SWORX vs. SWEGX
Compare and contrast key facts about Schwab Target 2055 Fund (SWORX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX).
SWORX is managed by Charles Schwab. It was launched on Jan 22, 2013. SWEGX is managed by Charles Schwab. It was launched on May 19, 1998.
Performance
SWORX vs. SWEGX - Performance Comparison
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SWORX vs. SWEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWORX Schwab Target 2055 Fund | -4.00% | 20.10% | 14.04% | 20.77% | -19.88% | 18.22% | 15.33% | 25.61% | -10.25% | 21.38% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | -3.20% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
Returns By Period
In the year-to-date period, SWORX achieves a -4.00% return, which is significantly lower than SWEGX's -3.20% return. Over the past 10 years, SWORX has underperformed SWEGX with an annualized return of 9.88%, while SWEGX has yielded a comparatively higher 11.28% annualized return.
SWORX
- 1D
- -0.32%
- 1M
- -8.94%
- YTD
- -4.00%
- 6M
- -1.23%
- 1Y
- 16.31%
- 3Y*
- 14.07%
- 5Y*
- 7.43%
- 10Y*
- 9.88%
SWEGX
- 1D
- -0.24%
- 1M
- -8.44%
- YTD
- -3.20%
- 6M
- -0.35%
- 1Y
- 17.76%
- 3Y*
- 16.20%
- 5Y*
- 9.63%
- 10Y*
- 11.28%
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SWORX vs. SWEGX - Expense Ratio Comparison
SWORX has a 0.00% expense ratio, which is lower than SWEGX's 0.39% expense ratio.
Return for Risk
SWORX vs. SWEGX — Risk / Return Rank
SWORX
SWEGX
SWORX vs. SWEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2055 Fund (SWORX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX). 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.
| SWORX | SWEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.09 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.60 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.33 | -0.03 |
Martin ratioReturn relative to average drawdown | 5.98 | 6.41 | -0.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWORX | SWEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.09 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.61 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.66 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.38 | +0.23 |
Correlation
The correlation between SWORX and SWEGX 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
SWORX vs. SWEGX - Dividend Comparison
SWORX's dividend yield for the trailing twelve months is around 4.61%, less than SWEGX's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWORX Schwab Target 2055 Fund | 4.61% | 4.43% | 3.44% | 3.31% | 8.42% | 5.25% | 2.23% | 5.15% | 6.43% | 2.74% | 5.19% | 5.85% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | 7.56% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
Drawdowns
SWORX vs. SWEGX - Drawdown Comparison
The maximum SWORX drawdown since its inception was -32.13%, smaller than the maximum SWEGX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for SWORX and SWEGX.
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Drawdown Indicators
| SWORX | SWEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.13% | -57.57% | +25.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -11.92% | +0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -31.07% | -24.87% | -6.20% |
Max Drawdown (10Y)Largest decline over 10 years | -32.13% | -36.08% | +3.95% |
Current DrawdownCurrent decline from peak | -9.42% | -8.93% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -10.42% | +4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.48% | -0.06% |
Volatility
SWORX vs. SWEGX - Volatility Comparison
Schwab Target 2055 Fund (SWORX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX) have volatilities of 4.99% and 4.88%, 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
| SWORX | SWEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 4.88% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 8.95% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 16.31% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 15.81% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 17.28% | -0.68% |