LIWPX vs. SWPPX
Compare and contrast key facts about BlackRock LifePath Index 2065 Fund (LIWPX) and Schwab S&P 500 Index Fund (SWPPX).
LIWPX is managed by Blackrock. It was launched on Oct 29, 2019. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LIWPX or SWPPX.
Performance
LIWPX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, LIWPX achieves a 18.39% return, which is significantly lower than SWPPX's 26.66% return.
LIWPX
18.39%
1.75%
9.17%
25.48%
10.68%
N/A
SWPPX
26.66%
3.08%
13.26%
32.82%
15.76%
13.20%
Key characteristics
| LIWPX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.67 |
| Sortino Ratio | 3.13 | 3.55 |
| Omega Ratio | 1.43 | 1.50 |
| Calmar Ratio | 3.23 | 3.88 |
| Martin Ratio | 14.16 | 17.39 |
| Ulcer Index | 1.80% | 1.89% |
| Daily Std Dev | 11.31% | 12.30% |
| Max Drawdown | -33.12% | -55.06% |
| Current Drawdown | -0.82% | -0.46% |
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LIWPX vs. SWPPX - Expense Ratio Comparison
LIWPX has a 0.35% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between LIWPX and SWPPX is 0.89, 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
LIWPX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index 2065 Fund (LIWPX) 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.
Dividends
LIWPX vs. SWPPX - Dividend Comparison
LIWPX's dividend yield for the trailing twelve months is around 0.67%, less than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIWPX BlackRock LifePath Index 2065 Fund | 0.67% | 1.76% | 1.50% | 1.59% | 1.13% | 0.83% | 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
LIWPX vs. SWPPX - Drawdown Comparison
The maximum LIWPX drawdown since its inception was -33.12%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for LIWPX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
LIWPX vs. SWPPX - Volatility Comparison
The current volatility for BlackRock LifePath Index 2065 Fund (LIWPX) is 3.11%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 3.96%. This indicates that LIWPX 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.