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VWALX vs. SWNTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWALX vs. SWNTX - Performance Comparison

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

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VWALX vs. SWNTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
-0.64%5.06%4.08%8.45%-11.69%3.42%5.49%9.58%1.38%7.96%
SWNTX
Schwab Tax-Free Bond Fund™
-0.62%4.20%1.57%5.09%-8.57%0.37%4.45%6.55%0.88%4.29%

Returns By Period

The year-to-date returns for both investments are quite close, with VWALX having a -0.64% return and SWNTX slightly higher at -0.62%. Over the past 10 years, VWALX has outperformed SWNTX with an annualized return of 3.04%, while SWNTX has yielded a comparatively lower 1.55% annualized return.


VWALX

1D
0.19%
1M
-2.87%
YTD
-0.64%
6M
1.07%
1Y
4.06%
3Y*
4.50%
5Y*
1.49%
10Y*
3.04%

SWNTX

1D
0.19%
1M
-2.70%
YTD
-0.62%
6M
0.90%
1Y
3.60%
3Y*
2.58%
5Y*
0.44%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWALX vs. SWNTX - Expense Ratio Comparison

VWALX has a 0.09% expense ratio, which is lower than SWNTX's 0.48% expense ratio.


Return for Risk

VWALX vs. SWNTX — Risk / Return Rank

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

VWALX
VWALX Risk / Return Rank: 4343
Overall Rank
VWALX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VWALX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VWALX Omega Ratio Rank: 6868
Omega Ratio Rank
VWALX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VWALX Martin Ratio Rank: 2828
Martin Ratio Rank

SWNTX
SWNTX Risk / Return Rank: 5252
Overall Rank
SWNTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SWNTX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SWNTX Omega Ratio Rank: 7878
Omega Ratio Rank
SWNTX Calmar Ratio Rank: 4343
Calmar Ratio Rank
SWNTX Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWALX vs. SWNTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX) 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.


VWALXSWNTXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.02

-0.13

Sortino ratio

Return per unit of downside risk

1.22

1.38

-0.16

Omega ratio

Gain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

0.97

1.08

-0.11

Martin ratio

Return relative to average drawdown

3.02

3.58

-0.55

VWALX vs. SWNTX - Sharpe Ratio Comparison

The current VWALX Sharpe Ratio is 0.89, which is comparable to the SWNTX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of VWALX 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.


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Sharpe Ratios by Period


VWALXSWNTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.02

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.13

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.44

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

1.15

-0.09

Correlation

The correlation between VWALX and SWNTX is 0.87, 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.


Dividends

VWALX vs. SWNTX - Dividend Comparison

VWALX's dividend yield for the trailing twelve months is around 4.15%, more than SWNTX's 3.26% yield.


TTM20252024202320222021202020192018201720162015
VWALX
Vanguard High-Yield Tax-Exempt Fund Admiral Shares
4.15%5.04%4.47%3.59%3.44%3.04%3.40%4.03%3.85%3.77%3.86%3.75%
SWNTX
Schwab Tax-Free Bond Fund™
3.26%3.78%3.20%2.54%1.73%1.62%2.34%2.58%2.41%2.21%3.14%2.71%

Drawdowns

VWALX vs. SWNTX - Drawdown Comparison

The maximum VWALX drawdown since its inception was -17.24%, which is greater than SWNTX's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for VWALX and SWNTX.


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Drawdown Indicators


VWALXSWNTXDifference

Max Drawdown

Largest peak-to-trough decline

-17.24%

-13.26%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.63%

-4.40%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-13.26%

-3.98%

Max Drawdown (10Y)

Largest decline over 10 years

-17.24%

-13.26%

-3.98%

Current Drawdown

Current decline from peak

-2.87%

-2.70%

-0.17%

Average Drawdown

Average peak-to-trough decline

-2.18%

-1.89%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.33%

+0.48%

Volatility

VWALX vs. SWNTX - Volatility Comparison

Vanguard High-Yield Tax-Exempt Fund Admiral Shares (VWALX) has a higher volatility of 1.19% compared to Schwab Tax-Free Bond Fund™ (SWNTX) at 0.94%. This indicates that VWALX'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.


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Volatility by Period


VWALXSWNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.94%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

1.57%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

5.71%

4.43%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.76%

3.45%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

3.56%

+1.06%