VOO vs. SWORX
Compare and contrast key facts about Vanguard S&P 500 ETF (VOO) and Schwab Target 2055 Fund (SWORX).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. SWORX is managed by Charles Schwab. It was launched on Jan 22, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOO or SWORX.
Key characteristics
| VOO | SWORX | |
|---|---|---|
| YTD Return | 27.15% | 17.42% |
| 1Y Return | 39.90% | 30.61% |
| 3Y Return (Ann) | 10.28% | 4.11% |
| 5Y Return (Ann) | 16.00% | 10.08% |
| 10Y Return (Ann) | 13.43% | 8.58% |
| Sharpe Ratio | 3.15 | 2.55 |
| Sortino Ratio | 4.19 | 3.38 |
| Omega Ratio | 1.59 | 1.52 |
| Calmar Ratio | 4.60 | 2.17 |
| Martin Ratio | 21.00 | 17.31 |
| Ulcer Index | 1.85% | 1.72% |
| Daily Std Dev | 12.34% | 11.67% |
| Max Drawdown | -33.99% | -33.56% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VOO and SWORX 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.
Performance
VOO vs. SWORX - Performance Comparison
In the year-to-date period, VOO achieves a 27.15% return, which is significantly higher than SWORX's 17.42% return. Over the past 10 years, VOO has outperformed SWORX with an annualized return of 13.43%, while SWORX has yielded a comparatively lower 8.58% 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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VOO vs. SWORX - Expense Ratio Comparison
VOO has a 0.03% expense ratio, which is higher than SWORX's 0.00% expense ratio. However, 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
VOO vs. SWORX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Schwab Target 2055 Fund (SWORX). 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
VOO vs. SWORX - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.23%, less than SWORX's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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% |
Drawdowns
VOO vs. SWORX - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, roughly equal to the maximum SWORX drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for VOO and SWORX. For additional features, visit the drawdowns tool.
Volatility
VOO vs. SWORX - Volatility Comparison
Vanguard S&P 500 ETF (VOO) has a higher volatility of 3.95% compared to Schwab Target 2055 Fund (SWORX) at 3.12%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier than SWORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.