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VTABX vs. SWAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTABX and SWAGX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

VTABX vs. SWAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VTABX:

1.41

SWAGX:

0.84

Sortino Ratio

VTABX:

2.25

SWAGX:

1.37

Omega Ratio

VTABX:

1.28

SWAGX:

1.16

Calmar Ratio

VTABX:

0.58

SWAGX:

0.39

Martin Ratio

VTABX:

6.69

SWAGX:

2.30

Ulcer Index

VTABX:

0.81%

SWAGX:

2.16%

Daily Std Dev

VTABX:

3.54%

SWAGX:

5.41%

Max Drawdown

VTABX:

-16.82%

SWAGX:

-18.84%

Current Drawdown

VTABX:

-3.92%

SWAGX:

-7.58%

Returns By Period

In the year-to-date period, VTABX achieves a 0.93% return, which is significantly lower than SWAGX's 1.80% return.


VTABX

YTD

0.93%

1M

0.05%

6M

1.46%

1Y

5.24%

5Y*

-0.16%

10Y*

1.91%

SWAGX

YTD

1.80%

1M

0.00%

6M

1.90%

1Y

4.74%

5Y*

-0.96%

10Y*

N/A

*Annualized

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VTABX vs. SWAGX - Expense Ratio Comparison

VTABX has a 0.11% expense ratio, which is higher than SWAGX's 0.04% 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%.


Risk-Adjusted Performance

VTABX vs. SWAGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTABX
The Risk-Adjusted Performance Rank of VTABX is 8484
Overall Rank
The Sharpe Ratio Rank of VTABX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VTABX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VTABX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VTABX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VTABX is 8989
Martin Ratio Rank

SWAGX
The Risk-Adjusted Performance Rank of SWAGX is 6666
Overall Rank
The Sharpe Ratio Rank of SWAGX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SWAGX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SWAGX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SWAGX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SWAGX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTABX vs. SWAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) 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 VTABX Sharpe Ratio is 1.41, which is higher than the SWAGX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VTABX 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.


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Dividends

VTABX vs. SWAGX - Dividend Comparison

VTABX's dividend yield for the trailing twelve months is around 4.26%, more than SWAGX's 3.98% yield.


TTM20242023202220212020201920182017201620152014
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.26%4.15%4.39%1.48%3.04%0.93%3.38%2.99%2.24%1.90%1.64%1.54%
SWAGX
Schwab U.S. Aggregate Bond Index Fund
3.98%3.88%3.21%2.57%2.07%2.47%2.88%2.80%1.98%0.00%0.00%0.00%

Drawdowns

VTABX vs. SWAGX - Drawdown Comparison

The maximum VTABX drawdown since its inception was -16.82%, smaller than the maximum SWAGX drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VTABX and SWAGX. For additional features, visit the drawdowns tool.


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Volatility

VTABX vs. SWAGX - Volatility Comparison

The current volatility for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) is 0.92%, while Schwab U.S. Aggregate Bond Index Fund (SWAGX) has a volatility of 1.61%. This indicates that VTABX experiences smaller price fluctuations and is considered to be less risky than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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