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SCHD vs. SWYDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHD vs. SWYDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Dividend Equity ETF (SCHD) and Schwab Target 2025 Index Fund (SWYDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHD achieves a 12.35% return, which is significantly higher than SWYDX's -0.13% return.


SCHD

1D
0.16%
1M
-1.41%
YTD
12.35%
6M
13.59%
1Y
25.56%
3Y*
11.70%
5Y*
8.35%
10Y*
12.30%

SWYDX

1D
0.13%
1M
-1.54%
YTD
-0.13%
6M
1.12%
1Y
15.59%
3Y*
9.80%
5Y*
5.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHD vs. SWYDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHD
Schwab U.S. Dividend Equity ETF
12.35%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%
SWYDX
Schwab Target 2025 Index Fund
-0.13%12.60%8.62%14.47%-14.78%10.24%12.37%18.89%-6.38%14.53%

Correlation

The correlation between SCHD and SWYDX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


SCHD vs. SWYDX - Expense Ratio Comparison

SCHD has a 0.06% expense ratio, which is higher than SWYDX'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%.


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Return for Risk

SCHD vs. SWYDX — Risk / Return Rank

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

SCHD
SCHD Risk / Return Rank: 4040
Overall Rank
SCHD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4444
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3232
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3131
Martin Ratio Rank

SWYDX
SWYDX Risk / Return Rank: 6666
Overall Rank
SWYDX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SWYDX Sortino Ratio Rank: 6767
Sortino Ratio Rank
SWYDX Omega Ratio Rank: 6565
Omega Ratio Rank
SWYDX Calmar Ratio Rank: 6565
Calmar Ratio Rank
SWYDX Martin Ratio Rank: 6969
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.

SCHD vs. SWYDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Dividend Equity ETF (SCHD) and Schwab Target 2025 Index Fund (SWYDX). 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.


SCHDSWYDXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.34

-0.45

Sortino ratio

Return per unit of downside risk

1.34

1.95

-0.61

Omega ratio

Gain probability vs. loss probability

1.19

1.29

-0.10

Calmar ratio

Return relative to maximum drawdown

1.09

1.90

-0.81

Martin ratio

Return relative to average drawdown

3.69

8.28

-4.58

SCHD vs. SWYDX - Sharpe Ratio Comparison

The current SCHD Sharpe Ratio is 0.89, which is lower than the SWYDX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of SCHD and SWYDX, 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


SCHDSWYDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.34

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.56

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.70

+0.14

Drawdowns

SCHD vs. SWYDX - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, which is greater than SWYDX's maximum drawdown of -20.49%. Use the drawdown chart below to compare losses from any high point for SCHD and SWYDX.


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Drawdown Indicators


SCHDSWYDXDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-20.49%

-12.88%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-4.94%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-20.43%

+3.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-3.27%

-2.97%

-0.30%

Average Drawdown

Average peak-to-trough decline

-3.34%

-3.48%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

1.34%

+2.42%

Volatility

SCHD vs. SWYDX - Volatility Comparison

The current volatility for Schwab U.S. Dividend Equity ETF (SCHD) is 2.35%, while Schwab Target 2025 Index Fund (SWYDX) has a volatility of 3.07%. This indicates that SCHD experiences smaller price fluctuations and is considered to be less risky than SWYDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHDSWYDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

3.07%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

4.63%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

8.11%

+7.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

9.17%

+5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.69%

9.86%

+6.83%

Dividends

SCHD vs. SWYDX - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 3.45%, less than SWYDX's 5.37% yield.


TTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF
3.45%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SWYDX
Schwab Target 2025 Index Fund
5.37%5.37%3.41%2.58%2.32%1.92%1.79%1.91%0.00%1.33%0.79%0.00%