SWORX vs. SWYJX
Compare and contrast key facts about Schwab Target 2055 Fund (SWORX) and Schwab Target 2055 Index Fund (SWYJX).
SWORX is managed by Charles Schwab. It was launched on Jan 22, 2013. SWYJX is managed by Schwab Funds. It was launched on Aug 24, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWORX or SWYJX.
Key characteristics
| SWORX | SWYJX | |
|---|---|---|
| YTD Return | 16.39% | 17.12% |
| 1Y Return | 24.97% | 25.83% |
| 3Y Return (Ann) | 3.88% | 5.06% |
| 5Y Return (Ann) | 9.78% | 10.32% |
| Sharpe Ratio | 2.41 | 2.56 |
| Sortino Ratio | 3.21 | 3.41 |
| Omega Ratio | 1.49 | 1.52 |
| Calmar Ratio | 2.63 | 3.54 |
| Martin Ratio | 16.32 | 17.64 |
| Ulcer Index | 1.72% | 1.64% |
| Daily Std Dev | 11.65% | 11.35% |
| Max Drawdown | -33.56% | -32.63% |
| Current Drawdown | -1.09% | -1.01% |
Correlation
The correlation between SWORX and SWYJX 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.
Performance
SWORX vs. SWYJX - Performance Comparison
The year-to-date returns for both investments are quite close, with SWORX having a 16.39% return and SWYJX slightly higher at 17.12%. 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. SWYJX - Expense Ratio Comparison
SWORX has a 0.00% expense ratio, which is lower than SWYJX'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%.
Risk-Adjusted Performance
SWORX vs. SWYJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2055 Fund (SWORX) and Schwab Target 2055 Index Fund (SWYJX). 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. SWYJX - Dividend Comparison
SWORX's dividend yield for the trailing twelve months is around 1.60%, less than SWYJX's 1.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWORX Schwab Target 2055 Fund | 1.60% | 1.86% | 1.73% | 2.98% | 1.02% | 1.88% | 2.62% | 2.59% | 1.45% | 1.94% | 2.38% | 1.50% |
SWYJX Schwab Target 2055 Index Fund | 1.70% | 1.99% | 1.93% | 1.74% | 1.60% | 1.96% | 2.17% | 1.47% | 1.25% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWORX vs. SWYJX - Drawdown Comparison
The maximum SWORX drawdown since its inception was -33.56%, roughly equal to the maximum SWYJX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for SWORX and SWYJX. For additional features, visit the drawdowns tool.
Volatility
SWORX vs. SWYJX - Volatility Comparison
Schwab Target 2055 Fund (SWORX) and Schwab Target 2055 Index Fund (SWYJX) have volatilities of 2.98% and 2.97%, 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.