SWNRX vs. FFFHX
Compare and contrast key facts about Schwab Target 2050 Fund (SWNRX) and Fidelity Freedom 2050 Fund (FFFHX).
SWNRX is managed by Charles Schwab. It was launched on Jan 22, 2013. FFFHX is managed by Fidelity. It was launched on Jun 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWNRX or FFFHX.
Performance
SWNRX vs. FFFHX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SWNRX having a 16.35% return and FFFHX slightly higher at 16.53%. Over the past 10 years, SWNRX has outperformed FFFHX with an annualized return of 8.27%, while FFFHX has yielded a comparatively lower 4.73% annualized return.
SWNRX
16.35%
1.48%
8.41%
23.51%
9.75%
8.27%
FFFHX
16.53%
0.85%
6.27%
23.46%
5.26%
4.73%
Key characteristics
| SWNRX | FFFHX | |
|---|---|---|
| Sharpe Ratio | 2.11 | 2.07 |
| Sortino Ratio | 2.80 | 2.88 |
| Omega Ratio | 1.42 | 1.37 |
| Calmar Ratio | 2.55 | 1.13 |
| Martin Ratio | 13.81 | 12.84 |
| Ulcer Index | 1.70% | 1.83% |
| Daily Std Dev | 11.16% | 11.35% |
| Max Drawdown | -32.87% | -55.81% |
| Current Drawdown | -0.95% | -2.32% |
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SWNRX vs. FFFHX - Expense Ratio Comparison
SWNRX has a 0.00% expense ratio, which is lower than FFFHX's 0.75% expense ratio.
Correlation
The correlation between SWNRX and FFFHX 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
SWNRX vs. FFFHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Fund (SWNRX) and Fidelity Freedom 2050 Fund (FFFHX). 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.
Dividends
SWNRX vs. FFFHX - Dividend Comparison
SWNRX's dividend yield for the trailing twelve months is around 1.62%, more than FFFHX's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWNRX Schwab Target 2050 Fund | 1.62% | 1.89% | 1.76% | 2.99% | 1.07% | 1.94% | 2.62% | 2.58% | 1.49% | 1.95% | 2.38% | 1.51% |
FFFHX Fidelity Freedom 2050 Fund | 1.09% | 1.27% | 2.12% | 2.26% | 1.04% | 1.49% | 1.64% | 1.11% | 1.42% | 4.26% | 11.75% | 7.62% |
Drawdowns
SWNRX vs. FFFHX - Drawdown Comparison
The maximum SWNRX drawdown since its inception was -32.87%, smaller than the maximum FFFHX drawdown of -55.81%. Use the drawdown chart below to compare losses from any high point for SWNRX and FFFHX. For additional features, visit the drawdowns tool.
Volatility
SWNRX vs. FFFHX - Volatility Comparison
The current volatility for Schwab Target 2050 Fund (SWNRX) is 2.80%, while Fidelity Freedom 2050 Fund (FFFHX) has a volatility of 3.13%. This indicates that SWNRX experiences smaller price fluctuations and is considered to be less risky than FFFHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.