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SWCRX vs. FRHMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWCRX vs. FRHMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2020 Fund (SWCRX) and Fidelity Managed Retirement Income Fund Class K6 (FRHMX). The values are adjusted to include any dividend payments, if applicable.

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SWCRX vs. FRHMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SWCRX
Schwab Target 2020 Fund
-2.17%12.23%8.32%12.83%-14.76%7.86%11.47%4.77%
FRHMX
Fidelity Managed Retirement Income Fund Class K6
-0.45%10.02%4.50%8.28%-11.48%2.98%8.79%3.17%

Returns By Period

In the year-to-date period, SWCRX achieves a -2.17% return, which is significantly lower than FRHMX's -0.45% return.


SWCRX

1D
0.16%
1M
-4.82%
YTD
-2.17%
6M
-0.47%
1Y
8.85%
3Y*
8.57%
5Y*
4.14%
10Y*
6.03%

FRHMX

1D
0.27%
1M
-3.16%
YTD
-0.45%
6M
0.86%
1Y
7.28%
3Y*
6.13%
5Y*
2.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWCRX vs. FRHMX - Expense Ratio Comparison

SWCRX has a 0.00% expense ratio, which is lower than FRHMX's 0.25% 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%.


Return for Risk

SWCRX vs. FRHMX — Risk / Return Rank

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

SWCRX
SWCRX Risk / Return Rank: 6969
Overall Rank
SWCRX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SWCRX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SWCRX Omega Ratio Rank: 6666
Omega Ratio Rank
SWCRX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SWCRX Martin Ratio Rank: 7171
Martin Ratio Rank

FRHMX
FRHMX Risk / Return Rank: 8484
Overall Rank
FRHMX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FRHMX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FRHMX Omega Ratio Rank: 8181
Omega Ratio Rank
FRHMX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FRHMX Martin Ratio Rank: 8585
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.

SWCRX vs. FRHMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2020 Fund (SWCRX) and Fidelity Managed Retirement Income Fund Class K6 (FRHMX). 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.


SWCRXFRHMXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.61

-0.42

Sortino ratio

Return per unit of downside risk

1.72

2.24

-0.52

Omega ratio

Gain probability vs. loss probability

1.25

1.32

-0.07

Calmar ratio

Return relative to maximum drawdown

1.56

2.15

-0.59

Martin ratio

Return relative to average drawdown

6.75

8.71

-1.96

SWCRX vs. FRHMX - Sharpe Ratio Comparison

The current SWCRX Sharpe Ratio is 1.20, which is comparable to the FRHMX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SWCRX and FRHMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWCRXFRHMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.61

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.50

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.71

-0.19

Correlation

The correlation between SWCRX and FRHMX is 0.85, 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.


Dividends

SWCRX vs. FRHMX - Dividend Comparison

SWCRX's dividend yield for the trailing twelve months is around 10.59%, more than FRHMX's 3.39% yield.


TTM20252024202320222021202020192018201720162015
SWCRX
Schwab Target 2020 Fund
10.59%10.36%9.04%7.12%6.14%7.58%3.91%5.67%6.04%5.72%5.65%5.69%
FRHMX
Fidelity Managed Retirement Income Fund Class K6
3.39%3.22%3.24%3.02%4.77%3.78%2.61%1.95%0.00%0.00%0.00%0.00%

Drawdowns

SWCRX vs. FRHMX - Drawdown Comparison

The maximum SWCRX drawdown since its inception was -42.19%, which is greater than FRHMX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for SWCRX and FRHMX.


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Drawdown Indicators


SWCRXFRHMXDifference

Max Drawdown

Largest peak-to-trough decline

-42.19%

-15.96%

-26.23%

Max Drawdown (1Y)

Largest decline over 1 year

-5.51%

-3.42%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-15.96%

-9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

Current Drawdown

Current decline from peak

-4.82%

-3.16%

-1.66%

Average Drawdown

Average peak-to-trough decline

-5.85%

-3.58%

-2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

0.85%

+0.42%

Volatility

SWCRX vs. FRHMX - Volatility Comparison

Schwab Target 2020 Fund (SWCRX) has a higher volatility of 2.63% compared to Fidelity Managed Retirement Income Fund Class K6 (FRHMX) at 1.96%. This indicates that SWCRX's price experiences larger fluctuations and is considered to be riskier than FRHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWCRXFRHMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

1.96%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

2.86%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

7.59%

4.59%

+3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.92%

5.22%

+5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.40%

5.14%

+4.26%