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SWVXX vs. SGOV
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SWVXX and SGOV is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

SWVXX vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Value Advantage Money Fund (SWVXX) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

9.00%10.00%11.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.37%
12.32%
SWVXX
SGOV

Key characteristics

Sharpe Ratio

SWVXX:

3.48

SGOV:

21.69

Ulcer Index

SWVXX:

0.00%

SGOV:

0.00%

Daily Std Dev

SWVXX:

1.43%

SGOV:

0.24%

Max Drawdown

SWVXX:

0.00%

SGOV:

-0.03%

Current Drawdown

SWVXX:

0.00%

SGOV:

0.00%

Returns By Period

In the year-to-date period, SWVXX achieves a 4.30% return, which is significantly lower than SGOV's 5.09% return.


SWVXX

YTD

4.30%

1M

0.38%

6M

2.28%

1Y

5.01%

5Y (annualized)

2.30%

10Y (annualized)

1.55%

SGOV

YTD

5.09%

1M

0.37%

6M

2.52%

1Y

5.30%

5Y (annualized)

N/A

10Y (annualized)

N/A

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Risk-Adjusted Performance

SWVXX vs. SGOV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Value Advantage Money Fund (SWVXX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 market3.483.4821.25
No data
SWVXX
SGOV

The current SWVXX Sharpe Ratio is 3.48, which is lower than the SGOV Sharpe Ratio of 21.69. The chart below compares the historical Sharpe Ratios of SWVXX and SGOV, 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
21.25
SWVXX
SGOV

Drawdowns

SWVXX vs. SGOV - Drawdown Comparison

The maximum SWVXX drawdown since its inception was 0.00%, smaller than the maximum SGOV drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for SWVXX and SGOV. For additional features, visit the drawdowns tool.


-0.01%-0.01%-0.01%-0.00%-0.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
SWVXX
SGOV

Volatility

SWVXX vs. SGOV - Volatility Comparison

Schwab Value Advantage Money Fund (SWVXX) has a higher volatility of 0.38% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.07%. This indicates that SWVXX's price experiences larger fluctuations and is considered to be riskier than SGOV 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%
0.07%
SWVXX
SGOV
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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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