SWGRX vs. SPY
Compare and contrast key facts about Schwab Target 2015 Fund (SWGRX) and SPDR S&P 500 ETF (SPY).
SWGRX is managed by Charles Schwab. It was launched on Mar 11, 2008. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWGRX or SPY.
Key characteristics
| SWGRX | SPY | |
|---|---|---|
| YTD Return | 8.32% | 23.18% |
| 1Y Return | 19.44% | 40.57% |
| 3Y Return (Ann) | 1.57% | 9.72% |
| 5Y Return (Ann) | 5.02% | 15.45% |
| 10Y Return (Ann) | 4.88% | 13.15% |
| Sharpe Ratio | 3.12 | 3.45 |
| Sortino Ratio | 4.74 | 4.57 |
| Omega Ratio | 1.67 | 1.65 |
| Calmar Ratio | 1.47 | 4.12 |
| Martin Ratio | 21.02 | 22.62 |
| Ulcer Index | 0.94% | 1.83% |
| Daily Std Dev | 6.30% | 12.01% |
| Max Drawdown | -34.83% | -55.19% |
| Current Drawdown | -1.45% | -0.78% |
Correlation
The correlation between SWGRX and SPY is 0.90, 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
SWGRX vs. SPY - Performance Comparison
In the year-to-date period, SWGRX achieves a 8.32% return, which is significantly lower than SPY's 23.18% return. Over the past 10 years, SWGRX has underperformed SPY with an annualized return of 4.88%, while SPY has yielded a comparatively higher 13.15% 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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SWGRX vs. SPY - Expense Ratio Comparison
SWGRX has a 0.00% expense ratio, which is lower than SPY's 0.09% 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
SWGRX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2015 Fund (SWGRX) and SPDR S&P 500 ETF (SPY). 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
SWGRX vs. SPY - Dividend Comparison
SWGRX's dividend yield for the trailing twelve months is around 5.60%, more than SPY's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWGRX Schwab Target 2015 Fund | 5.60% | 6.06% | 6.48% | 6.90% | 4.41% | 5.44% | 5.15% | 5.67% | 5.27% | 7.08% | 6.86% | 1.65% |
SPY SPDR S&P 500 ETF | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
SWGRX vs. SPY - Drawdown Comparison
The maximum SWGRX drawdown since its inception was -34.83%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SWGRX and SPY. For additional features, visit the drawdowns tool.
Volatility
SWGRX vs. SPY - Volatility Comparison
The current volatility for Schwab Target 2015 Fund (SWGRX) is 1.24%, while SPDR S&P 500 ETF (SPY) has a volatility of 2.51%. This indicates that SWGRX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.