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SWNRX vs. SWYMX
Performance
Risk-Adjusted Performance
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.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.41%
9.85%
SWNRX
SWYMX

Returns By Period

The year-to-date returns for both investments are quite close, with SWNRX having a 16.35% return and SWYMX slightly higher at 17.09%.


SWNRX

YTD

16.35%

1M

1.48%

6M

8.41%

1Y

23.51%

5Y (annualized)

9.75%

10Y (annualized)

8.27%

SWYMX

YTD

17.09%

1M

1.52%

6M

9.86%

1Y

24.38%

5Y (annualized)

10.24%

10Y (annualized)

N/A

Key characteristics


SWNRXSWYMX
Sharpe Ratio2.112.24
Sortino Ratio2.803.00
Omega Ratio1.421.45
Calmar Ratio2.553.48
Martin Ratio13.8114.98
Ulcer Index1.70%1.63%
Daily Std Dev11.16%10.89%
Max Drawdown-32.87%-31.80%
Current Drawdown-0.95%-0.62%

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. 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%.


SWYMX
Schwab Target 2050 Index Fund
Expense ratio chart for SWYMX: 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%

Correlation

-0.50.00.51.01.0

The correlation between SWNRX and SWYMX 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.

Risk-Adjusted Performance

SWNRX vs. SWYMX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SWNRX, currently valued at 2.11, compared to the broader market-1.000.001.002.003.004.005.002.112.24
The chart of Sortino ratio for SWNRX, currently valued at 2.80, compared to the broader market0.005.0010.002.803.00
The chart of Omega ratio for SWNRX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.45
The chart of Calmar ratio for SWNRX, currently valued at 2.55, compared to the broader market0.005.0010.0015.0020.002.553.48
The chart of Martin ratio for SWNRX, currently valued at 13.81, compared to the broader market0.0020.0040.0060.0080.00100.0013.8114.98
SWNRX
SWYMX

The current SWNRX Sharpe Ratio is 2.11, which is comparable to the SWYMX Sharpe Ratio of 2.24. 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.11
2.24
SWNRX
SWYMX

Dividends

SWNRX vs. SWYMX - Dividend Comparison

SWNRX's dividend yield for the trailing twelve months is around 1.62%, less than SWYMX's 1.71% yield.


TTM20232022202120202019201820172016201520142013
SWNRX
Schwab Target 2050 Fund
1.62%1.89%1.76%2.99%1.07%1.94%2.62%2.58%1.49%1.95%2.38%1.51%
SWYMX
Schwab Target 2050 Index Fund
1.71%2.00%1.96%1.74%1.61%1.96%2.15%1.43%1.22%0.00%0.00%0.00%

Drawdowns

SWNRX vs. SWYMX - Drawdown Comparison

The maximum SWNRX drawdown since its inception was -32.87%, roughly equal to the maximum SWYMX drawdown of -31.80%. Use the drawdown chart below to compare losses from any high point for SWNRX and SWYMX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.95%
-0.62%
SWNRX
SWYMX

Volatility

SWNRX vs. SWYMX - Volatility Comparison

Schwab Target 2050 Fund (SWNRX) and Schwab Target 2050 Index Fund (SWYMX) have volatilities of 2.80% and 2.76%, 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%JuneJulyAugustSeptemberOctoberNovember
2.80%
2.76%
SWNRX
SWYMX