WHOSX vs. SWPPX
Compare and contrast key facts about Wasatch-Hoisington U.S. Treasury Fund (WHOSX) and Schwab S&P 500 Index Fund (SWPPX).
WHOSX is managed by Wasatch. It was launched on Dec 7, 1986. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
WHOSX vs. SWPPX - Performance Comparison
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WHOSX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WHOSX Wasatch-Hoisington U.S. Treasury Fund | -1.67% | 2.34% | -10.95% | 1.39% | -34.13% | -4.94% | 20.05% | 17.15% | -3.84% | 10.46% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, WHOSX achieves a -1.67% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, WHOSX has underperformed SWPPX with an annualized return of -2.42%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
WHOSX
- 1D
- 0.40%
- 1M
- -6.28%
- YTD
- -1.67%
- 6M
- -2.86%
- 1Y
- -3.26%
- 3Y*
- -5.07%
- 5Y*
- -7.29%
- 10Y*
- -2.42%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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WHOSX vs. SWPPX - Expense Ratio Comparison
WHOSX has a 0.67% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
WHOSX vs. SWPPX — Risk / Return Rank
WHOSX
SWPPX
WHOSX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch-Hoisington U.S. Treasury Fund (WHOSX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| WHOSX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.20 | 0.84 | -1.03 |
Sortino ratioReturn per unit of downside risk | -0.17 | 1.30 | -1.47 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.20 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.06 | -1.12 |
Martin ratioReturn relative to average drawdown | -0.12 | 5.14 | -5.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WHOSX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 0.84 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 0.68 | -1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.76 | -0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.48 | -0.19 |
Correlation
The correlation between WHOSX and SWPPX is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
WHOSX vs. SWPPX - Dividend Comparison
WHOSX's dividend yield for the trailing twelve months is around 3.17%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WHOSX Wasatch-Hoisington U.S. Treasury Fund | 3.17% | 4.05% | 3.80% | 2.90% | 2.45% | 1.31% | 7.99% | 1.83% | 2.22% | 1.96% | 10.89% | 7.33% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
WHOSX vs. SWPPX - Drawdown Comparison
The maximum WHOSX drawdown since its inception was -53.95%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for WHOSX and SWPPX.
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Drawdown Indicators
| WHOSX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.95% | -55.06% | +1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -12.10% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -47.93% | -24.51% | -23.42% |
Max Drawdown (10Y)Largest decline over 10 years | -53.95% | -33.80% | -20.15% |
Current DrawdownCurrent decline from peak | -49.60% | -8.89% | -40.71% |
Average DrawdownAverage peak-to-trough decline | -11.28% | -10.00% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 2.49% | +4.04% |
Volatility
WHOSX vs. SWPPX - Volatility Comparison
Wasatch-Hoisington U.S. Treasury Fund (WHOSX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 4.18% and 4.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WHOSX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 4.29% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 9.11% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 18.14% | -3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 16.89% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 18.19% | -0.87% |