Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/06/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCHW (The Charles Schwab Corporation) | 12.29% | 9.29% | 8.68% | 20.79% | 11.71% | 12.07% | 12.35% | 10.45% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCHW (The Charles Schwab Corporation) | 09/22/1987 | 05/06/2025 |
The return data shown below all have the same latest date: 05/06/2025.
AR inception is since 09/22/1987.
AR inception is since 09/22/1987.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.93 | 9.29 | 8.68 | 20.79 | 11.71 | 12.07 | 12.35 | 10.45 | 12.29 | 9.17 | -15.97 | 0.11 | 60.23 | 13.57 | 16.38 | -18.23 | 31.15 | 21.26 | 10.16 | 17.18 | 83.30 | 29.88 | -33.13 | -7.77 | 18.07 | -36.02 | 33.40 | 32.90 | 23.56 | 1.77 | 9.66 | -29.55 | -45.35 | -25.70 | 36.15 | 33.98 | 31.05 | 59.01 | 73.12 | 7.72 | 23.92 | -13.99 | 167.03 | -18.02 | 105.56 | 12.50 | -63.64 |
| Sharpe Ratio | NA | 0.18 | 0.12 | 0.48 | 0.30 | NA | NA | 0.18 | 1.17 | 0.10 | -0.48 | -0.04 | 1.99 | 0.25 | 0.51 | -0.70 | 1.36 | 0.61 | 0.34 | 0.64 | 3.26 | 1.15 | -0.84 | -0.28 | 0.32 | -0.50 | 0.96 | 1.00 | 0.83 | 0.03 | 0.19 | -0.50 | -0.71 | -0.37 | 0.42 | 0.44 | 0.51 | 1.35 | 1.44 | 0.12 | 0.38 | -0.35 | 2.99 | -0.58 | 2.58 | 0.23 | -1.26 |
| Standard Deviation(%) | NA | 30.75 | 34.36 | 35.01 | 34.39 | NA | NA | 45.99 | 34.23 | 25.86 | 42.46 | 36.40 | 30.33 | 52.87 | 29.48 | 27.88 | 22.59 | 34.35 | 29.55 | 26.81 | 25.58 | 26.20 | 39.55 | 28.15 | 55.41 | 73.11 | 31.72 | 29.64 | 25.76 | 31.17 | 46.82 | 61.70 | 67.62 | 80.22 | 78.08 | 70.14 | 54.26 | 40.79 | 48.24 | 38.88 | 57.93 | 46.94 | 54.24 | 40.27 | 38.75 | 34.60 | 80.61 |
| Draw Down(%) | NA | 21.44 | 44.50 | 49.70 | 50.95 | NA | NA | 91.20 | 17.16 | 21.44 | 44.50 | 36.88 | 15.78 | 41.76 | 25.95 | 35.31 | 13.78 | 32.35 | 22.98 | 18.23 | 10.49 | 22.73 | 44.02 | 35.36 | 31.50 | 43.68 | 20.93 | 22.71 | 17.32 | 39.49 | 46.95 | 59.74 | 72.76 | 59.86 | 63.12 | 31.26 | 36.01 | 19.91 | 41.38 | 28.09 | 39.87 | 54.03 | 41.12 | 39.86 | 25.00 | 31.58 | 65.44 |
| Yield(%) | 0.00 | 1.33 | 1.44 | 2.53 | 2.15 | 2.88 | 4.27 | 68.11 | 0.37 | 1.45 | 1.22 | 0.98 | 1.36 | 1.49 | 1.64 | 1.15 | 0.80 | 1.06 | 0.99 | 0.93 | 1.59 | 2.05 | 1.37 | 1.21 | 1.48 | 0.90 | 1.01 | 0.90 | 0.76 | 0.63 | 0.44 | 0.28 | 0.17 | 0.20 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCHW (The Charles Schwab Corporation) |
-49.62%
Mar 2000 - Mar 2003 |
-29.09%
Jun 1999 - Jun 2004 |
-10.15%
Mar 1999 - Mar 2009 |
-3.93%
May 1999 - May 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCHW (The Charles Schwab Corporation) |
74.03%
Jul 1994 - Jul 1997 |
67.57%
Jun 1994 - Jun 1999 |
41.65%
Apr 1989 - Apr 1999 |
17.32%
Oct 1988 - Oct 2003 |
Annualized Rolling Returns Comparison Chart