SWVXX vs. SWAGX

In the year-to-date period, SWVXX achieves a 1.03% return, which is significantly lower than SWAGX's 3.53% 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. Aggregate Bond Index Fund (SWAGX). 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 3.72, which is higher than the SWAGX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of SWVXX and SWAGX, 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 SWAGX drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for SWVXX and SWAGX. For additional features, visit the drawdowns tool.

The current volatility for Schwab Value Advantage Money Fund (SWVXX) is 0.33%, while Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a volatility of 1.40%. This indicates that SWVXX experiences smaller price fluctuations and is considered to be less risky than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.