SWPRX vs. SWTSX
Compare and contrast key facts about Schwab Target 2060 Fund (SWPRX) and Schwab Total Stock Market Index Fund (SWTSX).
SWPRX is managed by Charles Schwab. It was launched on Aug 24, 2016. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWPRX or SWTSX.
Performance
SWPRX vs. SWTSX - Performance Comparison
Returns By Period
In the year-to-date period, SWPRX achieves a 16.37% return, which is significantly lower than SWTSX's 25.73% return.
SWPRX
16.37%
0.25%
8.03%
23.65%
9.92%
N/A
SWTSX
25.73%
2.61%
14.29%
33.08%
15.05%
12.61%
Key characteristics
| SWPRX | SWTSX | |
|---|---|---|
| Sharpe Ratio | 2.07 | 2.66 |
| Sortino Ratio | 2.74 | 3.54 |
| Omega Ratio | 1.41 | 1.49 |
| Calmar Ratio | 2.42 | 3.92 |
| Martin Ratio | 13.53 | 17.01 |
| Ulcer Index | 1.77% | 1.98% |
| Daily Std Dev | 11.58% | 12.69% |
| Max Drawdown | -34.43% | -54.60% |
| Current Drawdown | -1.45% | -0.79% |
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SWPRX vs. SWTSX - Expense Ratio Comparison
SWPRX has a 0.00% expense ratio, which is lower than SWTSX's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SWPRX and SWTSX 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.
Risk-Adjusted Performance
SWPRX vs. SWTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2060 Fund (SWPRX) and Schwab Total Stock Market Index Fund (SWTSX). 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. SWTSX - Dividend Comparison
SWPRX's dividend yield for the trailing twelve months is around 1.58%, more than SWTSX's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPRX Schwab Target 2060 Fund | 1.58% | 1.84% | 1.65% | 2.93% | 0.94% | 1.82% | 2.58% | 2.42% | 1.11% | 0.00% | 0.00% | 0.00% |
SWTSX Schwab Total Stock Market Index Fund | 1.12% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
Drawdowns
SWPRX vs. SWTSX - Drawdown Comparison
The maximum SWPRX drawdown since its inception was -34.43%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWPRX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
SWPRX vs. SWTSX - Volatility Comparison
The current volatility for Schwab Target 2060 Fund (SWPRX) is 2.89%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 4.18%. This indicates that SWPRX experiences smaller price fluctuations and is considered to be less risky than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.