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SWHRX vs. IRTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWHRX vs. IRTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2025 Fund (SWHRX) and iShares LifePath Retirement ETF (IRTR). 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 SWHRX having a 4.99% return and IRTR slightly higher at 5.18%.


SWHRX

1D
0.65%
1M
0.85%
YTD
4.99%
6M
4.97%
1Y
13.56%
3Y*
10.70%
5Y*
5.31%
10Y*
7.49%

IRTR

1D
-0.21%
1M
0.85%
YTD
5.18%
6M
5.24%
1Y
13.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWHRX vs. IRTR - Yearly Performance Comparison


2026 (YTD)202520242023
SWHRX
Schwab Target 2025 Fund
4.99%12.70%8.78%9.91%
IRTR
iShares LifePath Retirement ETF
5.18%12.70%7.59%11.03%

Correlation

The correlation between SWHRX and IRTR is 0.96 - 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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2023

0.94

The correlation between SWHRX and IRTR has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

SWHRX vs. IRTR — Risk / Return Rank

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

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

IRTR
IRTR Risk / Return Rank: 6969
Overall Rank
IRTR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IRTR Sortino Ratio Rank: 7373
Sortino Ratio Rank
IRTR Omega Ratio Rank: 7474
Omega Ratio Rank
IRTR Calmar Ratio Rank: 5959
Calmar Ratio Rank
IRTR Martin Ratio Rank: 6969
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.

SWHRX vs. IRTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2025 Fund (SWHRX) and iShares LifePath Retirement ETF (IRTR). 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.


SWHRXIRTRDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.39

1.42

-0.03

Calmar ratioReturn relative to maximum drawdown

2.62

2.86

-0.24

Martin ratioReturn relative to average drawdown

11.41

12.37

-0.96

SWHRX vs. IRTR - Sharpe Ratio Comparison

The current SWHRX Sharpe Ratio is 2.06, which is comparable to the IRTR Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SWHRX and IRTR, 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

SWHRX vs. IRTR - Drawdown Comparison

The maximum SWHRX drawdown since its inception was -37.97%, which is greater than IRTR's maximum drawdown of -6.29%. Use the drawdown chart below to compare losses from any high point for SWHRX and IRTR.


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Drawdown Indicators


SWHRXIRTRDifference

Max Drawdown

Largest peak-to-trough decline

-37.97%

-6.29%

-31.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.18%

-4.82%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-7.77%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

Max Drawdown (10Y)

Largest decline over 10 years

-26.06%

Current Drawdown

Current decline from peak

-0.19%

-0.37%

+0.18%

Average Drawdown

Average peak-to-trough decline

-5.32%

-0.78%

-4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

1.11%

+0.07%

Volatility

SWHRX vs. IRTR - Volatility Comparison

Schwab Target 2025 Fund (SWHRX) has a higher volatility of 2.65% compared to iShares LifePath Retirement ETF (IRTR) at 2.43%. This indicates that SWHRX's price experiences larger fluctuations and is considered to be riskier than IRTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWHRXIRTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

2.43%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

5.45%

5.27%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

6.58%

6.32%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.96%

7.11%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.52%

7.11%

+3.41%

SWHRX vs. IRTR - Expense Ratio Comparison

SWHRX has a 0.00% expense ratio, which is lower than IRTR's 0.08% 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

SWHRX vs. IRTR - Dividend Comparison

SWHRX's dividend yield for the trailing twelve months is around 9.65%, more than IRTR's 2.99% yield.


PositionTTM20252024202320222021202020192018201720162015
IRTR
iShares LifePath Retirement ETF
2.99%3.03%3.03%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWHRX
Schwab Target 2025 Fund
9.65%10.13%7.82%5.19%5.72%6.41%2.94%5.47%5.95%3.78%5.31%7.05%

Frequently Asked Questions


With a correlation of 0.96, SWHRX and IRTR 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.

SWHRX has higher volatility (2.65%) compared to IRTR (2.43%). In terms of maximum drawdown, SWHRX dropped -37.97% vs IRTR's -6.29%.

IRTR currently has the higher Sharpe Ratio (2.18 vs 2.06), 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.

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