SWGRX vs. SSFNX
Compare and contrast key facts about Schwab Target 2015 Fund (SWGRX) and State Street Target Retirement Fund (SSFNX).
SWGRX is managed by Charles Schwab. It was launched on Mar 11, 2008. SSFNX is managed by State Street. It was launched on Sep 29, 2014.
Performance
SWGRX vs. SSFNX - Performance Comparison
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SWGRX vs. SSFNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWGRX Schwab Target 2015 Fund | -2.00% | 11.78% | 7.90% | 12.46% | -14.56% | 7.50% | 11.47% | 15.05% | -3.79% | 10.76% |
SSFNX State Street Target Retirement Fund | -0.35% | 10.93% | 7.05% | 10.73% | -12.21% | 6.87% | 10.26% | 13.97% | -2.49% | 8.92% |
Returns By Period
In the year-to-date period, SWGRX achieves a -2.00% return, which is significantly lower than SSFNX's -0.35% return. Both investments have delivered pretty close results over the past 10 years, with SWGRX having a 5.57% annualized return and SSFNX not far behind at 5.41%.
SWGRX
- 1D
- 0.19%
- 1M
- -4.53%
- YTD
- -2.00%
- 6M
- -0.42%
- 1Y
- 8.53%
- 3Y*
- 8.26%
- 5Y*
- 3.94%
- 10Y*
- 5.57%
SSFNX
- 1D
- 0.18%
- 1M
- -3.35%
- YTD
- -0.35%
- 6M
- 1.07%
- 1Y
- 8.90%
- 3Y*
- 8.01%
- 5Y*
- 3.96%
- 10Y*
- 5.41%
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SWGRX vs. SSFNX - Expense Ratio Comparison
SWGRX has a 0.00% expense ratio, which is lower than SSFNX's 0.10% 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%.
Return for Risk
SWGRX vs. SSFNX — Risk / Return Rank
SWGRX
SSFNX
SWGRX vs. SSFNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2015 Fund (SWGRX) and State Street Target Retirement Fund (SSFNX). 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.
| SWGRX | SSFNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.59 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.74 | 2.24 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.35 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.93 | -0.29 |
Martin ratioReturn relative to average drawdown | 6.99 | 9.29 | -2.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWGRX | SSFNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.59 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.61 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.83 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.77 | -0.25 |
Correlation
The correlation between SWGRX and SSFNX is 0.94, 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.
Dividends
SWGRX vs. SSFNX - Dividend Comparison
SWGRX's dividend yield for the trailing twelve months is around 9.05%, more than SSFNX's 4.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWGRX Schwab Target 2015 Fund | 9.05% | 8.87% | 8.02% | 6.06% | 6.48% | 6.90% | 4.41% | 5.44% | 5.15% | 5.67% | 5.27% | 7.08% |
SSFNX State Street Target Retirement Fund | 4.88% | 4.86% | 5.78% | 5.26% | 5.12% | 6.69% | 1.61% | 3.35% | 4.40% | 2.72% | 1.84% | 2.05% |
Drawdowns
SWGRX vs. SSFNX - Drawdown Comparison
The maximum SWGRX drawdown since its inception was -34.83%, which is greater than SSFNX's maximum drawdown of -16.62%. Use the drawdown chart below to compare losses from any high point for SWGRX and SSFNX.
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Drawdown Indicators
| SWGRX | SSFNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.83% | -16.62% | -18.21% |
Max Drawdown (1Y)Largest decline over 1 year | -5.07% | -4.51% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -16.62% | -7.84% |
Max Drawdown (10Y)Largest decline over 10 years | -24.46% | -16.62% | -7.84% |
Current DrawdownCurrent decline from peak | -4.53% | -3.35% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -2.55% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 0.94% | +0.25% |
Volatility
SWGRX vs. SSFNX - Volatility Comparison
Schwab Target 2015 Fund (SWGRX) has a higher volatility of 2.53% compared to State Street Target Retirement Fund (SSFNX) at 1.92%. This indicates that SWGRX's price experiences larger fluctuations and is considered to be riskier than SSFNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWGRX | SSFNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 1.92% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 4.16% | 3.23% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.12% | 5.71% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.34% | 6.56% | +3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.76% | 6.55% | +2.21% |