SWPRX vs. VTTSX
Compare and contrast key facts about Schwab Target 2060 Fund (SWPRX) and Vanguard Target Retirement 2060 Fund (VTTSX).
SWPRX is managed by Charles Schwab. It was launched on Aug 24, 2016. VTTSX is managed by Vanguard. It was launched on Jan 19, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWPRX or VTTSX.
Key characteristics
| SWPRX | VTTSX | |
|---|---|---|
| YTD Return | 17.80% | 17.22% |
| 1Y Return | 31.14% | 29.58% |
| 3Y Return (Ann) | 4.13% | 5.00% |
| 5Y Return (Ann) | 10.25% | 10.41% |
| Sharpe Ratio | 2.55 | 2.61 |
| Sortino Ratio | 3.37 | 3.62 |
| Omega Ratio | 1.52 | 1.48 |
| Calmar Ratio | 2.16 | 2.65 |
| Martin Ratio | 17.28 | 16.94 |
| Ulcer Index | 1.75% | 1.70% |
| Daily Std Dev | 11.84% | 11.05% |
| Max Drawdown | -34.43% | -31.38% |
| Current Drawdown | 0.00% | -0.19% |
Correlation
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.
Performance
SWPRX vs. VTTSX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SWPRX having a 17.80% return and VTTSX slightly lower at 17.22%. 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. 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%.
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.
Dividends
SWPRX vs. VTTSX - Dividend Comparison
SWPRX's dividend yield for the trailing twelve months is around 1.56%, less than VTTSX's 1.82% 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% |
VTTSX Vanguard Target Retirement 2060 Fund | 1.82% | 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.
Volatility
SWPRX vs. VTTSX - Volatility Comparison
Schwab Target 2060 Fund (SWPRX) has a higher volatility of 3.17% compared to Vanguard Target Retirement 2060 Fund (VTTSX) at 2.92%. This indicates that SWPRX's price experiences larger fluctuations and is considered to be riskier than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.