USIG vs. SWAGX
Compare and contrast key facts about iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
USIG is a passively managed fund by iShares that tracks the performance of the ICE BofA US Corporate. It was launched on Jan 5, 2007. SWAGX is managed by Charles Schwab.
Performance
USIG vs. SWAGX - Performance Comparison
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USIG vs. SWAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USIG iShares Broad USD Investment Grade Corporate Bond ETF | -0.29% | 7.86% | 2.56% | 8.71% | -15.30% | -1.34% | 9.44% | 13.99% | -2.21% | 4.77% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | -0.44% | 7.11% | 1.38% | 5.46% | -13.62% | -2.29% | 7.39% | 8.64% | -0.11% | 2.62% |
Returns By Period
In the year-to-date period, USIG achieves a -0.29% return, which is significantly higher than SWAGX's -0.44% return.
USIG
- 1D
- 0.51%
- 1M
- -1.80%
- YTD
- -0.29%
- 6M
- 0.41%
- 1Y
- 5.06%
- 3Y*
- 4.93%
- 5Y*
- 0.82%
- 10Y*
- 2.72%
SWAGX
- 1D
- 0.56%
- 1M
- -2.30%
- YTD
- -0.44%
- 6M
- 0.48%
- 1Y
- 3.81%
- 3Y*
- 3.39%
- 5Y*
- 0.01%
- 10Y*
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USIG vs. SWAGX - Expense Ratio Comparison
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%.
Return for Risk
USIG vs. SWAGX — Risk / Return Rank
USIG
SWAGX
USIG vs. SWAGX - Risk-Adjusted Trends Comparison
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.
| USIG | SWAGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.98 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.42 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.75 | +0.13 |
Martin ratioReturn relative to average drawdown | 5.84 | 4.95 | +0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USIG | SWAGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.98 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.00 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.30 | +0.23 |
Correlation
The correlation between USIG and SWAGX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
USIG vs. SWAGX - Dividend Comparison
USIG's dividend yield for the trailing twelve months is around 4.68%, more than SWAGX's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USIG iShares Broad USD Investment Grade Corporate Bond ETF | 4.68% | 4.62% | 4.51% | 3.94% | 3.14% | 2.33% | 2.82% | 3.37% | 3.44% | 3.03% | 2.87% | 3.24% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.76% | 4.02% | 3.88% | 3.22% | 1.93% | 1.56% | 2.47% | 2.87% | 2.80% | 1.98% | 0.00% | 0.00% |
Drawdowns
USIG vs. SWAGX - Drawdown Comparison
The maximum USIG drawdown since its inception was -22.21%, which is greater than SWAGX's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for USIG and SWAGX.
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Drawdown Indicators
| USIG | SWAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.21% | -19.68% | -2.53% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -2.84% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -21.45% | -18.76% | -2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -21.45% | — | — |
Current DrawdownCurrent decline from peak | -1.80% | -4.18% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -5.72% | +2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 1.00% | -0.10% |
Volatility
USIG vs. SWAGX - Volatility Comparison
iShares Broad USD Investment Grade Corporate Bond ETF (USIG) has a higher volatility of 2.10% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.66%. This indicates that USIG's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USIG | SWAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 1.66% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 2.70% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.05% | 4.48% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.83% | 6.06% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.82% | 5.13% | +1.69% |