ITDF vs. SWYMX

The year-to-date returns for both stocks are quite close, with ITDF having a 4.35% return and SWYMX slightly lower at 4.30%.

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ITDF has a 0.11% expense ratio, which is higher than SWYMX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2050 ETF (ITDF) and Schwab Target 2050 Index Fund (SWYMX). 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.

The current ITDF Sharpe Ratio is 0.65, which is comparable to the SWYMX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of ITDF and SWYMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ITDF's dividend yield for the trailing twelve months is around 1.49%, less than SWYMX's 1.95% yield.

The maximum ITDF drawdown since its inception was -15.67%, smaller than the maximum SWYMX drawdown of -31.80%. Use the drawdown chart below to compare losses from any high point for ITDF and SWYMX. For additional features, visit the drawdowns tool.

Ishares Lifepath Target Date 2050 ETF (ITDF) and Schwab Target 2050 Index Fund (SWYMX) have volatilities of 4.43% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.