SWPRX vs. NASDX
Compare and contrast key facts about Schwab Target 2060 Fund (SWPRX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
SWPRX is managed by Charles Schwab. It was launched on Aug 24, 2016. NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWPRX or NASDX.
Key characteristics
| SWPRX | NASDX | |
|---|---|---|
| YTD Return | 18.08% | 25.82% |
| 1Y Return | 29.96% | 26.96% |
| 3Y Return (Ann) | 4.29% | 5.27% |
| 5Y Return (Ann) | 10.38% | 16.57% |
| Sharpe Ratio | 2.66 | 1.56 |
| Sortino Ratio | 3.50 | 2.02 |
| Omega Ratio | 1.54 | 1.30 |
| Calmar Ratio | 2.40 | 1.98 |
| Martin Ratio | 17.98 | 7.33 |
| Ulcer Index | 1.75% | 4.07% |
| Daily Std Dev | 11.80% | 19.03% |
| Max Drawdown | -34.43% | -81.69% |
| Current Drawdown | 0.00% | -0.05% |
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.
Performance
SWPRX vs. NASDX - Performance Comparison
In the year-to-date period, SWPRX achieves a 18.08% return, which is significantly lower than NASDX's 25.82% 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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SWPRX vs. NASDX - Expense Ratio Comparison
SWPRX has a 0.00% expense ratio, which is lower than NASDX's 0.63% expense ratio.
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.
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.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Volatility
SWPRX vs. NASDX - Volatility Comparison
The current volatility for Schwab Target 2060 Fund (SWPRX) is 3.20%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.16%. 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.