SWDRX vs. VTHRX
Compare and contrast key facts about Schwab Target 2030 Fund (SWDRX) and Vanguard Target Retirement 2030 Fund (VTHRX).
SWDRX is managed by Charles Schwab. It was launched on Jun 30, 2005. VTHRX is managed by Vanguard. It was launched on Jun 7, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWDRX or VTHRX.
Key characteristics
| SWDRX | VTHRX | |
|---|---|---|
| YTD Return | 12.02% | 11.45% |
| 1Y Return | 19.20% | 18.69% |
| 3Y Return (Ann) | 2.61% | 2.59% |
| 5Y Return (Ann) | 7.27% | 7.21% |
| 10Y Return (Ann) | 6.81% | 7.06% |
| Sharpe Ratio | 2.63 | 2.41 |
| Sortino Ratio | 3.72 | 3.50 |
| Omega Ratio | 1.55 | 1.47 |
| Calmar Ratio | 2.21 | 2.23 |
| Martin Ratio | 17.75 | 14.61 |
| Ulcer Index | 1.22% | 1.43% |
| Daily Std Dev | 8.20% | 8.65% |
| Max Drawdown | -45.34% | -49.57% |
| Current Drawdown | -0.86% | -0.93% |
Correlation
The correlation between SWDRX and VTHRX is 0.97, 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.
Performance
SWDRX vs. VTHRX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SWDRX having a 12.02% return and VTHRX slightly lower at 11.45%. Both investments have delivered pretty close results over the past 10 years, with SWDRX having a 6.81% annualized return and VTHRX not far ahead at 7.06%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
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.
Dividends
SWDRX vs. VTHRX - Dividend Comparison
SWDRX's dividend yield for the trailing twelve months is around 2.11%, less than VTHRX's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWDRX Schwab Target 2030 Fund | 2.11% | 2.37% | 2.08% | 2.54% | 1.60% | 2.40% | 2.70% | 2.46% | 1.72% | 2.16% | 2.34% | 1.70% |
VTHRX Vanguard Target Retirement 2030 Fund | 2.32% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
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. For additional features, visit the drawdowns tool.
Volatility
SWDRX vs. VTHRX - Volatility Comparison
Schwab Target 2030 Fund (SWDRX) and Vanguard Target Retirement 2030 Fund (VTHRX) have volatilities of 2.15% and 2.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.