SWERX vs. AAPL
Compare and contrast key facts about Schwab Target 2040 Fund (SWERX) and Apple Inc (AAPL).
SWERX is managed by Charles Schwab. It was launched on Jun 30, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWERX or AAPL.
Key characteristics
| SWERX | AAPL | |
|---|---|---|
| YTD Return | 14.78% | 17.50% |
| 1Y Return | 22.84% | 20.69% |
| 3Y Return (Ann) | 3.50% | 15.16% |
| 5Y Return (Ann) | 8.78% | 28.54% |
| 10Y Return (Ann) | 7.89% | 24.42% |
| Sharpe Ratio | 2.53 | 1.00 |
| Sortino Ratio | 3.43 | 1.56 |
| Omega Ratio | 1.52 | 1.19 |
| Calmar Ratio | 2.54 | 1.35 |
| Martin Ratio | 17.32 | 3.17 |
| Ulcer Index | 1.47% | 7.07% |
| Daily Std Dev | 10.11% | 22.46% |
| Max Drawdown | -48.24% | -81.80% |
| Current Drawdown | -0.98% | -4.70% |
Correlation
The correlation between SWERX and AAPL is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SWERX vs. AAPL - Performance Comparison
In the year-to-date period, SWERX achieves a 14.78% return, which is significantly lower than AAPL's 17.50% return. Over the past 10 years, SWERX has underperformed AAPL with an annualized return of 7.89%, while AAPL has yielded a comparatively higher 24.42% annualized return. 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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Risk-Adjusted Performance
SWERX vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2040 Fund (SWERX) and Apple Inc (AAPL). 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
SWERX vs. AAPL - Dividend Comparison
SWERX's dividend yield for the trailing twelve months is around 1.79%, more than AAPL's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWERX Schwab Target 2040 Fund | 1.79% | 2.06% | 1.88% | 2.80% | 1.32% | 2.17% | 2.74% | 2.61% | 1.64% | 2.17% | 2.43% | 1.67% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
SWERX vs. AAPL - Drawdown Comparison
The maximum SWERX drawdown since its inception was -48.24%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for SWERX and AAPL. For additional features, visit the drawdowns tool.
Volatility
SWERX vs. AAPL - Volatility Comparison
The current volatility for Schwab Target 2040 Fund (SWERX) is 2.61%, while Apple Inc (AAPL) has a volatility of 4.82%. This indicates that SWERX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.