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SWNRX vs. SWYHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWNRX and SWYHX is 0.98, 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.


-0.50.00.51.01.0

Performance

SWNRX vs. SWYHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2050 Fund (SWNRX) and Schwab Target 2045 Index Fund (SWYHX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.40%
6.29%
SWNRX
SWYHX

Key characteristics

Sharpe Ratio

SWNRX:

1.39

SWYHX:

1.50

Sortino Ratio

SWNRX:

1.87

SWYHX:

2.01

Omega Ratio

SWNRX:

1.28

SWYHX:

1.30

Calmar Ratio

SWNRX:

2.12

SWYHX:

2.48

Martin Ratio

SWNRX:

8.87

SWYHX:

9.65

Ulcer Index

SWNRX:

1.78%

SWYHX:

1.64%

Daily Std Dev

SWNRX:

11.34%

SWYHX:

10.55%

Max Drawdown

SWNRX:

-32.87%

SWYHX:

-30.74%

Current Drawdown

SWNRX:

-3.03%

SWYHX:

-2.95%

Returns By Period

The year-to-date returns for both investments are quite close, with SWNRX having a 14.98% return and SWYHX slightly higher at 15.02%.


SWNRX

YTD

14.98%

1M

-0.73%

6M

5.40%

1Y

15.68%

5Y*

8.73%

10Y*

8.12%

SWYHX

YTD

15.02%

1M

-0.74%

6M

6.29%

1Y

15.58%

5Y*

8.93%

10Y*

N/A

Compare stocks, funds, or ETFs

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


SWNRX vs. SWYHX - Expense Ratio Comparison

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


SWYHX
Schwab Target 2045 Index Fund
Expense ratio chart for SWYHX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for SWNRX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

SWNRX vs. SWYHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Fund (SWNRX) and Schwab Target 2045 Index Fund (SWYHX). 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.


Sharpe ratio
The chart of Sharpe ratio for SWNRX, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.001.391.50
The chart of Sortino ratio for SWNRX, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.001.872.01
The chart of Omega ratio for SWNRX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.30
The chart of Calmar ratio for SWNRX, currently valued at 2.12, compared to the broader market0.002.004.006.008.0010.0012.0014.002.122.48
The chart of Martin ratio for SWNRX, currently valued at 8.87, compared to the broader market0.0020.0040.0060.008.879.65
SWNRX
SWYHX

The current SWNRX Sharpe Ratio is 1.39, which is comparable to the SWYHX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of SWNRX and SWYHX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.39
1.50
SWNRX
SWYHX

Dividends

SWNRX vs. SWYHX - Dividend Comparison

SWNRX's dividend yield for the trailing twelve months is around 1.64%, less than SWYHX's 1.76% yield.


TTM20232022202120202019201820172016201520142013
SWNRX
Schwab Target 2050 Fund
1.64%1.89%1.76%2.99%1.07%1.94%2.62%2.58%1.49%1.95%2.38%1.51%
SWYHX
Schwab Target 2045 Index Fund
1.76%2.03%1.98%1.75%1.64%1.95%2.22%1.42%1.04%0.00%0.00%0.00%

Drawdowns

SWNRX vs. SWYHX - Drawdown Comparison

The maximum SWNRX drawdown since its inception was -32.87%, which is greater than SWYHX's maximum drawdown of -30.74%. Use the drawdown chart below to compare losses from any high point for SWNRX and SWYHX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.03%
-2.95%
SWNRX
SWYHX

Volatility

SWNRX vs. SWYHX - Volatility Comparison

Schwab Target 2050 Fund (SWNRX) and Schwab Target 2045 Index Fund (SWYHX) have volatilities of 3.51% and 3.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.51%
3.50%
SWNRX
SWYHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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