SWORX vs. SCHD
Compare and contrast key facts about Schwab Target 2055 Fund (SWORX) and Schwab US Dividend Equity ETF (SCHD).
SWORX is managed by Charles Schwab. It was launched on Jan 22, 2013. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWORX or SCHD.
Key characteristics
| SWORX | SCHD | |
|---|---|---|
| YTD Return | 17.42% | 17.75% |
| 1Y Return | 30.61% | 31.70% |
| 3Y Return (Ann) | 4.11% | 7.26% |
| 5Y Return (Ann) | 10.08% | 12.80% |
| 10Y Return (Ann) | 8.58% | 11.72% |
| Sharpe Ratio | 2.55 | 2.67 |
| Sortino Ratio | 3.38 | 3.84 |
| Omega Ratio | 1.52 | 1.47 |
| Calmar Ratio | 2.17 | 2.80 |
| Martin Ratio | 17.31 | 14.83 |
| Ulcer Index | 1.72% | 2.04% |
| Daily Std Dev | 11.67% | 11.32% |
| Max Drawdown | -33.56% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SWORX and SCHD is 0.81, 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
SWORX vs. SCHD - Performance Comparison
The year-to-date returns for both investments are quite close, with SWORX having a 17.42% return and SCHD slightly higher at 17.75%. Over the past 10 years, SWORX has underperformed SCHD with an annualized return of 8.58%, while SCHD has yielded a comparatively higher 11.72% 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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SWORX vs. SCHD - Expense Ratio Comparison
SWORX has a 0.00% expense ratio, which is lower than SCHD's 0.06% 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
SWORX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2055 Fund (SWORX) and Schwab US Dividend Equity ETF (SCHD). 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
SWORX vs. SCHD - Dividend Comparison
SWORX's dividend yield for the trailing twelve months is around 1.58%, less than SCHD's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWORX Schwab Target 2055 Fund | 1.58% | 1.86% | 1.73% | 2.98% | 1.02% | 1.88% | 2.62% | 2.59% | 1.45% | 1.94% | 2.38% | 1.50% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SWORX vs. SCHD - Drawdown Comparison
The maximum SWORX drawdown since its inception was -33.56%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWORX and SCHD. For additional features, visit the drawdowns tool.
Volatility
SWORX vs. SCHD - Volatility Comparison
The current volatility for Schwab Target 2055 Fund (SWORX) is 3.12%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.57%. This indicates that SWORX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.