SWYMX vs. VO

In the year-to-date period, SWYMX achieves a -1.19% return, which is significantly lower than VO's -0.05% return.

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Both SWYMX and VO have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Index Fund (SWYMX) and Vanguard Mid-Cap ETF (VO). 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.

The current SWYMX Sharpe Ratio is 1.22, which is higher than the VO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of SWYMX and VO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between SWYMX and VO is 0.92, 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.

SWYMX's dividend yield for the trailing twelve months is around 2.03%, more than VO's 1.50% yield.

The maximum SWYMX drawdown since its inception was -30.48%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for SWYMX and VO.

Schwab Target 2050 Index Fund (SWYMX) has a higher volatility of 5.59% compared to Vanguard Mid-Cap ETF (VO) at 4.83%. This indicates that SWYMX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.