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

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%10.00%JuneJulyAugustSeptemberOctoberNovember
8.50%
11.04%
SWPRX
NASDX

Returns By Period

In the year-to-date period, SWPRX achieves a 17.66% return, which is significantly lower than NASDX's 24.75% return.


SWPRX

YTD

17.66%

1M

2.11%

6M

8.50%

1Y

24.83%

5Y (annualized)

9.84%

10Y (annualized)

N/A

NASDX

YTD

24.75%

1M

2.84%

6M

11.04%

1Y

22.45%

5Y (annualized)

15.82%

10Y (annualized)

14.98%

Key characteristics


SWPRXNASDX
Sharpe Ratio2.141.18
Sortino Ratio2.821.57
Omega Ratio1.431.23
Calmar Ratio2.551.49
Martin Ratio13.975.51
Ulcer Index1.78%4.08%
Daily Std Dev11.58%19.00%
Max Drawdown-34.43%-81.69%
Current Drawdown-0.36%-0.90%

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SWPRX vs. NASDX - Expense Ratio Comparison

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


NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
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%

Correlation

The correlation between SWPRX and NASDX is 0.83, 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

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SWPRX, currently valued at 2.14, compared to the broader market-1.000.001.002.003.004.005.002.141.18
The chart of Sortino ratio for SWPRX, currently valued at 2.82, compared to the broader market0.005.0010.002.821.57
The chart of Omega ratio for SWPRX, currently valued at 1.43, compared to the broader market1.002.003.004.001.431.23
The chart of Calmar ratio for SWPRX, currently valued at 2.55, compared to the broader market0.005.0010.0015.0020.002.551.49
The chart of Martin ratio for SWPRX, currently valued at 13.97, compared to the broader market0.0020.0040.0060.0080.0013.975.51
SWPRX
NASDX

The current SWPRX Sharpe Ratio is 2.14, which is higher than the NASDX Sharpe Ratio of 1.18. 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.14
1.18
SWPRX
NASDX

Dividends

SWPRX vs. NASDX - Dividend Comparison

SWPRX's dividend yield for the trailing twelve months is around 1.56%, more than NASDX's 0.38% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
0.38%0.45%0.50%0.15%0.37%0.47%0.94%1.35%0.75%0.86%1.02%0.72%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.36%
-0.90%
SWPRX
NASDX

Volatility

SWPRX vs. NASDX - Volatility Comparison

The current volatility for Schwab Target 2060 Fund (SWPRX) is 3.01%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.33%. 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%JuneJulyAugustSeptemberOctoberNovember
3.01%
5.33%
SWPRX
NASDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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