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SWNRX vs. SWYMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWNRX vs. SWYMX - Performance Comparison

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

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SWNRX vs. SWYMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWNRX
Schwab Target 2050 Fund
-3.90%19.56%13.90%20.65%-19.60%17.76%15.28%23.39%-10.31%22.98%
SWYMX
Schwab Target 2050 Index Fund
-3.72%19.42%14.24%20.92%-17.65%17.80%14.66%25.34%-7.58%20.48%

Returns By Period

The year-to-date returns for both investments are quite close, with SWNRX having a -3.90% return and SWYMX slightly higher at -3.72%.


SWNRX

1D
-0.27%
1M
-8.70%
YTD
-3.90%
6M
-1.16%
1Y
15.79%
3Y*
13.87%
5Y*
7.34%
10Y*
9.72%

SWYMX

1D
-0.19%
1M
-7.99%
YTD
-3.72%
6M
-1.03%
1Y
15.73%
3Y*
14.23%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWNRX vs. SWYMX - Expense Ratio Comparison

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


Return for Risk

SWNRX vs. SWYMX — Risk / Return Rank

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

SWNRX
SWNRX Risk / Return Rank: 6060
Overall Rank
SWNRX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SWNRX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SWNRX Omega Ratio Rank: 6060
Omega Ratio Rank
SWNRX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWNRX Martin Ratio Rank: 6464
Martin Ratio Rank

SWYMX
SWYMX Risk / Return Rank: 6161
Overall Rank
SWYMX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SWYMX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SWYMX Omega Ratio Rank: 6161
Omega Ratio Rank
SWYMX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWYMX Martin Ratio Rank: 6666
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. SWYMX - Risk-Adjusted Trends Comparison

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


SWNRXSWYMXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.05

+0.01

Sortino ratio

Return per unit of downside risk

1.54

1.55

-0.01

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.33

1.31

+0.01

Martin ratio

Return relative to average drawdown

6.02

6.28

-0.26

SWNRX vs. SWYMX - Sharpe Ratio Comparison

The current SWNRX Sharpe Ratio is 1.05, which is comparable to the SWYMX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SWNRX and SWYMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWNRXSWYMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.05

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.55

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.65

-0.03

Correlation

The correlation between SWNRX and SWYMX is 0.97, 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.


Dividends

SWNRX vs. SWYMX - Dividend Comparison

SWNRX's dividend yield for the trailing twelve months is around 5.11%, more than SWYMX's 2.08% yield.


TTM20252024202320222021202020192018201720162015
SWNRX
Schwab Target 2050 Fund
5.11%4.91%3.33%3.38%8.27%5.97%2.35%4.95%6.51%2.71%5.34%5.80%
SWYMX
Schwab Target 2050 Index Fund
2.08%2.00%2.03%1.99%1.96%1.78%1.65%1.96%2.15%1.43%1.22%0.00%

Drawdowns

SWNRX vs. SWYMX - Drawdown Comparison

The maximum SWNRX drawdown since its inception was -31.50%, roughly equal to the maximum SWYMX drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for SWNRX and SWYMX.


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Drawdown Indicators


SWNRXSWYMXDifference

Max Drawdown

Largest peak-to-trough decline

-31.50%

-30.48%

-1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-10.89%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-31.18%

-25.37%

-5.81%

Max Drawdown (10Y)

Largest decline over 10 years

-31.50%

Current Drawdown

Current decline from peak

-9.15%

-8.55%

-0.60%

Average Drawdown

Average peak-to-trough decline

-5.53%

-4.57%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.28%

+0.07%

Volatility

SWNRX vs. SWYMX - Volatility Comparison

Schwab Target 2050 Fund (SWNRX) and Schwab Target 2050 Index Fund (SWYMX) have volatilities of 4.88% and 4.72%, 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.


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Volatility by Period


SWNRXSWYMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

4.72%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

8.40%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

15.26%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

14.63%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

15.66%

+0.59%