SWZ vs. DMB
SWZ (Total Return Securities Fund) and DMB (Dimensional Multi-Blend Fund) are both Large Cap Blend Equities funds. Over the past 10 years, SWZ returned 11.67%/yr vs 1.59%/yr for DMB. Their 0.15 correlation means their historical movements had little consistent relationship. SWZ charges 1.06%/yr vs 0.03%/yr for DMB.
Performance
SWZ vs. DMB - Performance Comparison
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Returns By Period
In the year-to-date period, SWZ achieves a -5.14% return, which is significantly lower than DMB's -1.46% return. Over the past 10 years, SWZ has outperformed DMB with an annualized return of 11.67%, while DMB has yielded a comparatively lower 1.59% annualized return.
SWZ
- 1D
- 0.17%
- 1M
- -0.34%
- 6M
- -0.34%
- YTD
- -5.14%
- 1Y
- -1.67%
- 3Y*
- 19.90%
- 5Y*
- 11.63%
- 10Y*
- 11.67%
- ALL TIME*
- 6.33%
DMB
- 1D
- -0.47%
- 1M
- -4.45%
- 6M
- -3.07%
- YTD
- -1.46%
- 1Y
- 10.24%
- 3Y*
- 0.71%
- 5Y*
- -3.00%
- 10Y*
- 1.59%
- ALL TIME*
- 2.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $551.04K | $643.10K | $567.43K | |
| $177.26K | $207.26K | $377.27K |
SWZ vs. DMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWZ Total Return Securities Fund | -5.14% | 86.85% | -2.46% | 15.50% | -17.69% | 18.20% | 14.19% | 24.00% | -13.18% | 26.28% |
DMB Dimensional Multi-Blend Fund | -1.46% | 10.69% | 3.87% | 2.42% | -23.23% | 7.04% | 0.75% | 28.84% | -3.89% | 11.52% |
Correlation
The correlation between SWZ and DMB is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2013 | 0.15 |
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Return for Risk
SWZ vs. DMB — Risk / Return Rank
SWZ
DMB
SWZ vs. DMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Total Return Securities Fund (SWZ) and Dimensional Multi-Blend Fund (DMB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWZ | DMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.22 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 1.33 | -1.92 |
| Martin ratioReturn relative to average drawdown | -1.05 | 4.82 | -5.87 |
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Drawdowns
SWZ vs. DMB - Drawdown Comparison
The maximum SWZ drawdown since its inception was -69.62%, which is greater than DMB's maximum drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for SWZ and DMB.
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Drawdown Indicators
| SWZ | DMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.62% | -40.15% | -29.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -8.00% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -15.47% | -18.13% | +2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -30.36% | -40.15% | +9.79% |
Max Drawdown (10Y)Largest decline over 10 years | -31.21% | -40.15% | +8.94% |
Current DrawdownCurrent decline from peak | -8.10% | -21.76% | +13.66% |
Average DrawdownAverage peak-to-trough decline | -21.91% | -14.34% | -7.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 2.20% | +1.83% |
Volatility
SWZ vs. DMB - Volatility Comparison
The current volatility for Total Return Securities Fund (SWZ) is 1.78%, while Dimensional Multi-Blend Fund (DMB) has a volatility of 2.27%. This indicates that SWZ experiences smaller price fluctuations and is considered to be less risky than DMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWZ | DMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 2.27% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 6.97% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.22% | 9.16% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.21% | 14.61% | +12.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.70% | 15.12% | +7.58% |
SWZ vs. DMB - Expense Ratio Comparison
SWZ has a 1.06% expense ratio, which is higher than DMB's 0.03% expense ratio.
Dividends
SWZ vs. DMB - Dividend Comparison
SWZ has not paid dividends to shareholders, while DMB's dividend yield for the trailing twelve months is around 4.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMB Dimensional Multi-Blend Fund | 4.90% | 3.93% | 3.48% | 4.46% | 5.80% | 4.42% | 4.54% | 4.36% | 5.36% | 4.89% | 5.97% | 6.06% |
SWZ Total Return Securities Fund | 0.00% | 98.81% | 7.11% | 6.07% | 8.23% | 5.83% | 6.25% | 1.67% | 74.09% | 1.02% | 5.00% | 6.72% |
Frequently Asked Questions
SWZ and DMB have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMB has higher volatility (2.27%) compared to SWZ (1.78%). In terms of maximum drawdown, SWZ dropped -69.62% vs DMB's -40.15%.
DMB currently has the higher Sharpe Ratio (1.16 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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