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SWORX vs. SWYNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWORX and SWYNX is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SWORX vs. SWYNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2055 Fund (SWORX) and Schwab Target 2060 Index Fund (SWYNX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
60.92%
121.31%
SWORX
SWYNX

Key characteristics

Sharpe Ratio

SWORX:

0.35

SWYNX:

0.65

Sortino Ratio

SWORX:

0.60

SWYNX:

1.01

Omega Ratio

SWORX:

1.09

SWYNX:

1.15

Calmar Ratio

SWORX:

0.36

SWYNX:

0.68

Martin Ratio

SWORX:

1.53

SWYNX:

3.13

Ulcer Index

SWORX:

3.78%

SWYNX:

3.43%

Daily Std Dev

SWORX:

16.31%

SWYNX:

16.55%

Max Drawdown

SWORX:

-33.89%

SWYNX:

-33.36%

Current Drawdown

SWORX:

-8.52%

SWYNX:

-6.53%

Returns By Period

In the year-to-date period, SWORX achieves a -3.09% return, which is significantly lower than SWYNX's -1.63% return.


SWORX

YTD

-3.09%

1M

-4.86%

6M

-5.45%

1Y

4.73%

5Y*

8.80%

10Y*

4.38%

SWYNX

YTD

-1.63%

1M

-3.35%

6M

-2.47%

1Y

9.68%

5Y*

12.84%

10Y*

N/A

*Annualized

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SWORX vs. SWYNX - Expense Ratio Comparison

SWORX has a 0.00% expense ratio, which is lower than SWYNX'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%.


Expense ratio chart for SWYNX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWYNX: 0.04%
Expense ratio chart for SWORX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWORX: 0.00%

Risk-Adjusted Performance

SWORX vs. SWYNX — Risk-Adjusted Performance Rank

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

SWORX
The Risk-Adjusted Performance Rank of SWORX is 4949
Overall Rank
The Sharpe Ratio Rank of SWORX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SWORX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SWORX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SWORX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of SWORX is 5151
Martin Ratio Rank

SWYNX
The Risk-Adjusted Performance Rank of SWYNX is 7070
Overall Rank
The Sharpe Ratio Rank of SWYNX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SWYNX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SWYNX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SWYNX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of SWYNX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWORX vs. SWYNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2055 Fund (SWORX) and Schwab Target 2060 Index Fund (SWYNX). 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.


The chart of Sharpe ratio for SWORX, currently valued at 0.35, compared to the broader market-1.000.001.002.003.00
SWORX: 0.35
SWYNX: 0.65
The chart of Sortino ratio for SWORX, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.00
SWORX: 0.60
SWYNX: 1.01
The chart of Omega ratio for SWORX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
SWORX: 1.09
SWYNX: 1.15
The chart of Calmar ratio for SWORX, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.00
SWORX: 0.36
SWYNX: 0.68
The chart of Martin ratio for SWORX, currently valued at 1.53, compared to the broader market0.0010.0020.0030.0040.0050.00
SWORX: 1.53
SWYNX: 3.13

The current SWORX Sharpe Ratio is 0.35, which is lower than the SWYNX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SWORX and SWYNX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.35
0.65
SWORX
SWYNX

Dividends

SWORX vs. SWYNX - Dividend Comparison

SWORX's dividend yield for the trailing twelve months is around 1.88%, less than SWYNX's 2.01% yield.


TTM20242023202220212020201920182017201620152014
SWORX
Schwab Target 2055 Fund
1.88%1.82%1.86%1.73%2.98%1.02%1.88%2.62%2.59%1.45%1.94%2.38%
SWYNX
Schwab Target 2060 Index Fund
2.01%1.97%2.01%1.95%1.74%1.62%1.99%2.16%1.44%1.23%0.00%0.00%

Drawdowns

SWORX vs. SWYNX - Drawdown Comparison

The maximum SWORX drawdown since its inception was -33.89%, roughly equal to the maximum SWYNX drawdown of -33.36%. Use the drawdown chart below to compare losses from any high point for SWORX and SWYNX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.52%
-6.53%
SWORX
SWYNX

Volatility

SWORX vs. SWYNX - Volatility Comparison

The current volatility for Schwab Target 2055 Fund (SWORX) is 11.29%, while Schwab Target 2060 Index Fund (SWYNX) has a volatility of 12.00%. This indicates that SWORX experiences smaller price fluctuations and is considered to be less risky than SWYNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.29%
12.00%
SWORX
SWYNX