SWERX vs. SCHR
Compare and contrast key facts about Schwab Target 2040 Fund (SWERX) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR).
SWERX is managed by Charles Schwab. It was launched on Jun 30, 2005. SCHR is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Treasury (3-10 Y). It was launched on Aug 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWERX or SCHR.
Key characteristics
| SWERX | SCHR | |
|---|---|---|
| YTD Return | 14.78% | 2.74% |
| 1Y Return | 22.84% | 6.56% |
| 3Y Return (Ann) | 3.50% | -0.42% |
| 5Y Return (Ann) | 8.78% | 0.96% |
| 10Y Return (Ann) | 7.89% | 2.16% |
| Sharpe Ratio | 2.53 | 1.48 |
| Sortino Ratio | 3.43 | 2.24 |
| Omega Ratio | 1.52 | 1.27 |
| Calmar Ratio | 2.54 | 0.74 |
| Martin Ratio | 17.32 | 5.30 |
| Ulcer Index | 1.47% | 1.46% |
| Daily Std Dev | 10.11% | 5.20% |
| Max Drawdown | -48.24% | -14.87% |
| Current Drawdown | -0.98% | -4.07% |
Correlation
The correlation between SWERX and SCHR is -0.18. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
SWERX vs. SCHR - Performance Comparison
In the year-to-date period, SWERX achieves a 14.78% return, which is significantly higher than SCHR's 2.74% return. Over the past 10 years, SWERX has outperformed SCHR with an annualized return of 7.89%, while SCHR has yielded a comparatively lower 2.16% 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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SWERX vs. SCHR - Expense Ratio Comparison
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%.
Risk-Adjusted Performance
SWERX vs. SCHR - Risk-Adjusted Performance Comparison
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.
Dividends
SWERX vs. SCHR - Dividend Comparison
SWERX's dividend yield for the trailing twelve months is around 1.79%, less than SCHR's 5.60% 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% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 5.60% | 4.19% | 3.00% | 1.34% | 2.44% | 3.32% | 4.02% | 2.88% | 2.55% | 2.62% | 1.92% | 1.57% |
Drawdowns
SWERX vs. SCHR - Drawdown Comparison
The maximum SWERX drawdown since its inception was -48.24%, which is greater than SCHR's maximum drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for SWERX and SCHR. For additional features, visit the drawdowns tool.
Volatility
SWERX vs. SCHR - Volatility Comparison
Schwab Target 2040 Fund (SWERX) has a higher volatility of 2.61% compared to Schwab Intermediate-Term U.S. Treasury ETF (SCHR) at 1.32%. 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.