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FCQTX vs. SWPPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FCQTX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2065 Target Date Retirement Fund (FCQTX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.57%
13.26%
FCQTX
SWPPX

Returns By Period

In the year-to-date period, FCQTX achieves a 16.99% return, which is significantly lower than SWPPX's 26.66% return.


FCQTX

YTD

16.99%

1M

0.83%

6M

7.57%

1Y

23.79%

5Y (annualized)

N/A

10Y (annualized)

N/A

SWPPX

YTD

26.66%

1M

3.08%

6M

13.26%

1Y

32.82%

5Y (annualized)

15.76%

10Y (annualized)

13.20%

Key characteristics


FCQTXSWPPX
Sharpe Ratio2.182.67
Sortino Ratio2.993.55
Omega Ratio1.401.50
Calmar Ratio2.683.88
Martin Ratio13.9817.39
Ulcer Index1.72%1.89%
Daily Std Dev11.01%12.30%
Max Drawdown-27.34%-55.06%
Current Drawdown-1.41%-0.46%

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FCQTX vs. SWPPX - Expense Ratio Comparison

FCQTX has a 0.01% expense ratio, which is lower than SWPPX's 0.02% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SWPPX
Schwab S&P 500 Index Fund
Expense ratio chart for SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%
Expense ratio chart for FCQTX: current value at 0.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.01%

Correlation

-0.50.00.51.01.0

The correlation between FCQTX and SWPPX is 0.95, 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.

Risk-Adjusted Performance

FCQTX vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2065 Target Date Retirement Fund (FCQTX) and Schwab S&P 500 Index Fund (SWPPX). 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.


Sharpe ratio
The chart of Sharpe ratio for FCQTX, currently valued at 2.18, compared to the broader market-1.000.001.002.003.004.005.002.182.67
The chart of Sortino ratio for FCQTX, currently valued at 2.99, compared to the broader market0.005.0010.002.993.55
The chart of Omega ratio for FCQTX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.50
The chart of Calmar ratio for FCQTX, currently valued at 2.68, compared to the broader market0.005.0010.0015.0020.002.683.88
The chart of Martin ratio for FCQTX, currently valued at 13.98, compared to the broader market0.0020.0040.0060.0080.00100.0013.9817.39
FCQTX
SWPPX

The current FCQTX Sharpe Ratio is 2.18, which is comparable to the SWPPX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of FCQTX and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.18
2.67
FCQTX
SWPPX

Dividends

FCQTX vs. SWPPX - Dividend Comparison

FCQTX's dividend yield for the trailing twelve months is around 1.12%, which matches SWPPX's 1.13% yield.


TTM20232022202120202019201820172016201520142013
FCQTX
American Funds 2065 Target Date Retirement Fund
1.12%1.31%0.80%0.76%0.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWPPX
Schwab S&P 500 Index Fund
1.13%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%1.67%

Drawdowns

FCQTX vs. SWPPX - Drawdown Comparison

The maximum FCQTX drawdown since its inception was -27.34%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for FCQTX and SWPPX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.41%
-0.46%
FCQTX
SWPPX

Volatility

FCQTX vs. SWPPX - Volatility Comparison

The current volatility for American Funds 2065 Target Date Retirement Fund (FCQTX) is 3.10%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 3.96%. This indicates that FCQTX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.10%
3.96%
FCQTX
SWPPX