PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VTEX vs. SWNTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-10.16%
2.58%
VTEX
SWNTX

Returns By Period

In the year-to-date period, VTEX achieves a -8.72% return, which is significantly lower than SWNTX's 1.95% return.


VTEX

YTD

-8.72%

1M

-7.92%

6M

-10.16%

1Y

-8.99%

5Y (annualized)

N/A

10Y (annualized)

N/A

SWNTX

YTD

1.95%

1M

-0.07%

6M

2.59%

1Y

5.78%

5Y (annualized)

0.76%

10Y (annualized)

1.54%

Key characteristics


VTEXSWNTX
Sharpe Ratio-0.262.02
Sortino Ratio-0.103.03
Omega Ratio0.991.46
Calmar Ratio-0.140.81
Martin Ratio-0.538.12
Ulcer Index20.98%0.74%
Daily Std Dev42.80%2.96%
Max Drawdown-91.38%-12.93%
Current Drawdown-80.53%-2.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.1

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.

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.


Sharpe ratio
The chart of Sharpe ratio for VTEX, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.00-0.262.02
The chart of Sortino ratio for VTEX, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.103.03
The chart of Omega ratio for VTEX, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.46
The chart of Calmar ratio for VTEX, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.140.81
The chart of Martin ratio for VTEX, currently valued at -0.53, compared to the broader market-10.000.0010.0020.0030.00-0.538.12
VTEX
SWNTX

The current VTEX Sharpe Ratio is -0.26, which is lower than the SWNTX Sharpe Ratio of 2.02. 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.26
2.02
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 3.41%.


TTM20232022202120202019201820172016201520142013
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.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-80.53%
-2.02%
VTEX
SWNTX

Volatility

VTEX vs. SWNTX - Volatility Comparison

VTEX (VTEX) has a higher volatility of 7.39% compared to Schwab Tax-Free Bond Fund™ (SWNTX) at 1.44%. 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%JuneJulyAugustSeptemberOctoberNovember
7.39%
1.44%
VTEX
SWNTX