY is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.07
Correlation (3Y) Balances recent behavior with more history.	0.01
Correlation (5Y) Shows whether the relationship held over a longer period.	-0.00
Correlation (All Time) Calculated using the full available price history since May 25, 2021	-0.00

Return for Risk

SWVXX vs. LLY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SWVXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LLY

LLY Risk / Return Rank: 83
LLY Sharpe Ratio Rank: 85
LLY Sortino Ratio Rank: 81
LLY Omega Ratio Rank: 82
LLY Calmar Ratio Rank: 83
LLY Martin Ratio Rank: 84

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SWVXX vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Prime Advantage Money Fund Investor Shares (SWVXX) and Eli Lilly and Company (LLY). 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.

	SWVXX	LLY	Difference
Sharpe ratio: Return per unit of total volatility	3.71	1.48	+2.23
Sortino ratio: Return per unit of downside risk	—	2.10	—
Omega ratio: Gain probability vs. loss probability	—	1.28	—
Calmar ratio: Return relative to maximum drawdown	—	2.44	—
Martin ratio: Return relative to average drawdown	—	6.60	—

SWVXX vs. LLY - Sharpe Ratio Comparison

The current SWVXX Sharpe Ratio is 3.71, which is higher than the LLY Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SWVXX and LLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SWVXX vs. LLY - Drawdown Comparison

The maximum SWVXX drawdown since its inception was 0.00%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for SWVXX and LLY.

Drawdown Indicators

	SWVXX	LLY	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-68.24%	+68.24%
Max Drawdown (1Y) Largest decline over 1 year	0.00%	-23.18%	+23.18%
Max Drawdown (3Y) Largest decline over 3 years	0.00%	-34.48%	+34.48%
Max Drawdown (5Y) Largest decline over 5 years	0.00%	-34.48%	+34.48%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.48%	—
Current Drawdown Current decline from peak	0.00%	-7.02%	+7.02%
Average Drawdown Average peak-to-trough decline	0.00%	-19.17%	+19.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.00%	8.56%	-8.56%

Volatility

SWVXX vs. LLY - Volatility Comparison

The current volatility for Schwab Prime Advantage Money Fund Investor Shares (SWVXX) is 0.00%, while Eli Lilly and Company (LLY) has a volatility of 8.88%. This indicates that SWVXX experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWVXX	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	8.88%	-8.88%
Volatility (6M) Calculated over the trailing 6-month period	0.69%	27.69%	-27.00%
Volatility (1Y) Calculated over the trailing 1-year period	1.09%	38.37%	-37.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.06%	32.64%	-31.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.04%	30.37%	-29.33%

Dividends

SWVXX vs. LLY - Dividend Comparison

SWVXX's dividend yield for the trailing twelve months is around 3.38%, more than LLY's 0.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LLY Eli Lilly and Company	0.56%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
SWVXX Schwab Prime Advantage Money Fund Investor Shares	3.38%	4.06%	5.02%	4.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SWVXX and LLY in my portfolio?

SWVXX and LLY 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.

Which is riskier, SWVXX or LLY?

LLY has higher volatility (8.88%) compared to SWVXX (0.00%). In terms of maximum drawdown, SWVXX dropped 0.00% vs LLY's -68.24%.

Which has better risk-adjusted returns?

SWVXX currently has the higher Sharpe Ratio (3.71 vs 1.48), 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.