VTEX vs. SWNTX
Compare and contrast key facts about VTEX (VTEX) and Schwab Tax-Free Bond Fund™ (SWNTX).
SWNTX is managed by Charles Schwab. It was launched on Sep 10, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTEX or SWNTX.
Key characteristics
| VTEX | SWNTX | |
|---|---|---|
| YTD Return | -5.09% | 1.76% |
| 1Y Return | 1.71% | 6.87% |
| 3Y Return (Ann) | -26.37% | -0.39% |
| Sharpe Ratio | -0.04 | 2.24 |
| Sortino Ratio | 0.26 | 3.42 |
| Omega Ratio | 1.03 | 1.52 |
| Calmar Ratio | -0.02 | 0.80 |
| Martin Ratio | -0.09 | 9.53 |
| Ulcer Index | 20.38% | 0.71% |
| Daily Std Dev | 43.21% | 3.02% |
| Max Drawdown | -91.38% | -12.93% |
| Current Drawdown | -79.75% | -2.20% |
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.
Performance
VTEX vs. SWNTX - Performance Comparison
In the year-to-date period, VTEX achieves a -5.09% return, which is significantly lower than SWNTX's 1.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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 3.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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™ | 3.41% | 3.06% | 2.33% | 1.67% | 1.97% | 2.31% | 2.42% | 2.34% | 2.24% | 2.22% | 2.30% | 2.38% |
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.
Volatility
VTEX vs. SWNTX - Volatility Comparison
VTEX (VTEX) has a higher volatility of 6.52% compared to Schwab Tax-Free Bond Fund™ (SWNTX) at 1.51%. 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.