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SWGRX vs. SWCRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWGRX vs. SWCRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2015 Fund (SWGRX) and Schwab Target 2020 Fund (SWCRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SWGRX having a 4.37% return and SWCRX slightly higher at 4.49%. Over the past 10 years, SWGRX has underperformed SWCRX with an annualized return of 6.14%, while SWCRX has yielded a comparatively higher 6.78% annualized return.


SWGRX

1D
0.53%
1M
0.79%
YTD
4.37%
6M
4.37%
1Y
12.36%
3Y*
9.77%
5Y*
4.63%
10Y*
6.14%

SWCRX

1D
-0.22%
1M
0.60%
YTD
4.49%
6M
4.29%
1Y
12.31%
3Y*
10.43%
5Y*
4.76%
10Y*
6.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWGRX vs. SWCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWGRX
Schwab Target 2015 Fund
4.37%11.78%7.90%12.46%-14.56%7.50%11.47%15.05%-3.79%10.76%
SWCRX
Schwab Target 2020 Fund
4.49%12.23%8.32%12.83%-14.76%7.86%11.47%16.16%-4.46%13.05%

Correlation

The correlation between SWGRX and SWCRX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2008

0.99

The correlation between SWGRX and SWCRX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

SWGRX vs. SWCRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWGRX
SWGRX Risk / Return Rank: 5858
Overall Rank
SWGRX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SWGRX Sortino Ratio Rank: 5959
Sortino Ratio Rank
SWGRX Omega Ratio Rank: 6060
Omega Ratio Rank
SWGRX Calmar Ratio Rank: 5151
Calmar Ratio Rank
SWGRX Martin Ratio Rank: 6161
Martin Ratio Rank

SWCRX
SWCRX Risk / Return Rank: 5656
Overall Rank
SWCRX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SWCRX Sortino Ratio Rank: 5858
Sortino Ratio Rank
SWCRX Omega Ratio Rank: 5858
Omega Ratio Rank
SWCRX Calmar Ratio Rank: 5050
Calmar Ratio Rank
SWCRX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWGRX vs. SWCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2015 Fund (SWGRX) and Schwab Target 2020 Fund (SWCRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SWGRXSWCRXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.39

1.38

+0.01

Calmar ratioReturn relative to maximum drawdown

2.62

2.59

+0.03

Martin ratioReturn relative to average drawdown

11.46

11.32

+0.13

SWGRX vs. SWCRX - Sharpe Ratio Comparison

The current SWGRX Sharpe Ratio is 2.05, which is comparable to the SWCRX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of SWGRX and SWCRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SWGRX vs. SWCRX - Drawdown Comparison

The maximum SWGRX drawdown since its inception was -34.83%, smaller than the maximum SWCRX drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for SWGRX and SWCRX.


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Drawdown Indicators


SWGRXSWCRXDifference

Max Drawdown

Largest peak-to-trough decline

-34.83%

-42.19%

+7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-4.70%

-4.97%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-7.12%

-8.01%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-25.28%

+0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-25.28%

+0.82%

Current Drawdown

Current decline from peak

-0.17%

-0.44%

+0.27%

Average Drawdown

Average peak-to-trough decline

-4.78%

-5.80%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

1.14%

-0.07%

Volatility

SWGRX vs. SWCRX - Volatility Comparison

Schwab Target 2015 Fund (SWGRX) and Schwab Target 2020 Fund (SWCRX) have volatilities of 2.33% and 2.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWGRXSWCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

2.40%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

5.23%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

6.00%

6.37%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.41%

11.00%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.81%

9.44%

-0.63%

SWGRX vs. SWCRX - Expense Ratio Comparison

SWGRX has a 0.00% expense ratio, which is lower than SWCRX's 0.00% 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%.


Dividends

SWGRX vs. SWCRX - Dividend Comparison

SWGRX's dividend yield for the trailing twelve months is around 8.50%, less than SWCRX's 9.91% yield.


PositionTTM20252024202320222021202020192018201720162015
SWCRX
Schwab Target 2020 Fund
9.91%10.36%9.04%7.12%6.14%7.58%3.91%5.67%6.04%5.72%5.65%5.69%
SWGRX
Schwab Target 2015 Fund
8.50%8.87%8.02%6.06%6.48%6.90%4.41%5.44%5.15%5.67%5.27%7.08%

Frequently Asked Questions


With a correlation of 0.99, SWGRX and SWCRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SWCRX has higher volatility (2.40%) compared to SWGRX (2.33%). In terms of maximum drawdown, SWGRX dropped -34.83% vs SWCRX's -42.19%.

SWGRX currently has the higher Sharpe Ratio (2.05 vs 2.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SWGRX and SWCRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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