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SWDRX vs. VTHRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, SWDRX achieves a 6.39% return, which is significantly lower than VTHRX's 7.77% return. Both investments have delivered pretty close results over the past 10 years, with SWDRX having a 8.65% annualized return and VTHRX not far ahead at 8.94%.


SWDRX

1D
0.72%
1M
0.89%
YTD
6.39%
6M
6.28%
1Y
16.83%
3Y*
12.70%
5Y*
6.57%
10Y*
8.65%

VTHRX

1D
0.80%
1M
1.42%
YTD
7.77%
6M
7.76%
1Y
19.21%
3Y*
13.67%
5Y*
7.12%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWDRX vs. VTHRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWDRX
Schwab Target 2030 Fund
6.39%14.87%10.52%16.38%-17.00%12.52%13.49%20.41%-7.20%17.55%
VTHRX
Vanguard Target Retirement 2030 Fund
7.77%16.25%10.43%16.24%-16.28%11.37%14.11%21.08%-5.85%15.24%

Correlation

The correlation between SWDRX and VTHRX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.97

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2006

0.98

The correlation between SWDRX and VTHRX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

SWDRX vs. VTHRX — Risk / Return Rank

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

SWDRX
SWDRX Risk / Return Rank: 5757
Overall Rank
SWDRX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SWDRX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SWDRX Omega Ratio Rank: 5757
Omega Ratio Rank
SWDRX Calmar Ratio Rank: 5353
Calmar Ratio Rank
SWDRX Martin Ratio Rank: 6262
Martin Ratio Rank

VTHRX
VTHRX Risk / Return Rank: 6767
Overall Rank
VTHRX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTHRX Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTHRX Omega Ratio Rank: 6868
Omega Ratio Rank
VTHRX Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTHRX 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.

SWDRX vs. VTHRX - Risk-Adjusted Trends 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.

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.


SWDRXVTHRXDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.38

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

2.66

2.89

-0.23

Martin ratioReturn relative to average drawdown

11.51

12.44

-0.93

SWDRX vs. VTHRX - Sharpe Ratio Comparison

The current SWDRX Sharpe Ratio is 2.05, which is comparable to the VTHRX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SWDRX and VTHRX, 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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Drawdowns

SWDRX vs. VTHRX - Drawdown Comparison

The maximum SWDRX drawdown since its inception was -45.34%, 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.


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Drawdown Indicators


SWDRXVTHRXDifference

Max Drawdown

Largest peak-to-trough decline

-45.34%

-49.57%

+4.23%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-6.56%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-9.64%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

-22.75%

-5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-28.17%

-24.86%

-3.31%

Current Drawdown

Current decline from peak

-0.27%

-0.26%

-0.01%

Average Drawdown

Average peak-to-trough decline

-6.47%

-6.17%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.52%

-0.07%

Volatility

SWDRX vs. VTHRX - Volatility Comparison

The current volatility for Schwab Target 2030 Fund (SWDRX) is 3.15%, while Vanguard Target Retirement 2030 Fund (VTHRX) has a volatility of 3.47%. 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.


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Volatility by Period


SWDRXVTHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

3.47%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

7.17%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

8.16%

8.56%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.64%

10.44%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.29%

11.29%

+1.00%

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%.


Dividends

SWDRX vs. VTHRX - Dividend Comparison

SWDRX's dividend yield for the trailing twelve months is around 7.81%, more than VTHRX's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
SWDRX
Schwab Target 2030 Fund
7.81%8.31%6.37%4.28%6.77%6.92%3.23%6.60%7.03%4.86%5.87%9.35%
VTHRX
Vanguard Target Retirement 2030 Fund
3.74%4.03%3.63%2.59%2.53%17.56%2.56%2.38%2.71%0.06%2.38%3.72%

Frequently Asked Questions


With a correlation of 0.99, SWDRX and VTHRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VTHRX has higher volatility (3.47%) compared to SWDRX (3.15%). In terms of maximum drawdown, SWDRX dropped -45.34% vs VTHRX's -49.57%.

VTHRX currently has the higher Sharpe Ratio (2.22 vs 2.05), 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 SWDRX and VTHRX

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

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