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Schwab Target 2015 Fund (SWGRX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS8085092695
CUSIP808509269
IssuerCharles Schwab
Inception DateMar 11, 2008
CategoryTarget Retirement Date
Min. Investment$0
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SWGRX has an expense ratio of 0.00%, indicating no management fees are charged.


Expense ratio chart for SWGRX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: SWGRX vs. SPY, SWGRX vs. SWCRX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Target 2015 Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctober
8.11%
15.85%
SWGRX (Schwab Target 2015 Fund)
Benchmark (^GSPC)

Returns By Period

Schwab Target 2015 Fund had a return of 8.32% year-to-date (YTD) and 19.44% in the last 12 months. Over the past 10 years, Schwab Target 2015 Fund had an annualized return of 4.88%, while the S&P 500 had an annualized return of 11.18%, indicating that Schwab Target 2015 Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.32%21.88%
1 month-1.36%0.89%
6 months8.12%15.85%
1 year19.44%38.63%
5 years (annualized)5.02%13.69%
10 years (annualized)4.88%11.18%

Monthly Returns

The table below presents the monthly returns of SWGRX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.19%1.21%1.75%-2.90%2.24%1.73%2.15%1.58%1.56%8.32%
20234.76%-2.27%2.32%0.85%-0.94%2.37%1.48%-1.37%-3.05%-1.91%5.93%4.10%12.46%
2022-3.26%-1.89%-0.59%-5.14%0.27%-4.52%4.64%-3.28%-6.23%2.44%4.87%-2.20%-14.56%
2021-0.48%0.40%0.72%2.30%0.78%0.92%1.14%0.91%-2.09%2.06%-0.75%1.42%7.50%
20200.51%-2.12%-6.33%5.65%2.45%1.54%2.78%2.21%-1.20%-1.14%5.17%1.98%11.47%
20193.91%1.25%1.33%1.57%-1.63%3.15%0.34%0.34%0.42%1.17%1.16%1.20%15.05%
20181.62%-2.10%-0.17%-0.09%0.86%-0.17%1.11%0.84%-0.42%-3.53%0.78%-2.46%-3.79%
20171.25%1.59%0.35%1.12%0.94%0.25%1.18%0.59%0.66%0.74%0.90%0.69%10.76%
2016-2.03%-0.09%3.25%0.35%0.61%0.52%2.07%0.08%0.34%-1.43%-0.17%0.78%4.26%
20150.08%1.90%-0.16%0.41%0.32%-1.13%0.98%-2.83%-1.08%2.95%0.00%-1.01%0.30%
2014-0.98%2.47%-0.24%0.16%1.53%1.11%-1.18%1.98%-1.79%1.51%1.01%-0.36%5.25%
20132.16%0.62%1.49%1.30%-0.26%-1.71%2.87%-1.61%2.75%2.17%0.98%0.91%12.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SWGRX is 74, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SWGRX is 7474
Combined Rank
The Sharpe Ratio Rank of SWGRX is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of SWGRX is 8181Sortino Ratio Rank
The Omega Ratio Rank of SWGRX is 8282Omega Ratio Rank
The Calmar Ratio Rank of SWGRX is 4848Calmar Ratio Rank
The Martin Ratio Rank of SWGRX is 8181Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab Target 2015 Fund (SWGRX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SWGRX
Sharpe ratio
The chart of Sharpe ratio for SWGRX, currently valued at 3.12, compared to the broader market-2.000.002.004.003.12
Sortino ratio
The chart of Sortino ratio for SWGRX, currently valued at 4.74, compared to the broader market0.005.0010.004.74
Omega ratio
The chart of Omega ratio for SWGRX, currently valued at 1.67, compared to the broader market1.002.003.004.001.67
Calmar ratio
The chart of Calmar ratio for SWGRX, currently valued at 1.47, compared to the broader market0.005.0010.0015.0020.001.47
Martin ratio
The chart of Martin ratio for SWGRX, currently valued at 21.02, compared to the broader market0.0020.0040.0060.0080.0021.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.27, compared to the broader market-2.000.002.004.003.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.32, compared to the broader market0.005.0010.004.32
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.15, compared to the broader market0.005.0010.0015.0020.003.15
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 21.07, compared to the broader market0.0020.0040.0060.0080.0021.07

Sharpe Ratio

The current Schwab Target 2015 Fund Sharpe ratio is 3.12. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab Target 2015 Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctober
3.12
3.27
SWGRX (Schwab Target 2015 Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Target 2015 Fund provided a 5.60% dividend yield over the last twelve months, with an annual payout of $0.65 per share.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.65$0.65$0.65$0.87$0.55$0.64$0.55$0.67$0.59$0.80$0.83$0.20

Dividend yield

5.60%6.06%6.48%6.90%4.41%5.44%5.15%5.67%5.27%7.08%6.86%1.65%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Target 2015 Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87$0.87
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.67$0.67
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80$0.80
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.83$0.83
2013$0.20$0.20

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober
-1.45%
-0.87%
SWGRX (Schwab Target 2015 Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Target 2015 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 2015 Fund was 34.83%, occurring on Mar 9, 2009. Recovery took 407 trading sessions.

The current Schwab Target 2015 Fund drawdown is 1.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.83%May 20, 2008201Mar 9, 2009407Oct 18, 2010608
-19.72%Nov 10, 2021234Oct 14, 2022430Jul 3, 2024664
-15.18%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-10.85%Jul 8, 201161Oct 3, 201185Feb 3, 2012146
-7.56%Jan 29, 2018228Dec 21, 201860Mar 21, 2019288

Volatility

Volatility Chart

The current Schwab Target 2015 Fund volatility is 1.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctober
1.24%
2.54%
SWGRX (Schwab Target 2015 Fund)
Benchmark (^GSPC)