SWVXX vs. SNSXX

In the year-to-date period, SWVXX achieves a 4.30% return, which is significantly higher than SNSXX's 3.58% return. Over the past 10 years, SWVXX has outperformed SNSXX with an annualized return of 1.55%, while SNSXX has yielded a comparatively lower 1.20% annualized return.

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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 current SWVXX Sharpe Ratio is 3.48, which is comparable to the SNSXX Sharpe Ratio of 3.18. 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.

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.

Schwab Value Advantage Money Fund (SWVXX) has a higher volatility of 0.38% 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.