Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWGSX (SCHWAB GNMA FUND SCHWAB GNMA FUND) | NA | -2.19% | -0.01% | 1.36% | 2.47% | 3.22% | NA | … | … |
Data as of 12/31/2018, Common starting date is 03/20/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWGSX (SCHWAB GNMA FUND SCHWAB GNMA FUND) | 03/20/2003 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.19 | -0.01 | 1.36 | 2.47 | 3.22 | NA | … | … | -2.39 | 1.24 | 1.16 | 1.27 | 5.69 | -2.72 | 2.22 | 7.72 | 5.30 | 5.73 | 6.04 | 7.93 | 3.80 | 2.69 | 3.40 | -0.13 |
| Sharpe Ratio | NA | -1.52 | -0.32 | 0.35 | 0.77 | NA | NA | … | … | -1.52 | 0.23 | 0.42 | 0.44 | 2.02 | -0.67 | 1.15 | 2.48 | 1.73 | 1.98 | 0.87 | 1.47 | 0.12 | 0.17 | 0.80 | -0.26 |
| Standard Deviation(%) | NA | 2.49 | 2.41 | 2.59 | 2.85 | NA | NA | … | … | 2.49 | 2.51 | 2.24 | 2.83 | 2.81 | 4.12 | 1.89 | 3.10 | 3.02 | 2.85 | 5.78 | 3.27 | 3.12 | 2.59 | 3.02 | 3.21 |
| Draw Down(%) | NA | 2.77 | 3.32 | 3.32 | 5.25 | NA | NA | … | … | 2.77 | 1.60 | 3.06 | 1.87 | 1.19 | 5.25 | 1.28 | 1.47 | 2.70 | 1.57 | 3.35 | 2.21 | 2.40 | 1.89 | 3.08 | 3.52 |
| Yield(%) | 0.00 | 2.11 | 2.35 | 2.46 | 3.06 | 3.52 | 2.64 | … | … | 2.11 | 2.53 | 2.27 | 2.34 | 2.71 | 2.75 | 3.05 | 4.08 | 3.76 | 3.92 | 4.22 | 5.14 | 4.91 | 4.37 | 3.74 | 0.78 |
Data as of 12/31/2018, Common starting date is 03/20/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWGSX (SCHWAB GNMA FUND SCHWAB GNMA FUND) |
-0.03%
Oct 2015 – Oct 2018 |
0.79%
Apr 2013 – Apr 2018 |
2.64%
Nov 2008 – Nov 2018 |
3.22%
Apr 2003 – Apr 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWGSX (SCHWAB GNMA FUND SCHWAB GNMA FUND) |
7.82%
Jul 2007 – Jul 2010 |
6.69%
Aug 2006 – Aug 2011 |
4.60%
May 2004 – May 2014 |
3.51%
Aug 2003 – Aug 2018 |
Annualized Rolling Returns Comparison Chart