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SWPRX vs. FDKVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SWPRXFDKVX
YTD Return17.80%17.46%
1Y Return31.14%30.13%
3Y Return (Ann)4.13%0.07%
5Y Return (Ann)10.25%6.23%
Sharpe Ratio2.552.55
Sortino Ratio3.373.55
Omega Ratio1.521.47
Calmar Ratio2.161.27
Martin Ratio17.2816.57
Ulcer Index1.75%1.77%
Daily Std Dev11.84%11.52%
Max Drawdown-34.43%-34.53%
Current Drawdown0.00%-0.33%

Correlation

-0.50.00.51.00.9

The correlation between SWPRX and FDKVX 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

SWPRX vs. FDKVX - Performance Comparison

The year-to-date returns for both stocks are quite close, with SWPRX having a 17.80% return and FDKVX slightly lower at 17.46%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.01%
9.07%
SWPRX
FDKVX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWPRX vs. FDKVX - Expense Ratio Comparison

SWPRX has a 0.00% expense ratio, which is lower than FDKVX's 0.75% expense ratio.


FDKVX
Fidelity Freedom 2060 Fund
Expense ratio chart for FDKVX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for SWPRX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

SWPRX vs. FDKVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2060 Fund (SWPRX) and Fidelity Freedom 2060 Fund (FDKVX). 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.


SWPRX
Sharpe ratio
The chart of Sharpe ratio for SWPRX, currently valued at 2.55, compared to the broader market0.002.004.002.55
Sortino ratio
The chart of Sortino ratio for SWPRX, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for SWPRX, currently valued at 1.52, compared to the broader market1.002.003.004.001.52
Calmar ratio
The chart of Calmar ratio for SWPRX, currently valued at 2.16, compared to the broader market0.005.0010.0015.0020.0025.002.16
Martin ratio
The chart of Martin ratio for SWPRX, currently valued at 17.28, compared to the broader market0.0020.0040.0060.0080.00100.0017.28
FDKVX
Sharpe ratio
The chart of Sharpe ratio for FDKVX, currently valued at 2.55, compared to the broader market0.002.004.002.55
Sortino ratio
The chart of Sortino ratio for FDKVX, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for FDKVX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for FDKVX, currently valued at 1.27, compared to the broader market0.005.0010.0015.0020.0025.001.27
Martin ratio
The chart of Martin ratio for FDKVX, currently valued at 16.57, compared to the broader market0.0020.0040.0060.0080.00100.0016.57

SWPRX vs. FDKVX - Sharpe Ratio Comparison

The current SWPRX Sharpe Ratio is 2.55, which is comparable to the FDKVX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of SWPRX and FDKVX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.55
2.55
SWPRX
FDKVX

Dividends

SWPRX vs. FDKVX - Dividend Comparison

SWPRX's dividend yield for the trailing twelve months is around 1.56%, more than FDKVX's 1.06% yield.


TTM2023202220212020201920182017201620152014
SWPRX
Schwab Target 2060 Fund
1.56%1.84%1.65%2.93%0.94%1.82%2.58%2.42%1.11%0.00%0.00%
FDKVX
Fidelity Freedom 2060 Fund
1.06%1.25%2.10%2.23%1.03%1.49%1.53%1.08%1.28%1.96%2.68%

Drawdowns

SWPRX vs. FDKVX - Drawdown Comparison

The maximum SWPRX drawdown since its inception was -34.43%, roughly equal to the maximum FDKVX drawdown of -34.53%. Use the drawdown chart below to compare losses from any high point for SWPRX and FDKVX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.33%
SWPRX
FDKVX

Volatility

SWPRX vs. FDKVX - Volatility Comparison

Schwab Target 2060 Fund (SWPRX) and Fidelity Freedom 2060 Fund (FDKVX) have volatilities of 3.17% and 3.22%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.17%
3.22%
SWPRX
FDKVX