PortfoliosLab logoPortfoliosLab logo
Schwab Target 2020 Fund (SWCRX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US8085095581
CUSIP
808509558
Inception Date
Jun 30, 2005
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Target 2020 Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Schwab Target 2020 Fund (SWCRX) has returned -2.17% so far this year and 8.85% over the past 12 months. Over the last ten years, SWCRX has returned 6.03% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Schwab Target 2020 Fund

1D
0.16%
1M
-4.82%
YTD
-2.17%
6M
-0.47%
1Y
8.85%
3Y*
8.57%
5Y*
4.14%
10Y*
6.03%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 1, 2005, SWCRX's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Oct 2011 with a return of +7.5%, while the worst month was Oct 2008 at -13.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SWCRX closed higher 51% of trading days. The best single day was Dec 30, 2021 with a return of +7.6%, while the worst single day was Dec 31, 2021 at -7.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.24%1.53%-4.82%-2.17%
20251.81%0.85%-1.76%0.47%1.94%2.67%0.22%2.00%1.74%1.00%0.57%0.16%12.23%
20240.23%1.33%1.85%-3.03%2.96%1.21%2.10%1.83%1.44%-2.06%2.54%-2.16%8.32%
20234.86%-2.28%2.33%0.79%-0.86%2.52%1.53%-1.36%-3.22%-1.98%6.14%4.16%12.83%
2022-3.31%-1.98%-0.49%-5.26%0.30%-4.65%4.73%-3.33%-6.43%2.62%5.02%-2.28%-14.76%
2021-0.53%0.53%0.73%2.44%0.84%0.83%1.20%1.00%-2.23%2.15%-0.81%1.53%7.86%

Benchmark Metrics

Schwab Target 2020 Fund has an annualized alpha of 1.20%, beta of 0.51, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since July 05, 2005.

  • This fund participated in 62.90% of S&P 500 Index downside but only 56.97% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.51 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.20%
Beta
0.51
0.78
Upside Capture
56.97%
Downside Capture
62.90%

Expense Ratio

SWCRX has an expense ratio of 0.00%, meaning no management fees are charged.


Return for Risk

Risk / Return Rank

SWCRX ranks 67 for risk / return — better than 67% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SWCRX Risk / Return Rank: 6767
Overall Rank
SWCRX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SWCRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
SWCRX Omega Ratio Rank: 6363
Omega Ratio Rank
SWCRX Calmar Ratio Rank: 6666
Calmar Ratio Rank
SWCRX Martin Ratio Rank: 7171
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Schwab Target 2020 Fund (SWCRX) and compare them to a chosen benchmark (S&P 500 Index).


SWCRXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.90

+0.30

Sortino ratio

Return per unit of downside risk

1.72

1.39

+0.33

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.56

1.40

+0.16

Martin ratio

Return relative to average drawdown

6.75

6.61

+0.14

Explore SWCRX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Schwab Target 2020 Fund provided a 10.59% dividend yield over the last twelve months, with an annual payout of $1.34 per share. The fund has been increasing its distributions for 3 consecutive years.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.34$1.34$1.15$0.91$0.74$1.15$0.59$0.80$0.77$0.81$0.75$0.76

Dividend yield

10.59%10.36%9.04%7.12%6.14%7.58%3.91%5.67%6.04%5.72%5.65%5.69%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Target 2020 Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.34$1.34
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.15$1.15
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.91$0.91
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.74$0.74
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.15$1.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Target 2020 Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Schwab Target 2020 Fund was 42.19%, occurring on Mar 9, 2009. Recovery took 535 trading sessions.

The current Schwab Target 2020 Fund drawdown is 4.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.19%Nov 1, 2007339Mar 9, 2009535Apr 20, 2011874
-25.28%Dec 31, 2021199Oct 14, 2022649May 19, 2025848
-16.02%Feb 20, 202023Mar 23, 202076Jul 10, 202099
-13.38%May 2, 2011108Oct 3, 201188Feb 8, 2012196
-9.76%Apr 27, 2015202Feb 11, 2016110Jul 20, 2016312

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...