USIG vs. SWAGX

In the year-to-date period, USIG achieves a 1.78% return, which is significantly higher than SWAGX's 1.57% return.

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Both USIG and SWAGX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD Investment Grade Corporate Bond ETF (USIG) 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 USIG Sharpe Ratio is 0.88, which is comparable to the SWAGX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of USIG 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.

USIG's dividend yield for the trailing twelve months is around 4.59%, more than SWAGX's 3.99% yield.

The maximum USIG drawdown since its inception was -22.21%, which is greater than SWAGX's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for USIG and SWAGX. For additional features, visit the drawdowns tool.

iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and Schwab U.S. Aggregate Bond Index Fund (SWAGX) have volatilities of 1.42% and 1.45%, 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.