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SWIRX vs. AAFTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SWIRXAAFTX
YTD Return14.57%14.76%
1Y Return23.33%24.59%
3Y Return (Ann)0.10%3.70%
5Y Return (Ann)5.21%9.50%
10Y Return (Ann)3.88%8.71%
Sharpe Ratio2.663.03
Sortino Ratio3.774.30
Omega Ratio1.501.58
Calmar Ratio1.292.41
Martin Ratio16.5720.86
Ulcer Index1.48%1.23%
Daily Std Dev9.20%8.48%
Max Drawdown-41.52%-48.60%
Current Drawdown-0.08%0.00%

Correlation

-0.50.00.51.01.0

The correlation between SWIRX and AAFTX is 0.97, 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

SWIRX vs. AAFTX - Performance Comparison

The year-to-date returns for both investments are quite close, with SWIRX having a 14.57% return and AAFTX slightly higher at 14.76%. Over the past 10 years, SWIRX has underperformed AAFTX with an annualized return of 3.88%, while AAFTX has yielded a comparatively higher 8.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
8.36%
8.34%
SWIRX
AAFTX

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SWIRX vs. AAFTX - Expense Ratio Comparison

SWIRX has a 0.00% expense ratio, which is lower than AAFTX's 0.33% expense ratio.


AAFTX
American Funds 2035 Target Date Retirement Fund
Expense ratio chart for AAFTX: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for SWIRX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

SWIRX vs. AAFTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2035 Fund (SWIRX) and American Funds 2035 Target Date Retirement Fund (AAFTX). 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.


SWIRX
Sharpe ratio
The chart of Sharpe ratio for SWIRX, currently valued at 2.66, compared to the broader market0.002.004.002.66
Sortino ratio
The chart of Sortino ratio for SWIRX, currently valued at 3.77, compared to the broader market0.005.0010.003.77
Omega ratio
The chart of Omega ratio for SWIRX, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for SWIRX, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.0025.001.29
Martin ratio
The chart of Martin ratio for SWIRX, currently valued at 16.57, compared to the broader market0.0020.0040.0060.0080.00100.0016.57
AAFTX
Sharpe ratio
The chart of Sharpe ratio for AAFTX, currently valued at 3.03, compared to the broader market0.002.004.003.03
Sortino ratio
The chart of Sortino ratio for AAFTX, currently valued at 4.30, compared to the broader market0.005.0010.004.30
Omega ratio
The chart of Omega ratio for AAFTX, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for AAFTX, currently valued at 2.41, compared to the broader market0.005.0010.0015.0020.0025.002.41
Martin ratio
The chart of Martin ratio for AAFTX, currently valued at 20.86, compared to the broader market0.0020.0040.0060.0080.00100.0020.86

SWIRX vs. AAFTX - Sharpe Ratio Comparison

The current SWIRX Sharpe Ratio is 2.66, which is comparable to the AAFTX Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of SWIRX and AAFTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.66
3.03
SWIRX
AAFTX

Dividends

SWIRX vs. AAFTX - Dividend Comparison

SWIRX's dividend yield for the trailing twelve months is around 1.89%, more than AAFTX's 1.50% yield.


TTM20232022202120202019201820172016201520142013
SWIRX
Schwab Target 2035 Fund
1.89%2.17%1.94%2.64%1.45%2.25%2.70%2.50%1.66%2.08%2.41%1.63%
AAFTX
American Funds 2035 Target Date Retirement Fund
1.50%1.72%1.44%0.87%0.98%1.11%1.20%0.93%1.04%0.74%4.70%3.29%

Drawdowns

SWIRX vs. AAFTX - Drawdown Comparison

The maximum SWIRX drawdown since its inception was -41.52%, smaller than the maximum AAFTX drawdown of -48.60%. Use the drawdown chart below to compare losses from any high point for SWIRX and AAFTX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.08%
0
SWIRX
AAFTX

Volatility

SWIRX vs. AAFTX - Volatility Comparison

Schwab Target 2035 Fund (SWIRX) has a higher volatility of 2.48% compared to American Funds 2035 Target Date Retirement Fund (AAFTX) at 2.19%. This indicates that SWIRX's price experiences larger fluctuations and is considered to be riskier than AAFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JuneJulyAugustSeptemberOctoberNovember
2.48%
2.19%
SWIRX
AAFTX