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

Performance

SWPRX vs. VTTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2060 Fund (SWPRX) and Vanguard Target Retirement 2060 Fund (VTTSX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.50%
7.66%
SWPRX
VTTSX

Returns By Period

The year-to-date returns for both stocks are quite close, with SWPRX having a 15.80% return and VTTSX slightly lower at 15.40%.


SWPRX

YTD

15.80%

1M

-0.49%

6M

6.72%

1Y

23.40%

5Y (annualized)

9.82%

10Y (annualized)

N/A

VTTSX

YTD

15.40%

1M

-0.56%

6M

6.92%

1Y

22.51%

5Y (annualized)

10.06%

10Y (annualized)

8.72%

Key characteristics


SWPRXVTTSX
Sharpe Ratio1.982.03
Sortino Ratio2.632.84
Omega Ratio1.391.37
Calmar Ratio2.253.08
Martin Ratio12.9512.84
Ulcer Index1.77%1.72%
Daily Std Dev11.58%10.88%
Max Drawdown-34.43%-31.38%
Current Drawdown-1.94%-1.73%

Compare stocks, funds, or ETFs

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SWPRX vs. VTTSX - Expense Ratio Comparison

SWPRX has a 0.00% expense ratio, which is lower than VTTSX's 0.08% 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%.


VTTSX
Vanguard Target Retirement 2060 Fund
Expense ratio chart for VTTSX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
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

-0.50.00.51.01.0

The correlation between SWPRX and VTTSX is 0.96, 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. VTTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2060 Fund (SWPRX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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 1.98, compared to the broader market-1.000.001.002.003.004.005.001.982.03
The chart of Sortino ratio for SWPRX, currently valued at 2.63, compared to the broader market0.005.0010.002.632.84
The chart of Omega ratio for SWPRX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.37
The chart of Calmar ratio for SWPRX, currently valued at 2.25, compared to the broader market0.005.0010.0015.0020.0025.002.253.08
The chart of Martin ratio for SWPRX, currently valued at 12.95, compared to the broader market0.0020.0040.0060.0080.00100.0012.9512.84
SWPRX
VTTSX

The current SWPRX Sharpe Ratio is 1.98, which is comparable to the VTTSX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SWPRX and VTTSX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.98
2.03
SWPRX
VTTSX

Dividends

SWPRX vs. VTTSX - Dividend Comparison

SWPRX's dividend yield for the trailing twelve months is around 1.59%, less than VTTSX's 1.85% yield.


TTM20232022202120202019201820172016201520142013
SWPRX
Schwab Target 2060 Fund
1.59%1.84%1.65%2.93%0.94%1.82%2.58%2.42%1.11%0.00%0.00%0.00%
VTTSX
Vanguard Target Retirement 2060 Fund
1.85%2.14%2.09%1.95%1.57%2.11%2.30%1.77%1.98%1.85%1.65%1.37%

Drawdowns

SWPRX vs. VTTSX - Drawdown Comparison

The maximum SWPRX drawdown since its inception was -34.43%, which is greater than VTTSX's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for SWPRX and VTTSX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.94%
-1.73%
SWPRX
VTTSX

Volatility

SWPRX vs. VTTSX - Volatility Comparison

Schwab Target 2060 Fund (SWPRX) and Vanguard Target Retirement 2060 Fund (VTTSX) have volatilities of 2.97% and 2.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
2.97%
2.91%
SWPRX
VTTSX