PortfoliosLab logoPortfoliosLab logo
SWBRX vs. SWKRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWBRX vs. SWKRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2010 Fund (SWBRX) and Schwab Monthly Income Fund - Enhanced Payout (SWKRX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SWBRX achieves a 3.97% return, which is significantly lower than SWKRX's 6.18% return. Over the past 10 years, SWBRX has outperformed SWKRX with an annualized return of 5.82%, while SWKRX has yielded a comparatively lower 4.62% annualized return.


SWBRX

1D
0.51%
1M
0.80%
YTD
3.97%
6M
3.98%
1Y
11.44%
3Y*
9.22%
5Y*
4.29%
10Y*
5.82%

SWKRX

1D
-0.09%
1M
-0.53%
YTD
6.18%
6M
6.27%
1Y
13.19%
3Y*
9.22%
5Y*
3.89%
10Y*
4.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWBRX vs. SWKRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWBRX
Schwab Target 2010 Fund
3.97%11.25%7.36%11.82%-14.21%6.98%11.19%14.52%-3.45%10.24%
SWKRX
Schwab Monthly Income Fund - Enhanced Payout
6.18%12.14%3.85%8.71%-12.47%5.73%6.11%13.79%-4.20%8.19%

Correlation

The correlation between SWBRX and SWKRX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2008

0.90

The correlation between SWBRX and SWKRX shifts across timeframes, from 0.74 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SWBRX vs. SWKRX — Risk / Return Rank

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

SWBRX
SWBRX Risk / Return Rank: 5959
Overall Rank
SWBRX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SWBRX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SWBRX Omega Ratio Rank: 6262
Omega Ratio Rank
SWBRX Calmar Ratio Rank: 5151
Calmar Ratio Rank
SWBRX Martin Ratio Rank: 6161
Martin Ratio Rank

SWKRX
SWKRX Risk / Return Rank: 6666
Overall Rank
SWKRX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SWKRX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SWKRX Omega Ratio Rank: 6868
Omega Ratio Rank
SWKRX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SWKRX Martin Ratio Rank: 5555
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.

SWBRX vs. SWKRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2010 Fund (SWBRX) and Schwab Monthly Income Fund - Enhanced Payout (SWKRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SWBRXSWKRXDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.40

1.42

-0.02

Calmar ratioReturn relative to maximum drawdown

2.60

2.90

-0.30

Martin ratioReturn relative to average drawdown

11.39

10.53

+0.86

SWBRX vs. SWKRX - Sharpe Ratio Comparison

The current SWBRX Sharpe Ratio is 2.07, which is comparable to the SWKRX Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SWBRX and SWKRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SWBRX vs. SWKRX - Drawdown Comparison

The maximum SWBRX drawdown since its inception was -37.52%, which is greater than SWKRX's maximum drawdown of -20.69%. Use the drawdown chart below to compare losses from any high point for SWBRX and SWKRX.


Loading charts...

Drawdown Indicators


SWBRXSWKRXDifference

Max Drawdown

Largest peak-to-trough decline

-37.52%

-20.69%

-16.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.39%

-4.53%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-6.55%

-8.15%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-22.40%

-20.69%

-1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-22.40%

-20.69%

-1.71%

Current Drawdown

Current decline from peak

-0.14%

-1.19%

+1.05%

Average Drawdown

Average peak-to-trough decline

-5.21%

-3.07%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.24%

-0.24%

Volatility

SWBRX vs. SWKRX - Volatility Comparison

Schwab Target 2010 Fund (SWBRX) has a higher volatility of 2.22% compared to Schwab Monthly Income Fund - Enhanced Payout (SWKRX) at 1.71%. This indicates that SWBRX's price experiences larger fluctuations and is considered to be riskier than SWKRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SWBRXSWKRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

1.71%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

4.52%

4.45%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

5.50%

5.79%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.83%

8.12%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.70%

7.08%

+0.62%

SWBRX vs. SWKRX - Expense Ratio Comparison

SWBRX has a 0.00% expense ratio, which is lower than SWKRX's 0.00% 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%.


Dividends

SWBRX vs. SWKRX - Dividend Comparison

SWBRX's dividend yield for the trailing twelve months is around 7.25%, more than SWKRX's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
SWBRX
Schwab Target 2010 Fund
7.25%7.53%6.88%4.35%4.59%4.86%2.64%4.91%6.25%2.22%1.79%1.86%
SWKRX
Schwab Monthly Income Fund - Enhanced Payout
4.28%4.41%4.73%4.69%7.47%3.93%3.02%4.66%3.10%2.71%4.71%2.27%

Frequently Asked Questions


SWBRX and SWKRX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWBRX has higher volatility (2.22%) compared to SWKRX (1.71%). In terms of maximum drawdown, SWBRX dropped -37.52% vs SWKRX's -20.69%.

SWKRX currently has the higher Sharpe Ratio (2.27 vs 2.07), 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.

Portfolio Optimizer

Find the right allocation for SWBRX and SWKRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer