PortfoliosLab logoPortfoliosLab logo
SWNRX vs. LTTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWNRX vs. LTTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2050 Fund (SWNRX) and MFS Lifetime 2025 Fund (LTTIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SWNRX achieves a 10.72% return, which is significantly higher than LTTIX's 2.74% return. Over the past 10 years, SWNRX has outperformed LTTIX with an annualized return of 11.17%, while LTTIX has yielded a comparatively lower 6.24% annualized return.


SWNRX

1D
1.09%
1M
1.62%
YTD
10.72%
6M
11.15%
1Y
25.60%
3Y*
17.24%
5Y*
9.34%
10Y*
11.17%

LTTIX

1D
0.00%
1M
0.15%
YTD
2.74%
6M
2.84%
1Y
8.28%
3Y*
8.33%
5Y*
3.72%
10Y*
6.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWNRX vs. LTTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWNRX
Schwab Target 2050 Fund
10.72%19.56%13.90%20.65%-19.60%17.76%15.28%23.39%-10.31%22.98%
LTTIX
MFS Lifetime 2025 Fund
2.74%9.29%6.73%10.36%-12.36%8.61%10.61%17.82%-3.97%13.16%

Correlation

The correlation between SWNRX and LTTIX is 0.83, 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

0.83

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

0.82

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

0.85

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2013

0.90

The correlation between SWNRX and LTTIX has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SWNRX vs. LTTIX — Risk / Return Rank

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

SWNRX
SWNRX Risk / Return Rank: 6262
Overall Rank
SWNRX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SWNRX Sortino Ratio Rank: 5959
Sortino Ratio Rank
SWNRX Omega Ratio Rank: 5959
Omega Ratio Rank
SWNRX Calmar Ratio Rank: 6060
Calmar Ratio Rank
SWNRX Martin Ratio Rank: 6969
Martin Ratio Rank

LTTIX
LTTIX Risk / Return Rank: 6363
Overall Rank
LTTIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LTTIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
LTTIX Omega Ratio Rank: 7171
Omega Ratio Rank
LTTIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
LTTIX Martin Ratio Rank: 5858
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.

SWNRX vs. LTTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Fund (SWNRX) and MFS Lifetime 2025 Fund (LTTIX). 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.


SWNRXLTTIXDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.38

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

2.76

2.47

+0.28

Martin ratioReturn relative to average drawdown

11.94

10.68

+1.25

SWNRX vs. LTTIX - Sharpe Ratio Comparison

The current SWNRX Sharpe Ratio is 2.07, which is comparable to the LTTIX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of SWNRX and LTTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SWNRX vs. LTTIX - Drawdown Comparison

The maximum SWNRX drawdown since its inception was -31.50%, which is greater than LTTIX's maximum drawdown of -19.33%. Use the drawdown chart below to compare losses from any high point for SWNRX and LTTIX.


Loading charts...

Drawdown Indicators


SWNRXLTTIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.50%

-19.33%

-12.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-3.64%

-5.51%

Max Drawdown (3Y)

Largest decline over 3 years

-15.00%

-5.77%

-9.23%

Max Drawdown (5Y)

Largest decline over 5 years

-31.18%

-16.92%

-14.26%

Max Drawdown (10Y)

Largest decline over 10 years

-31.50%

-19.33%

-12.17%

Current Drawdown

Current decline from peak

-0.42%

-0.45%

+0.03%

Average Drawdown

Average peak-to-trough decline

-5.46%

-2.68%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

0.84%

+1.27%

Volatility

SWNRX vs. LTTIX - Volatility Comparison

Schwab Target 2050 Fund (SWNRX) has a higher volatility of 4.77% compared to MFS Lifetime 2025 Fund (LTTIX) at 1.34%. This indicates that SWNRX's price experiences larger fluctuations and is considered to be riskier than LTTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SWNRXLTTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

1.34%

+3.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

3.32%

+6.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

4.18%

+7.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

6.37%

+9.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

7.24%

+9.10%

SWNRX vs. LTTIX - Expense Ratio Comparison

SWNRX has a 0.00% expense ratio, which is lower than LTTIX's 0.00% 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%.


Dividends

SWNRX vs. LTTIX - Dividend Comparison

SWNRX's dividend yield for the trailing twelve months is around 4.44%, less than LTTIX's 11.54% yield.


PositionTTM20252024202320222021202020192018201720162015
LTTIX
MFS Lifetime 2025 Fund
11.54%8.13%7.07%3.30%5.88%7.35%2.83%3.68%4.32%3.51%4.03%1.82%
SWNRX
Schwab Target 2050 Fund
4.44%4.91%3.33%3.38%8.27%5.97%2.35%4.95%6.51%2.71%5.34%5.80%

Frequently Asked Questions


SWNRX and LTTIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWNRX has higher volatility (4.77%) compared to LTTIX (1.34%). In terms of maximum drawdown, SWNRX dropped -31.50% vs LTTIX's -19.33%.

LTTIX currently has the higher Sharpe Ratio (2.16 vs 2.07), 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.

Portfolio Optimizer

Find the right allocation for SWNRX and LTTIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer