PortfoliosLab logoPortfoliosLab logo
ISIN
US80850L6011
Inception Date
Aug 24, 2016
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$297M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

SWYLX Performance Chart

Schwab Target 2020 Index Fund (SWYLX) is up 5.6% since the beginning of the year. SWYLX is currently trading at $15 per share. Investors who bought $1,000 worth of SWYLX shares 5 years ago would now be looking at an investment worth $1,300.


Loading charts...

S&P 500 Index

Returns By Period

Schwab Target 2020 Index Fund (SWYLX) has returned 5.55% so far this year and 14.01% over the past 12 months.


Schwab Target 2020 Index Fund

1D
0.55%
1M
0.97%
YTD
5.55%
6M
5.46%
1Y
14.01%
3Y*
10.53%
5Y*
5.38%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWYLX Monthly Returns History

Based on dividend-adjusted daily data since Aug 30, 2016, SWYLX's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2023 with a return of +6.1%, while the worst month was Sep 2022 at -6.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SWYLX closed higher 51% of trading days. The best single day was Nov 11, 2022 with a return of +3.9%, while the worst single day was Mar 12, 2020 at -6.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.23%1.42%-3.30%4.14%2.09%-0.00%5.55%
20251.68%1.05%-1.79%0.30%2.04%2.59%0.43%1.87%1.77%1.11%0.48%0.12%12.23%
2024-0.08%1.18%1.80%-3.07%2.93%1.31%2.28%1.85%1.46%-2.08%2.71%-2.30%8.03%
20234.87%-2.49%2.47%0.91%-0.99%2.58%1.38%-1.36%-3.16%-1.84%6.14%4.42%13.15%
2022-3.15%-1.59%-0.08%-5.23%0.32%-4.45%4.82%-3.39%-6.35%2.68%4.87%-2.43%-13.79%
2021-0.46%0.39%0.85%2.30%0.67%0.97%1.25%0.87%-2.16%2.36%-0.79%1.62%8.06%

Benchmark Metrics

Schwab Target 2020 Index Fund has an annualized alpha of 1.21%, beta of 0.40, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since August 30, 2016.

  • This fund participated in 53.17% of S&P 500 Index downside but only 44.11% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.40 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
1.21%
Beta
0.40
0.76
Upside Capture
44.11%
Downside Capture
53.17%

Expense Ratio

SWYLX has an expense ratio of 0.04%, which is considered low.


Return for Risk

Risk / Return Rank

SWYLX ranks 70 for risk / return — better than 70% 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.


SWYLX Risk / Return Rank: 7070
Overall Rank
SWYLX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SWYLX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SWYLX Omega Ratio Rank: 7171
Omega Ratio Rank
SWYLX Calmar Ratio Rank: 6565
Calmar Ratio Rank
SWYLX Martin Ratio Rank: 7575
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 Index Fund (SWYLX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SWYLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

2.97

2.78

+0.19

Martin ratioReturn relative to average drawdown

13.25

12.44

+0.81

Dividends

Dividend History

Schwab Target 2020 Index Fund provided a 5.40% dividend yield over the last twelve months, with an annual payout of $0.79 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.802016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.79$0.79$0.63$0.33$0.29$0.33$0.23$0.25$0.24$0.13$0.07

Dividend yield

5.40%5.70%4.82%2.61%2.48%2.44%1.77%2.12%2.29%1.21%0.67%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Target 2020 Index 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$0.79$0.79
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33

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 charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Target 2020 Index 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 Index Fund was 20.63%, occurring on Oct 14, 2022. Recovery took 431 trading sessions.

The current Schwab Target 2020 Index Fund drawdown is 0.20%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-20.63%Oct 2022
9mo 17d1y 8mo
2y 6moDec 2021 - Jul 2024
COVID crash2020
-16.63%Mar 2020
27d2mo 22d
3mo 19dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018
-8.28%Dec 2018
3mo 26d2mo 21d
6mo 17dAug 2018 - Mar 2019
2025 selloff2025
-6.88%Apr 2025
4mo1mo 7d
5mo 7dDec 2024 - May 2025
2018 pullback2018
-5.03%Feb 2018
10d6mo 22d
7mo 2dJan 2018 - Aug 2018

Drawdown Indicators


SWYLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.63%

-56.78%

+36.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.70%

-9.10%

+4.40%

Max Drawdown (3Y)

Largest decline over 3 years

-7.02%

-18.90%

+11.88%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-25.43%

+4.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.20%

-1.80%

+1.60%

Average Drawdown

Average peak-to-trough decline

-3.46%

-10.71%

+7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

2.03%

-0.98%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with SWYLX

Add Schwab Target 2020 Index Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SWYLX