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SWVXX vs. SPY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SWVXX and SPY is 0.02, 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. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Value Advantage Money Fund (SWVXX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
16.60%
2,204.83%
SWVXX
SPY

Key characteristics

Sharpe Ratio

SWVXX:

3.48

SPY:

2.49

Ulcer Index

SWVXX:

0.00%

SPY:

1.87%

Daily Std Dev

SWVXX:

1.43%

SPY:

12.09%

Max Drawdown

SWVXX:

0.00%

SPY:

-55.19%

Current Drawdown

SWVXX:

0.00%

SPY:

-0.59%

Returns By Period

In the year-to-date period, SWVXX achieves a 4.30% return, which is significantly lower than SPY's 28.32% return. Over the past 10 years, SWVXX has underperformed SPY with an annualized return of 1.55%, while SPY has yielded a comparatively higher 13.34% annualized return.


SWVXX

YTD

4.30%

1M

0.38%

6M

2.75%

1Y

5.01%

5Y (annualized)

2.30%

10Y (annualized)

1.55%

SPY

YTD

28.32%

1M

3.15%

6M

12.02%

1Y

29.95%

5Y (annualized)

15.41%

10Y (annualized)

13.34%

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Risk-Adjusted Performance

SWVXX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Value Advantage Money Fund (SWVXX) and SPDR S&P 500 ETF (SPY). 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 market3.483.482.36
No data
SWVXX
SPY

The current SWVXX Sharpe Ratio is 3.48, which is higher than the SPY Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of SWVXX and SPY, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
3.48
2.36
SWVXX
SPY

Drawdowns

SWVXX vs. SPY - Drawdown Comparison

The maximum SWVXX drawdown since its inception was 0.00%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SWVXX and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.59%
SWVXX
SPY

Volatility

SWVXX vs. SPY - Volatility Comparison

The current volatility for Schwab Value Advantage Money Fund (SWVXX) is 0.38%, while SPDR S&P 500 ETF (SPY) has a volatility of 2.23%. This indicates that SWVXX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.38%
2.23%
SWVXX
SPY
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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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