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SWIRX vs. SWSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWIRX vs. SWSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2035 Fund (SWIRX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). The values are adjusted to include any dividend payments, if applicable.

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SWIRX vs. SWSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWIRX
Schwab Target 2035 Fund
-3.23%16.49%11.73%17.92%-17.91%14.21%14.05%21.85%-8.24%19.13%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
-2.49%12.88%11.57%17.07%-20.43%14.77%20.12%25.63%-11.19%14.76%

Returns By Period

In the year-to-date period, SWIRX achieves a -3.23% return, which is significantly lower than SWSSX's -2.49% return. Over the past 10 years, SWIRX has underperformed SWSSX with an annualized return of 8.46%, while SWSSX has yielded a comparatively higher 9.50% annualized return.


SWIRX

1D
-0.11%
1M
-6.98%
YTD
-3.23%
6M
-0.93%
1Y
12.80%
3Y*
11.81%
5Y*
6.13%
10Y*
8.46%

SWSSX

1D
-1.45%
1M
-8.18%
YTD
-2.49%
6M
-0.36%
1Y
21.55%
3Y*
11.83%
5Y*
3.10%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWIRX vs. SWSSX - Expense Ratio Comparison

SWIRX has a 0.00% expense ratio, which is lower than SWSSX's 0.04% 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

SWIRX vs. SWSSX — Risk / Return Rank

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

SWIRX
SWIRX Risk / Return Rank: 6363
Overall Rank
SWIRX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SWIRX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SWIRX Omega Ratio Rank: 6262
Omega Ratio Rank
SWIRX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SWIRX Martin Ratio Rank: 6767
Martin Ratio Rank

SWSSX
SWSSX Risk / Return Rank: 5050
Overall Rank
SWSSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 4141
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 5252
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.

SWIRX vs. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2035 Fund (SWIRX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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.


SWIRXSWSSXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.91

+0.19

Sortino ratio

Return per unit of downside risk

1.60

1.40

+0.20

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratio

Return relative to maximum drawdown

1.39

1.33

+0.06

Martin ratio

Return relative to average drawdown

6.29

5.02

+1.27

SWIRX vs. SWSSX - Sharpe Ratio Comparison

The current SWIRX Sharpe Ratio is 1.10, which is comparable to the SWSSX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SWIRX and SWSSX, 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


SWIRXSWSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.91

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.14

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.40

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.33

+0.18

Correlation

The correlation between SWIRX and SWSSX is 0.88, 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

SWIRX vs. SWSSX - Dividend Comparison

SWIRX's dividend yield for the trailing twelve months is around 7.05%, more than SWSSX's 1.32% yield.


TTM20252024202320222021202020192018201720162015
SWIRX
Schwab Target 2035 Fund
7.05%6.82%3.96%3.42%7.40%5.81%2.87%6.33%7.12%3.37%5.74%8.16%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.32%1.29%1.66%1.49%1.32%8.88%2.55%6.12%10.45%5.22%4.10%6.92%

Drawdowns

SWIRX vs. SWSSX - Drawdown Comparison

The maximum SWIRX drawdown since its inception was -41.53%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for SWIRX and SWSSX.


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Drawdown Indicators


SWIRXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-60.34%

+18.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-13.90%

+5.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.70%

-31.93%

+3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-28.70%

-41.81%

+13.11%

Current Drawdown

Current decline from peak

-7.27%

-11.00%

+3.73%

Average Drawdown

Average peak-to-trough decline

-6.13%

-10.78%

+4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.68%

-1.81%

Volatility

SWIRX vs. SWSSX - Volatility Comparison

The current volatility for Schwab Target 2035 Fund (SWIRX) is 3.79%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that SWIRX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWIRXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

6.59%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

6.73%

14.12%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

23.11%

-11.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

22.57%

-9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.45%

24.03%

-10.58%