VFAIX vs. SWPPX
Compare and contrast key facts about Vanguard Financials Index Fund Admiral Shares (VFAIX) and Schwab S&P 500 Index Fund (SWPPX).
VFAIX is managed by Blackrock. It was launched on Feb 4, 2004. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFAIX or SWPPX.
Performance
VFAIX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, VFAIX achieves a 35.52% return, which is significantly higher than SWPPX's 26.21% return. Over the past 10 years, VFAIX has underperformed SWPPX with an annualized return of 12.02%, while SWPPX has yielded a comparatively higher 13.15% annualized return.
VFAIX
35.52%
7.48%
24.14%
47.42%
13.18%
12.02%
SWPPX
26.21%
1.78%
13.65%
32.35%
15.69%
13.15%
Key characteristics
| VFAIX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 3.28 | 2.67 |
| Sortino Ratio | 4.66 | 3.56 |
| Omega Ratio | 1.60 | 1.50 |
| Calmar Ratio | 3.80 | 3.89 |
| Martin Ratio | 23.51 | 17.43 |
| Ulcer Index | 2.05% | 1.89% |
| Daily Std Dev | 14.66% | 12.31% |
| Max Drawdown | -78.64% | -55.06% |
| Current Drawdown | 0.00% | -0.82% |
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VFAIX vs. SWPPX - Expense Ratio Comparison
VFAIX has a 0.10% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VFAIX and SWPPX is 0.83, 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.
Risk-Adjusted Performance
VFAIX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials Index Fund Admiral Shares (VFAIX) and Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
VFAIX vs. SWPPX - Dividend Comparison
VFAIX's dividend yield for the trailing twelve months is around 1.59%, more than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.59% | 2.08% | 2.30% | 1.87% | 2.22% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% | 1.86% | 1.82% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
VFAIX vs. SWPPX - Drawdown Comparison
The maximum VFAIX drawdown since its inception was -78.64%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for VFAIX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
VFAIX vs. SWPPX - Volatility Comparison
Vanguard Financials Index Fund Admiral Shares (VFAIX) has a higher volatility of 7.72% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.96%. This indicates that VFAIX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.