SWPRX vs. SCHW
Compare and contrast key facts about Schwab Target 2060 Fund (SWPRX) and The Charles Schwab Corporation (SCHW).
SWPRX is managed by Charles Schwab. It was launched on Aug 24, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWPRX or SCHW.
Key characteristics
| SWPRX | SCHW | |
|---|---|---|
| YTD Return | 17.80% | 9.00% |
| 1Y Return | 31.14% | 38.47% |
| 3Y Return (Ann) | 4.13% | -1.47% |
| 5Y Return (Ann) | 10.25% | 12.78% |
| Sharpe Ratio | 2.55 | 1.37 |
| Sortino Ratio | 3.37 | 1.98 |
| Omega Ratio | 1.52 | 1.28 |
| Calmar Ratio | 2.16 | 0.89 |
| Martin Ratio | 17.28 | 3.48 |
| Ulcer Index | 1.75% | 10.71% |
| Daily Std Dev | 11.84% | 27.24% |
| Max Drawdown | -34.43% | -86.79% |
| Current Drawdown | 0.00% | -19.28% |
Correlation
The correlation between SWPRX and SCHW is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SWPRX vs. SCHW - Performance Comparison
In the year-to-date period, SWPRX achieves a 17.80% return, which is significantly higher than SCHW's 9.00% 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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Risk-Adjusted Performance
SWPRX vs. SCHW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2060 Fund (SWPRX) and The Charles Schwab Corporation (SCHW). 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. SCHW - Dividend Comparison
SWPRX's dividend yield for the trailing twelve months is around 1.56%, more than SCHW's 1.35% 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% |
SCHW The Charles Schwab Corporation | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
Drawdowns
SWPRX vs. SCHW - Drawdown Comparison
The maximum SWPRX drawdown since its inception was -34.43%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for SWPRX and SCHW. For additional features, visit the drawdowns tool.
Volatility
SWPRX vs. SCHW - Volatility Comparison
The current volatility for Schwab Target 2060 Fund (SWPRX) is 3.17%, while The Charles Schwab Corporation (SCHW) has a volatility of 9.68%. This indicates that SWPRX experiences smaller price fluctuations and is considered to be less risky than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.