SWGRX vs. SWCRX
Compare and contrast key facts about Schwab Target 2015 Fund (SWGRX) and Schwab Target 2020 Fund (SWCRX).
SWGRX is managed by Charles Schwab. It was launched on Mar 11, 2008. SWCRX is managed by Charles Schwab. It was launched on Jun 30, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWGRX or SWCRX.
Key characteristics
| SWGRX | SWCRX | |
|---|---|---|
| YTD Return | 8.32% | 8.92% |
| 1Y Return | 19.44% | 20.42% |
| 3Y Return (Ann) | 1.57% | 1.81% |
| 5Y Return (Ann) | 5.02% | 5.29% |
| 10Y Return (Ann) | 4.88% | 5.27% |
| Sharpe Ratio | 3.12 | 3.15 |
| Sortino Ratio | 4.74 | 4.70 |
| Omega Ratio | 1.67 | 1.68 |
| Calmar Ratio | 1.47 | 1.53 |
| Martin Ratio | 21.02 | 21.32 |
| Ulcer Index | 0.94% | 0.97% |
| Daily Std Dev | 6.30% | 6.54% |
| Max Drawdown | -34.83% | -42.19% |
| Current Drawdown | -1.45% | -1.21% |
Correlation
The correlation between SWGRX and SWCRX is 0.99, 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. SWCRX - Performance Comparison
In the year-to-date period, SWGRX achieves a 8.32% return, which is significantly lower than SWCRX's 8.92% return. Over the past 10 years, SWGRX has underperformed SWCRX with an annualized return of 4.88%, while SWCRX has yielded a comparatively higher 5.27% 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. 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%.
Risk-Adjusted Performance
SWGRX vs. SWCRX - Risk-Adjusted Performance 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.
Dividends
SWGRX vs. SWCRX - Dividend Comparison
SWGRX's dividend yield for the trailing twelve months is around 5.60%, less than SWCRX's 6.53% 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% |
SWCRX Schwab Target 2020 Fund | 6.53% | 7.12% | 6.14% | 7.58% | 3.91% | 5.67% | 6.04% | 5.72% | 5.65% | 5.69% | 2.19% | 1.69% |
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. For additional features, visit the drawdowns tool.
Volatility
SWGRX vs. SWCRX - Volatility Comparison
Schwab Target 2015 Fund (SWGRX) and Schwab Target 2020 Fund (SWCRX) have volatilities of 1.24% and 1.29%, 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.