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SWYAX vs. TRRFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWYAX and TRRFX is 0.91, 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.


-0.50.00.51.00.9

Performance

SWYAX vs. TRRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2010 Index Fund (SWYAX) and T. Rowe Price Retirement 2005 Fund (TRRFX). The values are adjusted to include any dividend payments, if applicable.

46.00%48.00%50.00%52.00%54.00%56.00%58.00%JulyAugustSeptemberOctoberNovemberDecember
50.95%
48.80%
SWYAX
TRRFX

Key characteristics

Sharpe Ratio

SWYAX:

1.45

TRRFX:

0.82

Sortino Ratio

SWYAX:

2.05

TRRFX:

1.05

Omega Ratio

SWYAX:

1.29

TRRFX:

1.16

Calmar Ratio

SWYAX:

1.84

TRRFX:

0.87

Martin Ratio

SWYAX:

8.09

TRRFX:

5.49

Ulcer Index

SWYAX:

1.04%

TRRFX:

0.96%

Daily Std Dev

SWYAX:

5.82%

TRRFX:

6.44%

Max Drawdown

SWYAX:

-18.03%

TRRFX:

-33.29%

Current Drawdown

SWYAX:

-2.29%

TRRFX:

-6.03%

Returns By Period

In the year-to-date period, SWYAX achieves a 7.56% return, which is significantly higher than TRRFX's 4.17% return.


SWYAX

YTD

7.56%

1M

-0.54%

6M

3.47%

1Y

7.90%

5Y*

4.33%

10Y*

N/A

TRRFX

YTD

4.17%

1M

-4.61%

6M

-0.58%

1Y

4.62%

5Y*

3.99%

10Y*

4.68%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWYAX vs. TRRFX - Expense Ratio Comparison

SWYAX has a 0.04% expense ratio, which is lower than TRRFX's 0.49% expense ratio.


TRRFX
T. Rowe Price Retirement 2005 Fund
Expense ratio chart for TRRFX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for SWYAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SWYAX vs. TRRFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2010 Index Fund (SWYAX) and T. Rowe Price Retirement 2005 Fund (TRRFX). 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 SWYAX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.450.82
The chart of Sortino ratio for SWYAX, currently valued at 2.05, compared to the broader market-2.000.002.004.006.008.0010.002.051.05
The chart of Omega ratio for SWYAX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.16
The chart of Calmar ratio for SWYAX, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.0012.0014.001.840.87
The chart of Martin ratio for SWYAX, currently valued at 8.09, compared to the broader market0.0020.0040.0060.008.095.49
SWYAX
TRRFX

The current SWYAX Sharpe Ratio is 1.45, which is higher than the TRRFX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SWYAX and TRRFX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.45
0.82
SWYAX
TRRFX

Dividends

SWYAX vs. TRRFX - Dividend Comparison

SWYAX's dividend yield for the trailing twelve months is around 2.65%, while TRRFX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
SWYAX
Schwab Target 2010 Index Fund
2.65%2.85%2.45%1.91%1.66%2.14%1.96%1.17%0.75%0.00%0.00%0.00%
TRRFX
T. Rowe Price Retirement 2005 Fund
0.00%2.82%3.24%2.11%1.71%2.34%2.51%1.98%1.87%2.09%2.00%1.93%

Drawdowns

SWYAX vs. TRRFX - Drawdown Comparison

The maximum SWYAX drawdown since its inception was -18.03%, smaller than the maximum TRRFX drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for SWYAX and TRRFX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.29%
-6.03%
SWYAX
TRRFX

Volatility

SWYAX vs. TRRFX - Volatility Comparison

The current volatility for Schwab Target 2010 Index Fund (SWYAX) is 2.14%, while T. Rowe Price Retirement 2005 Fund (TRRFX) has a volatility of 3.77%. This indicates that SWYAX experiences smaller price fluctuations and is considered to be less risky than TRRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%JulyAugustSeptemberOctoberNovemberDecember
2.14%
3.77%
SWYAX
TRRFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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