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FXAIX vs. SWYLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXAIX vs. SWYLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity 500 Index Fund (FXAIX) and Schwab Target 2020 Index Fund (SWYLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXAIX achieves a -3.53% return, which is significantly lower than SWYLX's -0.14% return.


FXAIX

1D
0.12%
1M
-3.52%
YTD
-3.53%
6M
-1.39%
1Y
31.33%
3Y*
18.49%
5Y*
11.97%
10Y*
14.21%

SWYLX

1D
0.14%
1M
-1.49%
YTD
-0.14%
6M
1.15%
1Y
14.97%
3Y*
9.22%
5Y*
4.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXAIX vs. SWYLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXAIX
Fidelity 500 Index Fund
-3.53%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%
SWYLX
Schwab Target 2020 Index Fund
-0.14%12.23%8.03%13.15%-13.79%8.06%11.04%16.21%-3.08%12.11%

Correlation

The correlation between FXAIX and SWYLX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


FXAIX vs. SWYLX - Expense Ratio Comparison

FXAIX has a 0.02% expense ratio, which is lower than SWYLX's 0.04% 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%.


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Return for Risk

FXAIX vs. SWYLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 4444
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5757
Martin Ratio Rank

SWYLX
SWYLX Risk / Return Rank: 6767
Overall Rank
SWYLX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SWYLX Sortino Ratio Rank: 6666
Sortino Ratio Rank
SWYLX Omega Ratio Rank: 6565
Omega Ratio Rank
SWYLX Calmar Ratio Rank: 6666
Calmar Ratio Rank
SWYLX Martin Ratio Rank: 7070
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.

FXAIX vs. SWYLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity 500 Index Fund (FXAIX) and Schwab Target 2020 Index Fund (SWYLX). 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.


FXAIXSWYLXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.35

-0.39

Sortino ratio

Return per unit of downside risk

1.47

1.94

-0.47

Omega ratio

Gain probability vs. loss probability

1.22

1.29

-0.06

Calmar ratio

Return relative to maximum drawdown

1.51

1.92

-0.41

Martin ratio

Return relative to average drawdown

7.11

8.38

-1.26

FXAIX vs. SWYLX - Sharpe Ratio Comparison

The current FXAIX Sharpe Ratio is 0.96, which is comparable to the SWYLX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FXAIX and SWYLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FXAIXSWYLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.35

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.56

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.76

+0.01

Drawdowns

FXAIX vs. SWYLX - Drawdown Comparison

The maximum FXAIX drawdown since its inception was -33.79%, which is greater than SWYLX's maximum drawdown of -20.63%. Use the drawdown chart below to compare losses from any high point for FXAIX and SWYLX.


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Drawdown Indicators


FXAIXSWYLXDifference

Max Drawdown

Largest peak-to-trough decline

-33.79%

-20.63%

-13.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-4.70%

-4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-20.63%

-3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-5.44%

-2.81%

-2.63%

Average Drawdown

Average peak-to-trough decline

-3.83%

-3.53%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

1.28%

+1.29%

Volatility

FXAIX vs. SWYLX - Volatility Comparison

Fidelity 500 Index Fund (FXAIX) has a higher volatility of 5.29% compared to Schwab Target 2020 Index Fund (SWYLX) at 2.99%. This indicates that FXAIX's price experiences larger fluctuations and is considered to be riskier than SWYLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXAIXSWYLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

2.99%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

4.48%

+5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

7.78%

+10.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

8.40%

+8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

8.27%

+9.78%

Dividends

FXAIX vs. SWYLX - Dividend Comparison

FXAIX's dividend yield for the trailing twelve months is around 1.15%, less than SWYLX's 5.71% yield.


TTM20252024202320222021202020192018201720162015
FXAIX
Fidelity 500 Index Fund
0.89%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%
SWYLX
Schwab Target 2020 Index Fund
5.71%5.70%4.82%2.61%2.48%2.44%1.77%2.12%2.29%1.21%0.67%0.00%