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SWVXX vs. SNSXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SWVXX and SNSXX is 0.01, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

SWVXX vs. SNSXX - Performance Comparison

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

13.00%14.00%15.00%16.00%17.00%18.00%19.00%NovemberDecember2025FebruaryMarchApril
18.75%
15.00%
SWVXX
SNSXX

Key characteristics

Sharpe Ratio

SWVXX:

3.56

SNSXX:

3.39

Ulcer Index

SWVXX:

0.00%

SNSXX:

0.00%

Daily Std Dev

SWVXX:

1.30%

SNSXX:

1.22%

Max Drawdown

SWVXX:

0.00%

SNSXX:

0.00%

Current Drawdown

SWVXX:

0.00%

SNSXX:

0.00%

Returns By Period

In the year-to-date period, SWVXX achieves a 1.03% return, which is significantly higher than SNSXX's 0.66% return. Over the past 10 years, SWVXX has outperformed SNSXX with an annualized return of 1.74%, while SNSXX has yielded a comparatively lower 1.41% annualized return.


SWVXX

YTD

1.03%

1M

0.33%

6M

2.00%

1Y

4.64%

5Y*

2.56%

10Y*

1.74%

SNSXX

YTD

0.66%

1M

0.00%

6M

1.62%

1Y

4.17%

5Y*

2.31%

10Y*

1.41%

*Annualized

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Risk-Adjusted Performance

SWVXX vs. SNSXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Value Advantage Money Fund (SWVXX) and Schwab U.S. Treasury Money Fund (SNSXX). 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.


The chart of Sharpe ratio for SWVXX, currently valued at 3.56, compared to the broader market3.56
SWVXX: 3.56
SNSXX: 3.39

The current SWVXX Sharpe Ratio is 3.56, which is comparable to the SNSXX Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of SWVXX and SNSXX, 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 Ratio3.403.503.603.70NovemberDecember2025FebruaryMarchApril
3.56
3.39
SWVXX
SNSXX

Drawdowns

SWVXX vs. SNSXX - Drawdown Comparison

The maximum SWVXX drawdown since its inception was 0.00%, which is greater than SNSXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SWVXX and SNSXX. For additional features, visit the drawdowns tool.


0.00%NovemberDecember2025FebruaryMarchApril00
SWVXX
SNSXX

Volatility

SWVXX vs. SNSXX - Volatility Comparison

Schwab Value Advantage Money Fund (SWVXX) has a higher volatility of 0.33% compared to Schwab U.S. Treasury Money Fund (SNSXX) at 0.00%. This indicates that SWVXX's price experiences larger fluctuations and is considered to be riskier than SNSXX 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%NovemberDecember2025FebruaryMarchApril
0.33%
0
SWVXX
SNSXX