SWERX vs. SCHR

In the year-to-date period, SWERX achieves a 1.23% return, which is significantly lower than SCHR's 3.18% return. Over the past 10 years, SWERX has outperformed SCHR with an annualized return of 2.82%, while SCHR has yielded a comparatively lower 1.33% annualized return.

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SWERX has a 0.00% expense ratio, which is lower than SCHR's 0.05% 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%.

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2040 Fund (SWERX) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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 current SWERX Sharpe Ratio is 0.35, which is lower than the SCHR Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of SWERX and SCHR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWERX's dividend yield for the trailing twelve months is around 2.16%, less than SCHR's 3.79% yield.

The maximum SWERX drawdown since its inception was -48.64%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for SWERX and SCHR. For additional features, visit the drawdowns tool.

Schwab Target 2040 Fund (SWERX) has a higher volatility of 4.30% compared to Schwab Intermediate-Term U.S. Treasury ETF (SCHR) at 1.58%. This indicates that SWERX's price experiences larger fluctuations and is considered to be riskier than SCHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.