VHCIX vs. SWPPX
Compare and contrast key facts about Vanguard Health Care Index Fund Admiral Shares (VHCIX) and Schwab S&P 500 Index Fund (SWPPX).
VHCIX is managed by Vanguard. It was launched on Feb 5, 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: VHCIX or SWPPX.
Performance
VHCIX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, VHCIX achieves a 5.17% return, which is significantly lower than SWPPX's 24.51% return. Over the past 10 years, VHCIX has underperformed SWPPX with an annualized return of 9.21%, while SWPPX has yielded a comparatively higher 13.10% annualized return.
VHCIX
5.17%
-7.34%
-1.60%
13.46%
9.02%
9.21%
SWPPX
24.51%
0.57%
11.39%
31.99%
15.29%
13.10%
Key characteristics
| VHCIX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 1.23 | 2.61 |
| Sortino Ratio | 1.73 | 3.49 |
| Omega Ratio | 1.22 | 1.49 |
| Calmar Ratio | 1.29 | 3.80 |
| Martin Ratio | 5.40 | 17.12 |
| Ulcer Index | 2.54% | 1.88% |
| Daily Std Dev | 11.16% | 12.31% |
| Max Drawdown | -39.12% | -55.06% |
| Current Drawdown | -9.10% | -2.15% |
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VHCIX vs. SWPPX - Expense Ratio Comparison
VHCIX 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 VHCIX and SWPPX is 0.80, 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
VHCIX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Health Care Index Fund Admiral Shares (VHCIX) 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
VHCIX vs. SWPPX - Dividend Comparison
VHCIX's dividend yield for the trailing twelve months is around 1.47%, more than SWPPX's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHCIX Vanguard Health Care Index Fund Admiral Shares | 1.47% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.39% | 1.31% | 1.45% | 1.22% | 1.02% | 1.13% |
SWPPX Schwab S&P 500 Index Fund | 1.15% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
VHCIX vs. SWPPX - Drawdown Comparison
The maximum VHCIX drawdown since its inception was -39.12%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for VHCIX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
VHCIX vs. SWPPX - Volatility Comparison
The current volatility for Vanguard Health Care Index Fund Admiral Shares (VHCIX) is 3.84%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.05%. This indicates that VHCIX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.