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SWYBX vs. SNXFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SWYBX vs. SNXFX

Last updated Jun 4, 2026

SWYBX (Schwab Target 2015 Index Fund) and SNXFX (Schwab 1000 Index Fund) are both mutual funds - SWYBX is a Target Retirement Date fund managed by Charles Schwab, while SNXFX is a Large Cap Blend Equities fund tracking the Schwab 1000 Index. Over the past 5 years, SWYBX returned 5.14%/yr vs 13.51%/yr for SNXFX. Their correlation of 0.88 suggests significant overlap in exposure. SWYBX charges 0.04%/yr vs 0.05%/yr for SNXFX.

Performance

SWYBX vs. SNXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2015 Index Fund (SWYBX) and Schwab 1000 Index Fund (SNXFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWYBX achieves a 5.34% return, which is significantly lower than SNXFX's 11.89% return.

SWYBX

1D
0.14%
1M
2.38%
YTD
5.34%
6M
5.46%
1Y
13.87%
3Y*
10.59%
5Y*
5.14%
10Y*
—

SNXFX

1D
0.25%
1M
5.85%
YTD
11.89%
6M
11.81%
1Y
28.65%
3Y*
22.58%
5Y*
13.51%
10Y*
15.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWYBX vs. SNXFX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SWYBX
Schwab Target 2015 Index Fund		5.34%11.88%7.59%12.68%-13.59%7.67%10.93%14.99%-2.59%9.85%
SNXFX
Schwab 1000 Index Fund		11.89%17.23%24.46%26.53%-19.46%26.10%20.71%31.43%-5.04%21.71%

Correlation

The correlation between SWYBX and SNXFX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2016

0.88

The correlation between SWYBX and SNXFX has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

SWYBX vs. SNXFX - Sectors Allocation Comparison

Sectors
SWYBX
SNXFX

Technology

27.9%
34.6%

Financial Services

14.1%
11.9%

Industrials

10.9%
9.4%

Consumer Cyclical

8.9%
10.1%

Real Estate

8.2%
2.2%

Communication Services

8.1%
10.6%

Healthcare

8.0%
8.7%

Consumer Defensive

4.7%
4.7%

Energy

3.8%
3.6%

Basic Materials

3.1%
2.0%

Utilities

2.4%
2.3%

Technology

SWYBX
27.9%
SNXFX
34.6%

Financial Services

SWYBX
14.1%
SNXFX
11.9%

Industrials

SWYBX
10.9%
SNXFX
9.4%

Consumer Cyclical

SWYBX
8.9%
SNXFX
10.1%

Real Estate

SWYBX
8.2%
SNXFX
2.2%

Communication Services

SWYBX
8.1%
SNXFX
10.6%

Healthcare

SWYBX
8.0%
SNXFX
8.7%

Consumer Defensive

SWYBX
4.7%
SNXFX
4.7%

Energy

SWYBX
3.8%
SNXFX
3.6%

Basic Materials

SWYBX
3.1%
SNXFX
2.0%

Utilities

SWYBX
2.4%
SNXFX
2.3%

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Schwab Target 2015 Index Fund

Schwab 1000 Index Fund

Often compared with SWYBX:
SWYBX vs. SWYLXSWYBX vs. FFFDXSWYBX vs. VTSWYBX vs. VTINXSWYBX vs. SWTSXSWYBX vs. FNSHXSWYBX vs. FIRMX
Often compared with SNXFX:
SNXFX vs. SWPPXSNXFX vs. SWTSXSNXFX vs. VOOSNXFX vs. FSKAXSNXFX vs. SWAGXSNXFX vs. FEMKXSNXFX vs. FLCPX

Return for Risk

SWYBX vs. SNXFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SWYBX
SWYBX Risk / Return Rank: 7373
Overall Rank
SWYBX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SWYBX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SWYBX Omega Ratio Rank: 7373
Omega Ratio Rank
SWYBX Calmar Ratio Rank: 6666
Calmar Ratio Rank
SWYBX Martin Ratio Rank: 7575
Martin Ratio Rank
SNXFX
SNXFX Risk / Return Rank: 7070
Overall Rank
SNXFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 6262
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 8181
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.

SWYBX vs. SNXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2015 Index Fund (SWYBX) and Schwab 1000 Index Fund (SNXFX). 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.

SWYBXSNXFXDifference

Sharpe ratio

Return per unit of total volatility

2.50

2.44

+0.06

Sortino ratio

Return per unit of downside risk

3.64

3.32

+0.32

Omega ratio

Gain probability vs. loss probability

1.49

1.44

+0.04

Calmar ratio

Return relative to maximum drawdown

3.15

3.31

-0.16

Martin ratio

Return relative to average drawdown

14.23

15.28

-1.05

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWYBX vs. SNXFX - Sharpe Ratio Comparison

The current SWYBX Sharpe Ratio is 2.50, which is comparable to the SNXFX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of SWYBX and SNXFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SWYBXSNXFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.44

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.78

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.82

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.58

+0.22

Drawdowns

SWYBX vs. SNXFX - Drawdown Comparison

The maximum SWYBX drawdown since its inception was -20.49%, smaller than the maximum SNXFX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SWYBX and SNXFX.

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Drawdown Indicators

SWYBXSNXFXDifference

Max Drawdown

Largest peak-to-trough decline

-20.49%

-55.08%

+34.59%

Max Drawdown (1Y)

Largest decline over 1 year

-4.48%

-8.94%

+4.46%

Max Drawdown (3Y)

Largest decline over 3 years

-6.84%

-19.21%

+12.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.49%

-25.36%

+4.87%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.58%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.46%

-8.76%

+5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

1.93%

-0.94%

Volatility

SWYBX vs. SNXFX - Volatility Comparison

The current volatility for Schwab Target 2015 Index Fund (SWYBX) is 1.95%, while Schwab 1000 Index Fund (SNXFX) has a volatility of 2.87%. This indicates that SWYBX experiences smaller price fluctuations and is considered to be less risky than SNXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SWYBXSNXFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

2.87%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

9.13%

-4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.63%

12.12%

-6.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.16%

17.31%

-9.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.84%

18.73%

-10.89%

SWYBX vs. SNXFX - Expense Ratio Comparison

SWYBX has a 0.04% expense ratio, which is lower than SNXFX's 0.05% 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%.

Dividends

SWYBX vs. SNXFX - Dividend Comparison

SWYBX's dividend yield for the trailing twelve months is around 4.29%, more than SNXFX's 1.30% yield.

PositionTTM20252024202320222021202020192018201720162015
SNXFX
Schwab 1000 Index Fund		1.30%1.45%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%
SWYBX
Schwab Target 2015 Index Fund		4.29%4.52%3.67%2.38%2.61%2.74%2.32%2.23%1.77%1.44%0.78%0.00%

Frequently Asked Questions

SWYBX and SNXFX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNXFX has higher volatility (2.87%) compared to SWYBX (1.95%). In terms of maximum drawdown, SWYBX dropped -20.49% vs SNXFX's -55.08%.

SWYBX currently has the higher Sharpe Ratio (2.50 vs 2.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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