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SWVXX vs. SHV
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SWVXX and SHV is 0.05, 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.


-0.50.00.51.00.0

Performance

SWVXX vs. SHV - Performance Comparison

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

14.00%16.00%18.00%20.00%22.00%24.00%26.00%28.00%JulyAugustSeptemberOctoberNovemberDecember
16.60%
27.83%
SWVXX
SHV

Key characteristics

Sharpe Ratio

SWVXX:

3.48

SHV:

19.18

Ulcer Index

SWVXX:

0.00%

SHV:

0.00%

Daily Std Dev

SWVXX:

1.43%

SHV:

0.27%

Max Drawdown

SWVXX:

0.00%

SHV:

-0.46%

Current Drawdown

SWVXX:

0.00%

SHV:

0.00%

Returns By Period

In the year-to-date period, SWVXX achieves a 4.30% return, which is significantly lower than SHV's 4.93% return. Over the past 10 years, SWVXX has underperformed SHV with an annualized return of 1.55%, while SHV has yielded a comparatively higher 1.67% annualized return.


SWVXX

YTD

4.30%

1M

0.38%

6M

2.28%

1Y

5.01%

5Y (annualized)

2.30%

10Y (annualized)

1.55%

SHV

YTD

4.93%

1M

0.40%

6M

2.55%

1Y

5.17%

5Y (annualized)

2.32%

10Y (annualized)

1.67%

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Risk-Adjusted Performance

SWVXX vs. SHV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Value Advantage Money Fund (SWVXX) and iShares Short Treasury Bond ETF (SHV). 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 market3.483.4818.82
No data
SWVXX
SHV

The current SWVXX Sharpe Ratio is 3.48, which is lower than the SHV Sharpe Ratio of 19.18. The chart below compares the historical Sharpe Ratios of SWVXX and SHV, 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
18.82
SWVXX
SHV

Drawdowns

SWVXX vs. SHV - Drawdown Comparison

The maximum SWVXX drawdown since its inception was 0.00%, smaller than the maximum SHV drawdown of -0.46%. Use the drawdown chart below to compare losses from any high point for SWVXX and SHV. For additional features, visit the drawdowns tool.


-0.01%-0.01%-0.01%-0.00%-0.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
SWVXX
SHV

Volatility

SWVXX vs. SHV - Volatility Comparison

Schwab Value Advantage Money Fund (SWVXX) has a higher volatility of 0.38% compared to iShares Short Treasury Bond ETF (SHV) at 0.06%. This indicates that SWVXX's price experiences larger fluctuations and is considered to be riskier than SHV 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%
0.06%
SWVXX
SHV
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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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