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SWLSX vs. SWYNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWLSX and SWYNX is 0.95, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

SWLSX vs. SWYNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab Target 2060 Index Fund (SWYNX). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%150.00%NovemberDecember2025FebruaryMarchApril
118.32%
122.14%
SWLSX
SWYNX

Key characteristics

Sharpe Ratio

SWLSX:

0.42

SWYNX:

0.60

Sortino Ratio

SWLSX:

0.75

SWYNX:

0.95

Omega Ratio

SWLSX:

1.11

SWYNX:

1.14

Calmar Ratio

SWLSX:

0.45

SWYNX:

0.63

Martin Ratio

SWLSX:

1.62

SWYNX:

2.86

Ulcer Index

SWLSX:

6.34%

SWYNX:

3.46%

Daily Std Dev

SWLSX:

24.68%

SWYNX:

16.55%

Max Drawdown

SWLSX:

-49.89%

SWYNX:

-33.36%

Current Drawdown

SWLSX:

-11.80%

SWYNX:

-6.18%

Returns By Period

In the year-to-date period, SWLSX achieves a -7.64% return, which is significantly lower than SWYNX's -1.26% return.


SWLSX

YTD

-7.64%

1M

-1.13%

6M

-4.96%

1Y

11.25%

5Y*

13.97%

10Y*

6.67%

SWYNX

YTD

-1.26%

1M

-2.99%

6M

-1.95%

1Y

10.40%

5Y*

12.91%

10Y*

N/A

*Annualized

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SWLSX vs. SWYNX - Expense Ratio Comparison

SWLSX has a 0.99% expense ratio, which is higher than SWYNX's 0.04% expense ratio.


Expense ratio chart for SWLSX: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWLSX: 0.99%
Expense ratio chart for SWYNX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWYNX: 0.04%

Risk-Adjusted Performance

SWLSX vs. SWYNX — Risk-Adjusted Performance Rank

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

SWLSX
The Risk-Adjusted Performance Rank of SWLSX is 5252
Overall Rank
The Sharpe Ratio Rank of SWLSX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SWLSX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SWLSX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SWLSX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of SWLSX is 5151
Martin Ratio Rank

SWYNX
The Risk-Adjusted Performance Rank of SWYNX is 6666
Overall Rank
The Sharpe Ratio Rank of SWYNX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SWYNX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SWYNX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SWYNX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SWYNX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWLSX vs. SWYNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Large-Cap Growth Fund™ (SWLSX) and Schwab Target 2060 Index Fund (SWYNX). 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.


The chart of Sharpe ratio for SWLSX, currently valued at 0.42, compared to the broader market-1.000.001.002.003.00
SWLSX: 0.42
SWYNX: 0.60
The chart of Sortino ratio for SWLSX, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
SWLSX: 0.75
SWYNX: 0.95
The chart of Omega ratio for SWLSX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
SWLSX: 1.11
SWYNX: 1.14
The chart of Calmar ratio for SWLSX, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.00
SWLSX: 0.45
SWYNX: 0.63
The chart of Martin ratio for SWLSX, currently valued at 1.62, compared to the broader market0.0010.0020.0030.0040.0050.00
SWLSX: 1.62
SWYNX: 2.86

The current SWLSX Sharpe Ratio is 0.42, which is lower than the SWYNX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SWLSX and SWYNX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
0.60
SWLSX
SWYNX

Dividends

SWLSX vs. SWYNX - Dividend Comparison

SWLSX has not paid dividends to shareholders, while SWYNX's dividend yield for the trailing twelve months is around 2.00%.


TTM20242023202220212020201920182017201620152014
SWLSX
Schwab Large-Cap Growth Fund™
0.00%0.00%0.04%0.02%0.00%0.00%0.16%0.50%0.40%1.11%1.32%0.53%
SWYNX
Schwab Target 2060 Index Fund
2.00%1.97%2.01%1.95%1.74%1.62%1.99%2.16%1.44%1.23%0.00%0.00%

Drawdowns

SWLSX vs. SWYNX - Drawdown Comparison

The maximum SWLSX drawdown since its inception was -49.89%, which is greater than SWYNX's maximum drawdown of -33.36%. Use the drawdown chart below to compare losses from any high point for SWLSX and SWYNX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.80%
-6.18%
SWLSX
SWYNX

Volatility

SWLSX vs. SWYNX - Volatility Comparison

Schwab Large-Cap Growth Fund™ (SWLSX) has a higher volatility of 16.81% compared to Schwab Target 2060 Index Fund (SWYNX) at 12.02%. This indicates that SWLSX's price experiences larger fluctuations and is considered to be riskier than SWYNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.81%
12.02%
SWLSX
SWYNX