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SWDRX vs. VTHRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWDRX and VTHRX is 0.98, 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.


-0.50.00.51.01.0

Performance

SWDRX vs. VTHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2030 Fund (SWDRX) and Vanguard Target Retirement 2030 Fund (VTHRX). The values are adjusted to include any dividend payments, if applicable.

-2.00%-1.00%0.00%1.00%2.00%3.00%SeptemberOctoberNovemberDecember2025February
3.29%
1.96%
SWDRX
VTHRX

Key characteristics

Sharpe Ratio

SWDRX:

1.65

VTHRX:

1.45

Sortino Ratio

SWDRX:

2.31

VTHRX:

2.03

Omega Ratio

SWDRX:

1.30

VTHRX:

1.26

Calmar Ratio

SWDRX:

0.99

VTHRX:

0.70

Martin Ratio

SWDRX:

8.66

VTHRX:

7.18

Ulcer Index

SWDRX:

1.51%

VTHRX:

1.60%

Daily Std Dev

SWDRX:

7.95%

VTHRX:

7.94%

Max Drawdown

SWDRX:

-45.80%

VTHRX:

-49.57%

Current Drawdown

SWDRX:

-1.33%

VTHRX:

-6.38%

Returns By Period

In the year-to-date period, SWDRX achieves a 3.54% return, which is significantly higher than VTHRX's 2.72% return. Over the past 10 years, SWDRX has underperformed VTHRX with an annualized return of 3.06%, while VTHRX has yielded a comparatively higher 4.87% annualized return.


SWDRX

YTD

3.54%

1M

0.97%

6M

3.29%

1Y

11.77%

5Y*

4.62%

10Y*

3.06%

VTHRX

YTD

2.72%

1M

0.49%

6M

1.96%

1Y

10.20%

5Y*

3.59%

10Y*

4.87%

*Annualized

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SWDRX vs. VTHRX - Expense Ratio Comparison

SWDRX has a 0.00% expense ratio, which is lower than VTHRX's 0.08% 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%.


Expense ratio chart for VTHRX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for SWDRX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

SWDRX vs. VTHRX — Risk-Adjusted Performance Rank

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

SWDRX
The Risk-Adjusted Performance Rank of SWDRX is 7979
Overall Rank
The Sharpe Ratio Rank of SWDRX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SWDRX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SWDRX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SWDRX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SWDRX is 8585
Martin Ratio Rank

VTHRX
The Risk-Adjusted Performance Rank of VTHRX is 7171
Overall Rank
The Sharpe Ratio Rank of VTHRX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VTHRX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VTHRX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VTHRX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VTHRX is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWDRX vs. VTHRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2030 Fund (SWDRX) and Vanguard Target Retirement 2030 Fund (VTHRX). 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.


The chart of Sharpe ratio for SWDRX, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.001.651.45
The chart of Sortino ratio for SWDRX, currently valued at 2.31, compared to the broader market0.002.004.006.008.0010.0012.002.312.03
The chart of Omega ratio for SWDRX, currently valued at 1.30, compared to the broader market1.002.003.004.001.301.26
The chart of Calmar ratio for SWDRX, currently valued at 0.99, compared to the broader market0.005.0010.0015.0020.000.990.70
The chart of Martin ratio for SWDRX, currently valued at 8.66, compared to the broader market0.0020.0040.0060.0080.008.667.18
SWDRX
VTHRX

The current SWDRX Sharpe Ratio is 1.65, which is comparable to the VTHRX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of SWDRX and VTHRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.65
1.45
SWDRX
VTHRX

Dividends

SWDRX vs. VTHRX - Dividend Comparison

SWDRX's dividend yield for the trailing twelve months is around 2.61%, less than VTHRX's 2.66% yield.


TTM20242023202220212020201920182017201620152014
SWDRX
Schwab Target 2030 Fund
2.61%2.70%2.37%2.08%2.54%1.60%2.40%2.70%2.46%1.72%2.16%2.34%
VTHRX
Vanguard Target Retirement 2030 Fund
2.66%2.73%2.59%2.05%2.14%1.63%2.38%2.49%1.99%1.97%2.15%1.92%

Drawdowns

SWDRX vs. VTHRX - Drawdown Comparison

The maximum SWDRX drawdown since its inception was -45.80%, smaller than the maximum VTHRX drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for SWDRX and VTHRX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%SeptemberOctoberNovemberDecember2025February
-1.33%
-6.38%
SWDRX
VTHRX

Volatility

SWDRX vs. VTHRX - Volatility Comparison

The current volatility for Schwab Target 2030 Fund (SWDRX) is 1.76%, while Vanguard Target Retirement 2030 Fund (VTHRX) has a volatility of 1.96%. This indicates that SWDRX experiences smaller price fluctuations and is considered to be less risky than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%SeptemberOctoberNovemberDecember2025February
1.76%
1.96%
SWDRX
VTHRX