SWERX vs. VBK
Compare and contrast key facts about Schwab Target 2040 Fund (SWERX) and Vanguard Small-Cap Growth ETF (VBK).
SWERX is managed by Charles Schwab. It was launched on Jun 30, 2005. VBK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWERX or VBK.
Key characteristics
| SWERX | VBK | |
|---|---|---|
| YTD Return | 14.78% | 20.14% |
| 1Y Return | 22.84% | 35.79% |
| 3Y Return (Ann) | 3.50% | -0.84% |
| 5Y Return (Ann) | 8.78% | 9.26% |
| 10Y Return (Ann) | 7.89% | 9.60% |
| Sharpe Ratio | 2.53 | 2.21 |
| Sortino Ratio | 3.43 | 3.03 |
| Omega Ratio | 1.52 | 1.37 |
| Calmar Ratio | 2.54 | 1.42 |
| Martin Ratio | 17.32 | 11.58 |
| Ulcer Index | 1.47% | 3.63% |
| Daily Std Dev | 10.11% | 19.01% |
| Max Drawdown | -48.24% | -58.69% |
| Current Drawdown | -0.98% | -3.66% |
Correlation
The correlation between SWERX and VBK is 0.89, 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
SWERX vs. VBK - Performance Comparison
In the year-to-date period, SWERX achieves a 14.78% return, which is significantly lower than VBK's 20.14% return. Over the past 10 years, SWERX has underperformed VBK with an annualized return of 7.89%, while VBK has yielded a comparatively higher 9.60% 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. VBK - Expense Ratio Comparison
SWERX has a 0.00% expense ratio, which is lower than VBK's 0.07% 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. VBK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2040 Fund (SWERX) and Vanguard Small-Cap Growth ETF (VBK). 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. VBK - Dividend Comparison
SWERX's dividend yield for the trailing twelve months is around 1.79%, more than VBK's 0.60% 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% |
VBK Vanguard Small-Cap Growth ETF | 0.60% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
Drawdowns
SWERX vs. VBK - Drawdown Comparison
The maximum SWERX drawdown since its inception was -48.24%, smaller than the maximum VBK drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for SWERX and VBK. For additional features, visit the drawdowns tool.
Volatility
SWERX vs. VBK - Volatility Comparison
The current volatility for Schwab Target 2040 Fund (SWERX) is 2.61%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 5.40%. This indicates that SWERX experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.