SWVXX vs. SPY

In the year-to-date period, SWVXX achieves a 1.03% return, which is significantly higher than SPY's -0.25% return. Over the past 10 years, SWVXX has underperformed SPY with an annualized return of 1.73%, while SPY has yielded a comparatively higher 12.52% annualized return.

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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.

The current SWVXX Sharpe Ratio is 3.38, which is higher than the SPY Sharpe Ratio of 0.55. 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.

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.

The current volatility for Schwab Value Advantage Money Fund (SWVXX) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.79%. 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.