SWQRX vs. SWTSX
Compare and contrast key facts about Schwab Target 2065 Fund (SWQRX) and Schwab Total Stock Market Index Fund (SWTSX).
SWQRX is managed by Charles Schwab. It was launched on Feb 24, 2021. 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: SWQRX or SWTSX.
Key characteristics
| SWQRX | SWTSX | |
|---|---|---|
| YTD Return | 18.09% | 26.34% |
| 1Y Return | 31.51% | 40.60% |
| 3Y Return (Ann) | 4.26% | 8.70% |
| Sharpe Ratio | 2.53 | 3.06 |
| Sortino Ratio | 3.33 | 4.07 |
| Omega Ratio | 1.51 | 1.57 |
| Calmar Ratio | 2.19 | 4.18 |
| Martin Ratio | 17.31 | 20.04 |
| Ulcer Index | 1.77% | 1.96% |
| Daily Std Dev | 12.11% | 12.87% |
| Max Drawdown | -28.26% | -54.60% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SWQRX 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.
Performance
SWQRX vs. SWTSX - Performance Comparison
In the year-to-date period, SWQRX achieves a 18.09% return, which is significantly lower than SWTSX's 26.34% 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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SWQRX vs. SWTSX - Expense Ratio Comparison
SWQRX 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%.
Risk-Adjusted Performance
SWQRX vs. SWTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2065 Fund (SWQRX) 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
SWQRX vs. SWTSX - Dividend Comparison
SWQRX's dividend yield for the trailing twelve months is around 1.51%, more than SWTSX's 1.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWQRX Schwab Target 2065 Fund | 1.51% | 1.78% | 1.54% | 2.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWTSX Schwab Total Stock Market Index Fund | 1.11% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
Drawdowns
SWQRX vs. SWTSX - Drawdown Comparison
The maximum SWQRX drawdown since its inception was -28.26%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWQRX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
SWQRX vs. SWTSX - Volatility Comparison
The current volatility for Schwab Target 2065 Fund (SWQRX) is 3.24%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 4.09%. This indicates that SWQRX 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.