SWVXX vs. SNSXX
Compare and contrast key facts about Schwab Value Advantage Money Fund (SWVXX) and Schwab U.S. Treasury Money Fund (SNSXX).
SNSXX is managed by Charles Schwab. It was launched on Jan 17, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWVXX or SNSXX.
Key characteristics
| SWVXX | SNSXX | |
|---|---|---|
| YTD Return | 2.83% | 2.75% |
| 1Y Return | 4.91% | 4.76% |
| 3Y Return (Ann) | 3.14% | 2.91% |
| 5Y Return (Ann) | 2.11% | 1.91% |
| 10Y Return (Ann) | 1.41% | 1.12% |
| Sharpe Ratio | 3.36 | 3.36 |
| Daily Std Dev | 1.45% | 1.40% |
| Max Drawdown | 0.00% | 0.00% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SWVXX and SNSXX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SWVXX vs. SNSXX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SWVXX having a 2.83% return and SNSXX slightly lower at 2.75%. Over the past 10 years, SWVXX has outperformed SNSXX with an annualized return of 1.41%, while SNSXX has yielded a comparatively lower 1.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Volatility
SWVXX vs. SNSXX - Volatility Comparison
Schwab Value Advantage Money Fund (SWVXX) and Schwab U.S. Treasury Money Fund (SNSXX) have volatilities of 0.44% and 0.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.