SWYDX vs. FQLSX
SWYDX (Schwab Target 2025 Index Fund) and FQLSX (Fidelity Flex Freedom Blend 2055 Fund) are both Target Retirement Date funds. Over the past 5 years, SWYDX returned 5.12%/yr vs 10.72%/yr for FQLSX. Their correlation of 0.94 means they have usually moved in the same direction. SWYDX charges 0.04%/yr vs 0.00%/yr for FQLSX.
Performance
SWYDX vs. FQLSX - Performance Comparison
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Returns By Period
In the year-to-date period, SWYDX achieves a 5.15% return, which is significantly lower than FQLSX's 12.26% return.
SWYDX
- 1D
- 0.81%
- 1M
- -0.55%
- 6M
- 3.79%
- YTD
- 5.15%
- 1Y
- 11.12%
- 3Y*
- 10.16%
- 5Y*
- 5.12%
- 10Y*
- —
- ALL TIME*
- 7.21%
FQLSX
- 1D
- 2.33%
- 1M
- -1.01%
- 6M
- 8.35%
- YTD
- 12.26%
- 1Y
- 24.67%
- 3Y*
- 18.99%
- 5Y*
- 10.72%
- 10Y*
- —
- ALL TIME*
- 12.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SWYDX vs. FQLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWYDX Schwab Target 2025 Index Fund | 5.15% | 12.60% | 8.62% | 14.47% | -14.78% | 10.24% | 12.37% | 18.89% | -6.38% | 6.42% |
FQLSX Fidelity Flex Freedom Blend 2055 Fund | 12.26% | 22.80% | 18.08% | 21.04% | -18.58% | 16.89% | 18.43% | 25.96% | -8.31% | 10.12% |
Correlation
The correlation between SWYDX and FQLSX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2017 | 0.94 |
The correlation between SWYDX and FQLSX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
SWYDX vs. FQLSX — Risk / Return Rank
SWYDX
FQLSX
SWYDX vs. FQLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2025 Index Fund (SWYDX) and Fidelity Flex Freedom Blend 2055 Fund (FQLSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWYDX | FQLSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.42 | -0.23 |
| Martin ratioReturn relative to average drawdown | 9.44 | 10.10 | -0.66 |
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Drawdowns
SWYDX vs. FQLSX - Drawdown Comparison
The maximum SWYDX drawdown since its inception was -20.49%, smaller than the maximum FQLSX drawdown of -31.26%. Use the drawdown chart below to compare losses from any high point for SWYDX and FQLSX.
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Drawdown Indicators
| SWYDX | FQLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.49% | -31.26% | +10.77% |
Max Drawdown (1Y)Largest decline over 1 year | -4.94% | -9.48% | +4.54% |
Max Drawdown (3Y)Largest decline over 3 years | -7.22% | -15.37% | +8.15% |
Max Drawdown (5Y)Largest decline over 5 years | -20.43% | -27.41% | +6.98% |
Current DrawdownCurrent decline from peak | -0.98% | -2.17% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -3.38% | -5.36% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 2.27% | -1.13% |
Volatility
SWYDX vs. FQLSX - Volatility Comparison
The current volatility for Schwab Target 2025 Index Fund (SWYDX) is 1.82%, while Fidelity Flex Freedom Blend 2055 Fund (FQLSX) has a volatility of 4.40%. This indicates that SWYDX experiences smaller price fluctuations and is considered to be less risky than FQLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWYDX | FQLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 4.40% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 5.53% | 12.17% | -6.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.63% | 14.19% | -7.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.26% | 15.36% | -6.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.79% | 16.12% | -6.33% |
SWYDX vs. FQLSX - Expense Ratio Comparison
SWYDX has a 0.04% expense ratio, which is higher than FQLSX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SWYDX vs. FQLSX - Dividend Comparison
SWYDX's dividend yield for the trailing twelve months is around 5.10%, more than FQLSX's 4.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FQLSX Fidelity Flex Freedom Blend 2055 Fund | 4.66% | 3.32% | 7.20% | 2.08% | 5.79% | 8.05% | 5.76% | 7.02% | 8.18% | 3.10% | 0.00% |
SWYDX Schwab Target 2025 Index Fund | 5.10% | 5.37% | 3.41% | 2.58% | 2.32% | 1.92% | 1.79% | 1.91% | 0.00% | 1.33% | 0.79% |
Frequently Asked Questions
With a correlation of 0.95, SWYDX and FQLSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FQLSX has higher volatility (4.40%) compared to SWYDX (1.82%). In terms of maximum drawdown, SWYDX dropped -20.49% vs FQLSX's -31.26%.
SWYDX currently has the higher Sharpe Ratio (1.63 vs 1.62), 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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