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

Correlation

The correlation between SWPRX and NASDX is 0.84, 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.


-0.50.00.51.00.8

Performance

SWPRX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2060 Fund (SWPRX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
3.68%
1.27%
SWPRX
NASDX

Key characteristics

Sharpe Ratio

SWPRX:

1.33

NASDX:

0.71

Sortino Ratio

SWPRX:

1.83

NASDX:

1.02

Omega Ratio

SWPRX:

1.24

NASDX:

1.14

Calmar Ratio

SWPRX:

1.64

NASDX:

1.04

Martin Ratio

SWPRX:

6.85

NASDX:

2.98

Ulcer Index

SWPRX:

2.28%

NASDX:

4.73%

Daily Std Dev

SWPRX:

11.73%

NASDX:

19.83%

Max Drawdown

SWPRX:

-34.43%

NASDX:

-81.69%

Current Drawdown

SWPRX:

-0.67%

NASDX:

-5.46%

Returns By Period

In the year-to-date period, SWPRX achieves a 5.09% return, which is significantly higher than NASDX's 2.87% return.


SWPRX

YTD

5.09%

1M

1.18%

6M

3.68%

1Y

13.71%

5Y*

8.00%

10Y*

N/A

NASDX

YTD

2.87%

1M

-1.28%

6M

1.28%

1Y

11.58%

5Y*

14.53%

10Y*

14.15%

*Annualized

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. NASDX - Expense Ratio Comparison

SWPRX has a 0.00% expense ratio, which is lower than NASDX's 0.63% expense ratio.


Expense ratio chart for NASDX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
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. NASDX — Risk-Adjusted Performance Rank

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

SWPRX
The Risk-Adjusted Performance Rank of SWPRX is 7373
Overall Rank
The Sharpe Ratio Rank of SWPRX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SWPRX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SWPRX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SWPRX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SWPRX is 7777
Martin Ratio Rank

NASDX
The Risk-Adjusted Performance Rank of NASDX is 4444
Overall Rank
The Sharpe Ratio Rank of NASDX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of NASDX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of NASDX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of NASDX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of NASDX is 4646
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.

SWPRX vs. NASDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2060 Fund (SWPRX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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 SWPRX, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.001.330.71
The chart of Sortino ratio for SWPRX, currently valued at 1.83, compared to the broader market0.002.004.006.008.0010.0012.001.831.02
The chart of Omega ratio for SWPRX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.14
The chart of Calmar ratio for SWPRX, currently valued at 1.64, compared to the broader market0.005.0010.0015.0020.001.641.04
The chart of Martin ratio for SWPRX, currently valued at 6.85, compared to the broader market0.0020.0040.0060.0080.006.852.98
SWPRX
NASDX

The current SWPRX Sharpe Ratio is 1.33, which is higher than the NASDX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SWPRX and NASDX, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.33
0.71
SWPRX
NASDX

Dividends

SWPRX vs. NASDX - Dividend Comparison

SWPRX's dividend yield for the trailing twelve months is around 1.66%, more than NASDX's 0.35% yield.


TTM20242023202220212020201920182017201620152014
SWPRX
Schwab Target 2060 Fund
1.66%1.75%1.84%1.65%2.93%0.94%1.82%2.58%2.42%1.11%0.00%0.00%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
0.35%0.36%0.45%0.50%0.15%0.37%0.47%0.94%1.35%0.75%0.86%1.02%

Drawdowns

SWPRX vs. NASDX - Drawdown Comparison

The maximum SWPRX drawdown since its inception was -34.43%, smaller than the maximum NASDX drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for SWPRX and NASDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.67%
-5.46%
SWPRX
NASDX

Volatility

SWPRX vs. NASDX - Volatility Comparison

The current volatility for Schwab Target 2060 Fund (SWPRX) is 2.65%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.14%. This indicates that SWPRX experiences smaller price fluctuations and is considered to be less risky than NASDX 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%SeptemberOctoberNovemberDecember2025February
2.65%
5.14%
SWPRX
NASDX