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

Correlation

The correlation between VOO and SWORX is 0.95, 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

VOO vs. SWORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and Schwab Target 2055 Fund (SWORX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
358.45%
109.19%
VOO
SWORX

Key characteristics

Sharpe Ratio

VOO:

0.57

SWORX:

0.35

Sortino Ratio

VOO:

0.92

SWORX:

0.60

Omega Ratio

VOO:

1.13

SWORX:

1.09

Calmar Ratio

VOO:

0.58

SWORX:

0.36

Martin Ratio

VOO:

2.42

SWORX:

1.53

Ulcer Index

VOO:

4.51%

SWORX:

3.78%

Daily Std Dev

VOO:

19.17%

SWORX:

16.31%

Max Drawdown

VOO:

-33.99%

SWORX:

-33.89%

Current Drawdown

VOO:

-10.56%

SWORX:

-8.52%

Returns By Period

In the year-to-date period, VOO achieves a -6.43% return, which is significantly lower than SWORX's -3.09% return. Over the past 10 years, VOO has outperformed SWORX with an annualized return of 12.02%, while SWORX has yielded a comparatively lower 4.38% annualized return.


VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

SWORX

YTD

-3.09%

1M

-4.86%

6M

-5.45%

1Y

4.73%

5Y*

8.80%

10Y*

4.38%

*Annualized

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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%.


Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%
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

VOO vs. SWORX — Risk-Adjusted Performance Rank

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

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank

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
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.

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.


The chart of Sharpe ratio for VOO, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.00
VOO: 0.57
SWORX: 0.35
The chart of Sortino ratio for VOO, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.00
VOO: 0.92
SWORX: 0.60
The chart of Omega ratio for VOO, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
VOO: 1.13
SWORX: 1.09
The chart of Calmar ratio for VOO, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.0012.00
VOO: 0.58
SWORX: 0.36
The chart of Martin ratio for VOO, currently valued at 2.42, compared to the broader market0.0020.0040.0060.00
VOO: 2.42
SWORX: 1.53

The current VOO Sharpe Ratio is 0.57, which is higher than the SWORX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of VOO and SWORX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.57
0.35
VOO
SWORX

Dividends

VOO vs. SWORX - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.39%, less than SWORX's 1.88% yield.


TTM20242023202220212020201920182017201620152014
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
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%

Drawdowns

VOO vs. SWORX - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, roughly equal to the maximum SWORX drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for VOO and SWORX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.56%
-8.52%
VOO
SWORX

Volatility

VOO vs. SWORX - Volatility Comparison

Vanguard S&P 500 ETF (VOO) has a higher volatility of 13.97% compared to Schwab Target 2055 Fund (SWORX) at 11.29%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.97%
11.29%
VOO
SWORX