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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
Assets Under Management
$281M

Share Price Chart


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Performance

SWCRX Performance Chart

Schwab Target 2020 Fund (SWCRX) is up 5.0% since the beginning of the year. SWCRX is currently trading at $14 per share. Investors who bought $1,000 worth of SWCRX shares 5 years ago would now be looking at an investment worth $1,273.


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S&P 500 Index

Returns By Period

Schwab Target 2020 Fund (SWCRX) has returned 4.95% so far this year and 13.76% over the past 12 months. Over the last ten years, SWCRX has returned 6.63% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Schwab Target 2020 Fund

1D
0.15%
1M
2.26%
YTD
4.95%
6M
5.20%
1Y
13.76%
3Y*
10.79%
5Y*
4.95%
10Y*
6.63%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWCRX Monthly Returns History

Based on dividend-adjusted daily data since Jul 1, 2005, SWCRX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 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%-3.61%3.91%1.80%0.15%4.95%
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 1.08%, 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 62.96% of S&P 500 Index downside but only 56.19% 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
1.08%
Beta
0.51
0.78
Upside Capture
56.19%
Downside Capture
62.96%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SWCRX ranks 61 for risk / return — better than 61% 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: 6161
Overall Rank
SWCRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SWCRX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SWCRX Omega Ratio Rank: 6363
Omega Ratio Rank
SWCRX Calmar Ratio Rank: 5454
Calmar Ratio Rank
SWCRX Martin Ratio Rank: 6363
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 S&P 500 Index.


SWCRXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.31

2.24

+0.07

Sortino ratio

Return per unit of downside risk

3.36

3.07

+0.29

Omega ratio

Gain probability vs. loss probability

1.44

1.41

+0.04

Calmar ratio

Return relative to maximum drawdown

2.80

2.93

-0.13

Martin ratio

Return relative to average drawdown

12.41

13.52

-1.11

Dividends

Dividend History

Schwab Target 2020 Fund provided a 9.87% 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

9.87%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$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.


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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.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-42.19%Mar 2009
1y 4mo2y 1mo
3y 5moNov 2007 - Apr 2011
Bear market2022
-25.28%Oct 2022
9mo 17d2y 7mo
3y 4moDec 2021 - May 2025
COVID crash2020
-16.02%Mar 2020
1mo 2d3mo 19d
4mo 21dFeb 2020 - Jul 2020
2011 correction2011
-13.38%Oct 2011
5mo 4d4mo 8d
9mo 12dMay 2011 - Feb 2012
2016 pullback2016
-9.76%Feb 2016
9mo 20d5mo 10d
1y 2moApr 2015 - Jul 2016

Drawdown Indicators


SWCRXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.19%

-56.78%

+14.59%

Max Drawdown (1Y)

Largest decline over 1 year

-4.97%

-9.10%

+4.13%

Max Drawdown (3Y)

Largest decline over 3 years

-8.01%

-18.90%

+10.89%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-25.43%

+0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

-33.92%

+8.64%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-5.81%

-10.72%

+4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

1.97%

-0.85%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SWCRX

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