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SWYAX vs. URINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYAX vs. URINX - Performance Comparison

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

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SWYAX vs. URINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWYAX
Schwab Target 2010 Index Fund
-1.67%11.17%7.18%11.95%-13.28%6.99%10.61%14.55%-2.27%9.48%
URINX
USAA Target Retirement Income Fund
-0.45%12.36%6.66%10.79%-10.38%6.47%8.74%11.72%-3.00%8.34%

Returns By Period

In the year-to-date period, SWYAX achieves a -1.67% return, which is significantly lower than URINX's -0.45% return.


SWYAX

1D
0.15%
1M
-3.94%
YTD
-1.67%
6M
-0.10%
1Y
8.08%
3Y*
7.88%
5Y*
3.92%
10Y*

URINX

1D
0.09%
1M
-3.83%
YTD
-0.45%
6M
1.45%
1Y
9.91%
3Y*
8.56%
5Y*
4.40%
10Y*
5.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWYAX vs. URINX - Expense Ratio Comparison

Both SWYAX and URINX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SWYAX vs. URINX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWYAX
SWYAX Risk / Return Rank: 7373
Overall Rank
SWYAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SWYAX Sortino Ratio Rank: 7373
Sortino Ratio Rank
SWYAX Omega Ratio Rank: 7070
Omega Ratio Rank
SWYAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
SWYAX Martin Ratio Rank: 7777
Martin Ratio Rank

URINX
URINX Risk / Return Rank: 8686
Overall Rank
URINX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
URINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
URINX Omega Ratio Rank: 8484
Omega Ratio Rank
URINX Calmar Ratio Rank: 8686
Calmar Ratio Rank
URINX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWYAX vs. URINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2010 Index Fund (SWYAX) and USAA Target Retirement Income Fund (URINX). 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.


SWYAXURINXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.66

-0.41

Sortino ratio

Return per unit of downside risk

1.79

2.35

-0.56

Omega ratio

Gain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratio

Return relative to maximum drawdown

1.70

2.20

-0.51

Martin ratio

Return relative to average drawdown

7.38

9.70

-2.32

SWYAX vs. URINX - Sharpe Ratio Comparison

The current SWYAX Sharpe Ratio is 1.26, which is comparable to the URINX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SWYAX and URINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWYAXURINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.66

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.71

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

1.10

-0.38

Correlation

The correlation between SWYAX and URINX is 0.92, 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.


Dividends

SWYAX vs. URINX - Dividend Comparison

SWYAX's dividend yield for the trailing twelve months is around 4.24%, less than URINX's 6.14% yield.


TTM20252024202320222021202020192018201720162015
SWYAX
Schwab Target 2010 Index Fund
4.24%4.17%3.79%2.85%2.69%2.54%1.98%2.27%2.01%1.18%0.75%0.00%
URINX
USAA Target Retirement Income Fund
6.14%6.07%4.22%3.48%6.63%6.66%3.97%6.37%6.11%5.68%3.34%4.54%

Drawdowns

SWYAX vs. URINX - Drawdown Comparison

The maximum SWYAX drawdown since its inception was -19.82%, which is greater than URINX's maximum drawdown of -15.27%. Use the drawdown chart below to compare losses from any high point for SWYAX and URINX.


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Drawdown Indicators


SWYAXURINXDifference

Max Drawdown

Largest peak-to-trough decline

-19.82%

-15.27%

-4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.71%

-4.41%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-15.27%

-4.55%

Max Drawdown (10Y)

Largest decline over 10 years

-15.27%

Current Drawdown

Current decline from peak

-4.01%

-3.83%

-0.18%

Average Drawdown

Average peak-to-trough decline

-3.41%

-1.93%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.00%

+0.08%

Volatility

SWYAX vs. URINX - Volatility Comparison

Schwab Target 2010 Index Fund (SWYAX) and USAA Target Retirement Income Fund (URINX) have volatilities of 2.30% and 2.30%, 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.


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Volatility by Period


SWYAXURINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

2.30%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

3.69%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

5.99%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.74%

6.22%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

5.78%

+1.68%