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SWYDX vs. FFANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYDX vs. FFANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2025 Index Fund (SWYDX) and Fidelity Asset Manager 40% Fund (FFANX). The values are adjusted to include any dividend payments, if applicable.

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SWYDX vs. FFANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWYDX
Schwab Target 2025 Index Fund
-2.02%12.60%8.62%14.47%-14.78%10.24%12.37%18.89%-6.38%14.53%
FFANX
Fidelity Asset Manager 40% Fund
-1.56%13.16%7.40%11.52%-13.62%8.03%13.10%15.81%-4.06%11.25%

Returns By Period

In the year-to-date period, SWYDX achieves a -2.02% return, which is significantly lower than FFANX's -1.56% return.


SWYDX

1D
0.13%
1M
-4.69%
YTD
-2.02%
6M
-0.30%
1Y
9.34%
3Y*
9.24%
5Y*
4.85%
10Y*

FFANX

1D
-0.07%
1M
-5.01%
YTD
-1.56%
6M
0.54%
1Y
10.96%
3Y*
8.50%
5Y*
4.32%
10Y*
6.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWYDX vs. FFANX - Expense Ratio Comparison

SWYDX has a 0.04% expense ratio, which is lower than FFANX's 0.52% expense ratio.


Return for Risk

SWYDX vs. FFANX — Risk / Return Rank

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

SWYDX
SWYDX Risk / Return Rank: 7070
Overall Rank
SWYDX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SWYDX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SWYDX Omega Ratio Rank: 6868
Omega Ratio Rank
SWYDX Calmar Ratio Rank: 6969
Calmar Ratio Rank
SWYDX Martin Ratio Rank: 7474
Martin Ratio Rank

FFANX
FFANX Risk / Return Rank: 7979
Overall Rank
FFANX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FFANX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FFANX Omega Ratio Rank: 7777
Omega Ratio Rank
FFANX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FFANX Martin Ratio Rank: 7979
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.

SWYDX vs. FFANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2025 Index Fund (SWYDX) and Fidelity Asset Manager 40% Fund (FFANX). 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.


SWYDXFFANXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.41

-0.22

Sortino ratio

Return per unit of downside risk

1.72

1.99

-0.27

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratio

Return relative to maximum drawdown

1.56

1.83

-0.27

Martin ratio

Return relative to average drawdown

7.07

7.74

-0.68

SWYDX vs. FFANX - Sharpe Ratio Comparison

The current SWYDX Sharpe Ratio is 1.19, which is comparable to the FFANX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SWYDX and FFANX, 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


SWYDXFFANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.41

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.56

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.62

+0.06

Correlation

The correlation between SWYDX and FFANX is 0.95, 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

SWYDX vs. FFANX - Dividend Comparison

SWYDX's dividend yield for the trailing twelve months is around 5.48%, more than FFANX's 4.03% yield.


TTM20252024202320222021202020192018201720162015
SWYDX
Schwab Target 2025 Index Fund
5.48%5.37%3.41%2.58%2.32%1.92%1.79%1.91%0.00%1.33%0.79%0.00%
FFANX
Fidelity Asset Manager 40% Fund
4.03%3.97%2.81%2.49%5.75%2.35%2.36%3.67%4.56%2.56%1.43%3.18%

Drawdowns

SWYDX vs. FFANX - Drawdown Comparison

The maximum SWYDX drawdown since its inception was -20.49%, smaller than the maximum FFANX drawdown of -31.69%. Use the drawdown chart below to compare losses from any high point for SWYDX and FFANX.


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Drawdown Indicators


SWYDXFFANXDifference

Max Drawdown

Largest peak-to-trough decline

-20.49%

-31.69%

+11.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.83%

-5.67%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-20.43%

-18.52%

-1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.52%

Current Drawdown

Current decline from peak

-4.81%

-5.20%

+0.39%

Average Drawdown

Average peak-to-trough decline

-3.48%

-3.83%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.34%

-0.05%

Volatility

SWYDX vs. FFANX - Volatility Comparison

The current volatility for Schwab Target 2025 Index Fund (SWYDX) is 2.69%, while Fidelity Asset Manager 40% Fund (FFANX) has a volatility of 3.05%. This indicates that SWYDX experiences smaller price fluctuations and is considered to be less risky than FFANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWYDXFFANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

3.05%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.43%

4.88%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

8.02%

7.80%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.16%

7.77%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.85%

7.63%

+2.22%