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SWORX vs. SWHRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWORX vs. SWHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2055 Fund (SWORX) and Schwab Target 2025 Fund (SWHRX). The values are adjusted to include any dividend payments, if applicable.

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SWORX vs. SWHRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SWHRX
Schwab Target 2025 Fund
-2.25%12.70%8.78%14.29%-15.90%10.31%12.55%18.66%-6.00%15.57%

Returns By Period

In the year-to-date period, SWORX achieves a -4.00% return, which is significantly lower than SWHRX's -2.25% return. Over the past 10 years, SWORX has outperformed SWHRX with an annualized return of 9.88%, while SWHRX has yielded a comparatively lower 6.84% 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%

SWHRX

1D
0.14%
1M
-4.98%
YTD
-2.25%
6M
-0.55%
1Y
9.17%
3Y*
9.13%
5Y*
4.54%
10Y*
6.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWORX vs. SWHRX - Expense Ratio Comparison

SWORX has a 0.00% expense ratio, which is lower than SWHRX's 0.00% 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

SWORX vs. SWHRX — Risk / Return Rank

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

SWORX
SWORX Risk / Return Rank: 6060
Overall Rank
SWORX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SWORX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SWORX Omega Ratio Rank: 6060
Omega Ratio Rank
SWORX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SWORX Martin Ratio Rank: 6363
Martin Ratio Rank

SWHRX
SWHRX Risk / Return Rank: 6969
Overall Rank
SWHRX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SWHRX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SWHRX Omega Ratio Rank: 6666
Omega Ratio Rank
SWHRX Calmar Ratio Rank: 6868
Calmar Ratio Rank
SWHRX Martin Ratio Rank: 7171
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.

SWORX vs. SWHRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2055 Fund (SWORX) and Schwab Target 2025 Fund (SWHRX). 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.


SWORXSWHRXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.19

-0.14

Sortino ratio

Return per unit of downside risk

1.54

1.71

-0.17

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.31

1.55

-0.24

Martin ratio

Return relative to average drawdown

5.98

6.71

-0.73

SWORX vs. SWHRX - Sharpe Ratio Comparison

The current SWORX Sharpe Ratio is 1.05, which is comparable to the SWHRX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SWORX and SWHRX, 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


SWORXSWHRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.19

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.42

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.65

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.53

+0.08

Correlation

The correlation between SWORX and SWHRX 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. SWHRX - Dividend Comparison

SWORX's dividend yield for the trailing twelve months is around 4.61%, less than SWHRX's 10.37% yield.


TTM20252024202320222021202020192018201720162015
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%
SWHRX
Schwab Target 2025 Fund
10.37%10.13%7.82%5.19%5.72%6.41%2.94%5.47%5.95%3.78%5.31%7.05%

Drawdowns

SWORX vs. SWHRX - Drawdown Comparison

The maximum SWORX drawdown since its inception was -32.13%, smaller than the maximum SWHRX drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for SWORX and SWHRX.


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Drawdown Indicators


SWORXSWHRXDifference

Max Drawdown

Largest peak-to-trough decline

-32.13%

-37.97%

+5.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-5.72%

-5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-31.07%

-26.06%

-5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-32.13%

-26.06%

-6.07%

Current Drawdown

Current decline from peak

-9.42%

-5.04%

-4.38%

Average Drawdown

Average peak-to-trough decline

-5.58%

-5.38%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.32%

+1.10%

Volatility

SWORX vs. SWHRX - Volatility Comparison

Schwab Target 2055 Fund (SWORX) has a higher volatility of 4.99% compared to Schwab Target 2025 Fund (SWHRX) at 2.72%. This indicates that SWORX's price experiences larger fluctuations and is considered to be riskier than SWHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWORXSWHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

2.72%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

4.52%

+4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

7.87%

+7.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

10.90%

+5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

10.49%

+6.11%