SWNRX vs. SCHG
Compare and contrast key facts about Schwab Target 2050 Fund (SWNRX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SWNRX is managed by Charles Schwab. It was launched on Jan 22, 2013. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWNRX or SCHG.
Key characteristics
| SWNRX | SCHG | |
|---|---|---|
| YTD Return | 16.15% | 34.32% |
| 1Y Return | 24.72% | 42.00% |
| 3Y Return (Ann) | 3.90% | 11.21% |
| 5Y Return (Ann) | 9.66% | 20.69% |
| 10Y Return (Ann) | 8.39% | 16.80% |
| Sharpe Ratio | 2.43 | 2.64 |
| Sortino Ratio | 3.24 | 3.39 |
| Omega Ratio | 1.49 | 1.48 |
| Calmar Ratio | 2.67 | 3.62 |
| Martin Ratio | 16.46 | 14.42 |
| Ulcer Index | 1.68% | 3.10% |
| Daily Std Dev | 11.39% | 16.93% |
| Max Drawdown | -32.87% | -34.59% |
| Current Drawdown | -1.11% | -0.18% |
Correlation
The correlation between SWNRX and SCHG is 0.89, 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
SWNRX vs. SCHG - Performance Comparison
In the year-to-date period, SWNRX achieves a 16.15% return, which is significantly lower than SCHG's 34.32% return. Over the past 10 years, SWNRX has underperformed SCHG with an annualized return of 8.39%, while SCHG has yielded a comparatively higher 16.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWNRX vs. SCHG - Expense Ratio Comparison
SWNRX has a 0.00% expense ratio, which is lower than SCHG'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%.
Risk-Adjusted Performance
SWNRX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Fund (SWNRX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
SWNRX vs. SCHG - Dividend Comparison
SWNRX's dividend yield for the trailing twelve months is around 1.63%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWNRX Schwab Target 2050 Fund | 1.63% | 1.89% | 1.76% | 2.99% | 1.07% | 1.94% | 2.62% | 2.58% | 1.49% | 1.95% | 2.38% | 1.51% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
SWNRX vs. SCHG - Drawdown Comparison
The maximum SWNRX drawdown since its inception was -32.87%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SWNRX and SCHG. For additional features, visit the drawdowns tool.
Volatility
SWNRX vs. SCHG - Volatility Comparison
The current volatility for Schwab Target 2050 Fund (SWNRX) is 2.91%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.15%. This indicates that SWNRX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.