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SWMIX vs. SWHRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWMIX vs. SWHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Opportunities Fund (SWMIX) and Schwab Target 2025 Fund (SWHRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWMIX achieves a 13.80% return, which is significantly higher than SWHRX's 4.99% return. Both investments have delivered pretty close results over the past 10 years, with SWMIX having a 7.82% annualized return and SWHRX not far behind at 7.49%.


SWMIX

1D
1.60%
1M
2.93%
YTD
13.80%
6M
14.23%
1Y
20.20%
3Y*
11.61%
5Y*
3.16%
10Y*
7.82%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWMIX vs. SWHRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWMIX
Schwab International Opportunities Fund
13.80%21.83%0.91%12.52%-25.35%5.78%23.94%26.07%-19.12%33.64%
SWHRX
Schwab Target 2025 Fund
4.99%12.70%8.78%14.29%-15.90%10.31%12.55%18.66%-6.00%15.57%

Correlation

The correlation between SWMIX and SWHRX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2008

0.89

The correlation between SWMIX and SWHRX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

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Return for Risk

SWMIX vs. SWHRX — Risk / Return Rank

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

SWMIX
SWMIX Risk / Return Rank: 1818
Overall Rank
SWMIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SWMIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
SWMIX Omega Ratio Rank: 1818
Omega Ratio Rank
SWMIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
SWMIX Martin Ratio Rank: 2424
Martin Ratio Rank

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
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.

SWMIX vs. SWHRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Opportunities Fund (SWMIX) and Schwab Target 2025 Fund (SWHRX). 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.


SWMIXSWHRXDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.21

1.39

-0.18

Calmar ratioReturn relative to maximum drawdown

1.51

2.62

-1.10

Martin ratioReturn relative to average drawdown

5.41

11.41

-6.00

SWMIX vs. SWHRX - Sharpe Ratio Comparison

The current SWMIX Sharpe Ratio is 1.03, which is lower than the SWHRX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of SWMIX and SWHRX, 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

SWMIX vs. SWHRX - Drawdown Comparison

The maximum SWMIX drawdown since its inception was -61.81%, which is greater than SWHRX's maximum drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for SWMIX and SWHRX.


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Drawdown Indicators


SWMIXSWHRXDifference

Max Drawdown

Largest peak-to-trough decline

-61.81%

-37.97%

-23.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-5.18%

-7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

-7.77%

-8.79%

Max Drawdown (5Y)

Largest decline over 5 years

-40.51%

-26.06%

-14.45%

Max Drawdown (10Y)

Largest decline over 10 years

-40.51%

-26.06%

-14.45%

Current Drawdown

Current decline from peak

0.00%

-0.19%

+0.19%

Average Drawdown

Average peak-to-trough decline

-12.63%

-5.32%

-7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

1.18%

+2.41%

Volatility

SWMIX vs. SWHRX - Volatility Comparison

Schwab International Opportunities Fund (SWMIX) has a higher volatility of 7.09% compared to Schwab Target 2025 Fund (SWHRX) at 2.65%. This indicates that SWMIX's price experiences larger fluctuations and is considered to be riskier than SWHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWMIXSWHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

2.65%

+4.44%

Volatility (6M)

Calculated over the trailing 6-month period

16.90%

5.45%

+11.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

6.58%

+12.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

10.96%

+7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

10.52%

+7.86%

SWMIX vs. SWHRX - Expense Ratio Comparison

SWMIX has a 0.99% expense ratio, which is higher than SWHRX's 0.00% expense ratio.


Dividends

SWMIX vs. SWHRX - Dividend Comparison

SWMIX has not paid dividends to shareholders, while SWHRX's dividend yield for the trailing twelve months is around 9.65%.


PositionTTM20252024202320222021202020192018201720162015
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%
SWMIX
Schwab International Opportunities Fund
0.00%0.00%2.04%1.73%3.59%17.50%6.16%1.94%10.57%4.60%0.87%7.20%

Frequently Asked Questions


With a correlation of 0.91, SWMIX and SWHRX 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.

SWMIX has higher volatility (7.09%) compared to SWHRX (2.65%). In terms of maximum drawdown, SWMIX dropped -61.81% vs SWHRX's -37.97%.

SWHRX currently has the higher Sharpe Ratio (2.06 vs 1.03), 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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