ITDF vs. SWYMX

Last updated Jun 4, 2026

ITDF (Ishares Lifepath Target Date 2050 ETF) and SWYMX (Schwab Target 2050 Index Fund) are both Target Retirement Date funds. Over the past year, ITDF returned 27.50% vs 27.12% for SWYMX. With a 0.98 correlation, they move nearly in lockstep. ITDF charges 0.11%/yr vs 0.04%/yr for SWYMX.

Performance

ITDF vs. SWYMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2050 ETF (ITDF) and Schwab Target 2050 Index Fund (SWYMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITDF achieves a 11.50% return, which is significantly lower than SWYMX's 12.17% return.

ITDF

• 1D: -0.76%
• 1M: 4.54%
• YTD: 11.50%
• 6M: 12.25%
• 1Y: 27.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SWYMX

• 1D: 0.37%
• 1M: 5.03%
• YTD: 12.17%
• 6M: 12.74%
• 1Y: 27.12%
• 3Y*: 19.17%
• 5Y*: 10.16%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDF vs. SWYMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ITDF Ishares Lifepath Target Date 2050 ETF	11.50%	20.86%	16.15%	12.92%
SWYMX Schwab Target 2050 Index Fund	12.17%	19.42%	14.24%	13.63%

Correlation

The correlation between ITDF and SWYMX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023	0.98

The correlation between ITDF and SWYMX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

ITDF vs. SWYMX - Sectors Allocation Comparison

Sectors	ITDF	SWYMX
Technology	26.4%	26.9%
Financial Services	15.8%	15.2%
Industrials	11.7%	11.3%
Consumer Cyclical	9.2%	8.9%
Healthcare	8.1%	7.8%
Communication Services	8.0%	7.6%
Real Estate	5.2%	7.4%
Consumer Defensive	4.7%	4.6%
Basic Materials	4.2%	3.7%
Energy	4.2%	4.0%
Utilities	2.6%	2.5%

Return for Risk

ITDF vs. SWYMX — Risk / Return Rank

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

ITDF

ITDF Risk / Return Rank: 67
ITDF Sharpe Ratio Rank: 69
ITDF Sortino Ratio Rank: 70
ITDF Omega Ratio Rank: 68
ITDF Calmar Ratio Rank: 59
ITDF Martin Ratio Rank: 70

SWYMX

SWYMX Risk / Return Rank: 69
SWYMX Sharpe Ratio Rank: 71
SWYMX Sortino Ratio Rank: 67
SWYMX Omega Ratio Rank: 63
SWYMX Calmar Ratio Rank: 70
SWYMX Martin Ratio Rank: 76

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.

ITDF vs. SWYMX - Risk-Adjusted Trends Comparison

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.

	ITDF	SWYMX	Difference
Sharpe ratio: Return per unit of total volatility	2.29	2.45	-0.16
Sortino ratio: Return per unit of downside risk	3.22	3.40	-0.18
Omega ratio: Gain probability vs. loss probability	1.42	1.44	-0.03
Calmar ratio: Return relative to maximum drawdown	2.97	3.23	-0.26
Martin ratio: Return relative to average drawdown	13.13	14.39	-1.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITDF vs. SWYMX - Sharpe Ratio Comparison

The current ITDF Sharpe Ratio is 2.29, which is comparable to the SWYMX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of ITDF and SWYMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ITDF	SWYMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	2.45	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.76	0.75	+1.02

Drawdowns

ITDF vs. SWYMX - Drawdown Comparison

The maximum ITDF drawdown since its inception was -15.67%, smaller than the maximum SWYMX drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for ITDF and SWYMX.

Drawdown Indicators

	ITDF	SWYMX	Difference
Max Drawdown Largest peak-to-trough decline	-15.67%	-30.48%	+14.81%
Max Drawdown (1Y) Largest decline over 1 year	-9.32%	-8.55%	-0.77%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.37%	—
Current Drawdown Current decline from peak	-0.76%	0.00%	-0.76%
Average Drawdown Average peak-to-trough decline	-1.51%	-4.51%	+3.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	1.91%	+0.19%

Volatility

ITDF vs. SWYMX - Volatility Comparison

Ishares Lifepath Target Date 2050 ETF (ITDF) has a higher volatility of 3.79% compared to Schwab Target 2050 Index Fund (SWYMX) at 3.39%. This indicates that ITDF's price experiences larger fluctuations and is considered to be riskier than SWYMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITDF	SWYMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	3.39%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	9.67%	8.93%	+0.74%
Volatility (1Y) Calculated over the trailing 1-year period	12.04%	11.26%	+0.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.88%	14.72%	-0.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.88%	15.63%	-1.75%

ITDF vs. SWYMX - Expense Ratio Comparison

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%.

Dividends

ITDF vs. SWYMX - Dividend Comparison

ITDF's dividend yield for the trailing twelve months is around 1.48%, less than SWYMX's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ITDF Ishares Lifepath Target Date 2050 ETF	1.48%	1.65%	1.55%	0.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SWYMX Schwab Target 2050 Index Fund	1.79%	2.00%	2.03%	1.99%	1.96%	1.78%	1.65%	1.96%	2.15%	1.43%	1.22%

Frequently Asked Questions

Can I hold both ITDF and SWYMX in my portfolio?

With a correlation of 0.99, ITDF and SWYMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ITDF or SWYMX?

ITDF has higher volatility (3.79%) compared to SWYMX (3.39%). In terms of maximum drawdown, ITDF dropped -15.67% vs SWYMX's -30.48%.

Which has better risk-adjusted returns?

SWYMX currently has the higher Sharpe Ratio (2.45 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.