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SWHRX vs. SCHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWHRX vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2025 Fund (SWHRX) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

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SWHRX vs. SCHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWHRX
Schwab Target 2025 Fund
-2.25%12.70%8.78%14.29%-15.90%10.31%12.55%18.66%-6.00%15.57%
SCHX
Schwab U.S. Large-Cap ETF
-4.45%17.46%24.88%26.84%-19.41%26.81%20.81%31.22%-4.66%21.95%

Returns By Period

In the year-to-date period, SWHRX achieves a -2.25% return, which is significantly higher than SCHX's -4.45% return. Over the past 10 years, SWHRX has underperformed SCHX with an annualized return of 6.84%, while SCHX has yielded a comparatively higher 13.93% annualized return.


SWHRX

1D
0.14%
1M
-4.98%
YTD
-2.25%
6M
-0.55%
1Y
9.17%
3Y*
9.13%
5Y*
4.54%
10Y*
6.84%

SCHX

1D
2.89%
1M
-4.98%
YTD
-4.45%
6M
-2.09%
1Y
17.48%
3Y*
18.24%
5Y*
11.12%
10Y*
13.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWHRX vs. SCHX - Expense Ratio Comparison

SWHRX has a 0.00% expense ratio, which is lower than SCHX's 0.03% 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

SWHRX vs. SCHX — Risk / Return Rank

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

SWHRX
SWHRX Risk / Return Rank: 6969
Overall Rank
SWHRX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SWHRX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SWHRX Omega Ratio Rank: 6666
Omega Ratio Rank
SWHRX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SWHRX Martin Ratio Rank: 7171
Martin Ratio Rank

SCHX
SCHX Risk / Return Rank: 6464
Overall Rank
SCHX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SCHX Omega Ratio Rank: 6464
Omega Ratio Rank
SCHX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SCHX Martin Ratio Rank: 7373
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. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2025 Fund (SWHRX) and Schwab U.S. Large-Cap ETF (SCHX). 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.


SWHRXSCHXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.96

+0.23

Sortino ratio

Return per unit of downside risk

1.71

1.46

+0.25

Omega ratio

Gain probability vs. loss probability

1.25

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

1.55

1.49

+0.06

Martin ratio

Return relative to average drawdown

6.71

6.98

-0.27

SWHRX vs. SCHX - Sharpe Ratio Comparison

The current SWHRX Sharpe Ratio is 1.19, which is comparable to the SCHX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SWHRX and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWHRXSCHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.96

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.65

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.77

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.80

-0.27

Correlation

The correlation between SWHRX and SCHX 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

SWHRX vs. SCHX - Dividend Comparison

SWHRX's dividend yield for the trailing twelve months is around 10.37%, more than SCHX's 1.17% yield.


TTM20252024202320222021202020192018201720162015
SWHRX
Schwab Target 2025 Fund
10.37%10.13%7.82%5.19%5.72%6.41%2.94%5.47%5.95%3.78%5.31%7.05%
SCHX
Schwab U.S. Large-Cap ETF
1.17%1.09%1.22%1.39%1.64%1.22%1.64%1.82%2.02%1.70%1.92%2.04%

Drawdowns

SWHRX vs. SCHX - Drawdown Comparison

The maximum SWHRX drawdown since its inception was -37.97%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SWHRX and SCHX.


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Drawdown Indicators


SWHRXSCHXDifference

Max Drawdown

Largest peak-to-trough decline

-37.97%

-34.33%

-3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.72%

-12.19%

+6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

-25.41%

-0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-26.06%

-34.33%

+8.27%

Current Drawdown

Current decline from peak

-5.04%

-6.40%

+1.36%

Average Drawdown

Average peak-to-trough decline

-5.38%

-4.00%

-1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

2.60%

-1.28%

Volatility

SWHRX vs. SCHX - Volatility Comparison

The current volatility for Schwab Target 2025 Fund (SWHRX) is 2.72%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.31%. This indicates that SWHRX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWHRXSCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

5.31%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

4.52%

9.64%

-5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

7.87%

18.33%

-10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.90%

17.14%

-6.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.49%

18.13%

-7.64%