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VTEX vs. SWNTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTEX and SWNTX is 0.13, 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.


-0.50.00.51.00.1

Performance

VTEX vs. SWNTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VTEX (VTEX) and Schwab Tax-Free Bond Fund™ (SWNTX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-32.86%
1.23%
VTEX
SWNTX

Key characteristics

Sharpe Ratio

VTEX:

-0.74

SWNTX:

1.03

Sortino Ratio

VTEX:

-0.88

SWNTX:

1.42

Omega Ratio

VTEX:

0.88

SWNTX:

1.21

Calmar Ratio

VTEX:

-0.42

SWNTX:

0.60

Martin Ratio

VTEX:

-1.32

SWNTX:

3.25

Ulcer Index

VTEX:

27.19%

SWNTX:

0.97%

Daily Std Dev

VTEX:

48.71%

SWNTX:

3.08%

Max Drawdown

VTEX:

-91.38%

SWNTX:

-12.93%

Current Drawdown

VTEX:

-85.30%

SWNTX:

-1.23%

Returns By Period

In the year-to-date period, VTEX achieves a -19.52% return, which is significantly lower than SWNTX's 0.95% return.


VTEX

YTD

-19.52%

1M

-29.57%

6M

-32.86%

1Y

-43.64%

5Y*

N/A

10Y*

N/A

SWNTX

YTD

0.95%

1M

1.04%

6M

1.23%

1Y

3.06%

5Y*

0.31%

10Y*

1.61%

*Annualized

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Risk-Adjusted Performance

VTEX vs. SWNTX — Risk-Adjusted Performance Rank

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

VTEX
The Risk-Adjusted Performance Rank of VTEX is 1414
Overall Rank
The Sharpe Ratio Rank of VTEX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VTEX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of VTEX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of VTEX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of VTEX is 1111
Martin Ratio Rank

SWNTX
The Risk-Adjusted Performance Rank of SWNTX is 5858
Overall Rank
The Sharpe Ratio Rank of SWNTX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SWNTX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SWNTX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SWNTX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of SWNTX is 5454
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.

VTEX vs. SWNTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) and Schwab Tax-Free Bond Fund™ (SWNTX). 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 chart of Sharpe ratio for VTEX, currently valued at -0.74, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.741.03
The chart of Sortino ratio for VTEX, currently valued at -0.88, compared to the broader market-4.00-2.000.002.004.00-0.881.42
The chart of Omega ratio for VTEX, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.21
The chart of Calmar ratio for VTEX, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.420.60
The chart of Martin ratio for VTEX, currently valued at -1.32, compared to the broader market-10.000.0010.0020.00-1.323.25
VTEX
SWNTX

The current VTEX Sharpe Ratio is -0.74, which is lower than the SWNTX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of VTEX and SWNTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.74
1.03
VTEX
SWNTX

Dividends

VTEX vs. SWNTX - Dividend Comparison

VTEX has not paid dividends to shareholders, while SWNTX's dividend yield for the trailing twelve months is around 3.46%.


TTM20242023202220212020201920182017201620152014
VTEX
VTEX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWNTX
Schwab Tax-Free Bond Fund™
3.46%3.44%3.06%2.33%1.67%1.97%2.31%2.42%2.34%2.24%2.22%2.30%

Drawdowns

VTEX vs. SWNTX - Drawdown Comparison

The maximum VTEX drawdown since its inception was -91.38%, which is greater than SWNTX's maximum drawdown of -12.93%. Use the drawdown chart below to compare losses from any high point for VTEX and SWNTX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-85.30%
-1.23%
VTEX
SWNTX

Volatility

VTEX vs. SWNTX - Volatility Comparison

VTEX (VTEX) has a higher volatility of 25.39% compared to Schwab Tax-Free Bond Fund™ (SWNTX) at 0.87%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than SWNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
25.39%
0.87%
VTEX
SWNTX