SWVXX vs. META
SWVXX (Schwab Prime Advantage Money Fund Investor Shares) is Money Market fund actively managed by Charles Schwab, while META (Meta Platforms, Inc.) is a stock. Over the past 5 years, SWVXX returned 3.14%/yr vs 11.52%/yr for META. At a correlation of -0.03, they often move in opposite directions.
Performance
SWVXX vs. META - Performance Comparison
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Returns By Period
In the year-to-date period, SWVXX achieves a 1.45% return, which is significantly higher than META's -14.03% return.
SWVXX
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.45%
- 6M
- 1.77%
- 1Y
- 3.85%
- 3Y*
- 4.71%
- 5Y*
- 3.14%
- 10Y*
- —
META
- 1D
- -0.26%
- 1M
- -7.69%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -16.71%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
SWVXX vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SWVXX Schwab Prime Advantage Money Fund Investor Shares | 1.45% | 4.15% | 5.16% | 5.04% | 0.00% | 0.00% |
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 3.61% |
Correlation
The correlation between SWVXX and META is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | -0.03 |
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Return for Risk
SWVXX vs. META — Risk / Return Rank
SWVXX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
META
SWVXX vs. META - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Prime Advantage Money Fund Investor Shares (SWVXX) and Meta Platforms, Inc. (META). 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 | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.22 | ||
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.93 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.54 | — |
| Martin ratioReturn relative to average drawdown | — | -1.12 | — |
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Drawdowns
SWVXX vs. META - Drawdown Comparison
The maximum SWVXX drawdown since its inception was 0.00%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SWVXX and META.
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Drawdown Indicators
| SWVXX | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -76.74% | +76.74% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -33.30% | +33.30% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -34.15% | +34.15% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -76.74% | +76.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.74% | — |
Current DrawdownCurrent decline from peak | 0.00% | -28.06% | +28.06% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -15.83% | +15.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 16.06% | -16.06% |
Volatility
SWVXX vs. META - Volatility Comparison
The current volatility for Schwab Prime Advantage Money Fund Investor Shares (SWVXX) is 0.29%, while Meta Platforms, Inc. (META) has a volatility of 10.17%. This indicates that SWVXX experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWVXX | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.29% | 10.17% | -9.88% |
Volatility (6M)Calculated over the trailing 6-month period | 0.76% | 26.91% | -26.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.10% | 35.52% | -34.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.09% | 44.04% | -42.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.09% | 38.67% | -37.58% |
Dividends
SWVXX vs. META - Dividend Comparison
SWVXX's dividend yield for the trailing twelve months is around 3.77%, more than META's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% |
SWVXX Schwab Prime Advantage Money Fund Investor Shares | 3.77% | 4.06% | 5.02% | 4.91% |
Frequently Asked Questions
SWVXX and META have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (10.17%) compared to SWVXX (0.29%). In terms of maximum drawdown, SWVXX dropped 0.00% vs META's -76.74%.
SWVXX currently has the higher Sharpe Ratio (3.71 vs -0.51), 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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