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SWYDX vs. SWTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SWYDX vs. SWTSX

Last updated Jun 4, 2026

SWYDX (Schwab Target 2025 Index Fund) and SWTSX (Schwab Total Stock Market Index Fund) are both mutual funds - SWYDX is a Target Retirement Date fund managed by Charles Schwab, while SWTSX is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Total Stock Market Index. Over the past 5 years, SWYDX returned 5.79%/yr vs 13.04%/yr for SWTSX. Their correlation of 0.92 suggests significant overlap in exposure. SWYDX charges 0.04%/yr vs 0.03%/yr for SWTSX.

Performance

SWYDX vs. SWTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2025 Index Fund (SWYDX) and Schwab Total Stock Market Index Fund (SWTSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWYDX achieves a 6.06% return, which is significantly lower than SWTSX's 12.02% return.

SWYDX

1D
0.12%
1M
2.65%
YTD
6.06%
6M
6.19%
1Y
15.10%
3Y*
11.70%
5Y*
5.79%
10Y*
—

SWTSX

1D
0.22%
1M
5.76%
YTD
12.02%
6M
11.94%
1Y
29.06%
3Y*
22.36%
5Y*
13.04%
10Y*
15.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWYDX vs. SWTSX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SWYDX
Schwab Target 2025 Index Fund		6.06%12.60%8.62%14.47%-14.78%10.24%12.37%18.89%-6.38%14.53%
SWTSX
Schwab Total Stock Market Index Fund		12.02%17.04%23.84%26.05%-19.54%25.65%20.71%30.90%-5.35%21.08%

Correlation

The correlation between SWYDX and SWTSX is 0.90, 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

0.90

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

0.89

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

0.91

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

0.92

The correlation between SWYDX and SWTSX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

SWYDX vs. SWTSX - Sectors Allocation Comparison

Sectors
SWYDX
SWTSX

Technology

27.6%
33.8%

Financial Services

14.3%
12.1%

Industrials

11.1%
9.6%

Consumer Cyclical

8.8%
10.1%

Real Estate

8.2%
2.4%

Healthcare

8.0%
9.1%

Communication Services

7.9%
10.3%

Consumer Defensive

4.7%
4.7%

Energy

3.9%
3.7%

Basic Materials

3.2%
2.1%

Utilities

2.4%
2.3%

Technology

SWYDX
27.6%
SWTSX
33.8%

Financial Services

SWYDX
14.3%
SWTSX
12.1%

Industrials

SWYDX
11.1%
SWTSX
9.6%

Consumer Cyclical

SWYDX
8.8%
SWTSX
10.1%

Real Estate

SWYDX
8.2%
SWTSX
2.4%

Healthcare

SWYDX
8.0%
SWTSX
9.1%

Communication Services

SWYDX
7.9%
SWTSX
10.3%

Consumer Defensive

SWYDX
4.7%
SWTSX
4.7%

Energy

SWYDX
3.9%
SWTSX
3.7%

Basic Materials

SWYDX
3.2%
SWTSX
2.1%

Utilities

SWYDX
2.4%
SWTSX
2.3%

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Schwab Target 2025 Index Fund

Schwab Total Stock Market Index Fund

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Often compared with SWTSX:
SWTSX vs. SWPPXSWTSX vs. VTSAXSWTSX vs. SCHBSWTSX vs. VTISWTSX vs. SWISXSWTSX vs. SWLGXSWTSX vs. SCHD

Return for Risk

SWYDX vs. SWTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SWYDX
SWYDX Risk / Return Rank: 7373
Overall Rank
SWYDX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SWYDX Sortino Ratio Rank: 7676
Sortino Ratio Rank
SWYDX Omega Ratio Rank: 7474
Omega Ratio Rank
SWYDX Calmar Ratio Rank: 6666
Calmar Ratio Rank
SWYDX Martin Ratio Rank: 7474
Martin Ratio Rank
SWTSX
SWTSX Risk / Return Rank: 7171
Overall Rank
SWTSX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 6363
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 6363
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 8282
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. SWTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2025 Index Fund (SWYDX) and Schwab Total Stock Market Index Fund (SWTSX). 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.

SWYDXSWTSXDifference
Sharpe ratioReturn per unit of total volatility
2.51
2.45

+0.05

Sortino ratioReturn per unit of downside risk
3.65
3.33

+0.32

Omega ratioGain probability vs. loss probability

1.49

1.44

+0.04

Calmar ratioReturn relative to maximum drawdown

3.12

3.38

-0.27

Martin ratioReturn relative to average drawdown

14.04

15.52

-1.48

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

SWYDX vs. SWTSX - Sharpe Ratio Comparison

The current SWYDX Sharpe Ratio is 2.51, which is comparable to the SWTSX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of SWYDX and SWTSX, 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

SWYDXSWTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

2.45

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.75

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.81

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.44

+0.32

Drawdowns

SWYDX vs. SWTSX - Drawdown Comparison

The maximum SWYDX drawdown since its inception was -20.49%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWYDX and SWTSX.

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Drawdown Indicators

SWYDXSWTSXDifference

Max Drawdown

Largest peak-to-trough decline

-20.49%

-54.60%

+34.11%

Max Drawdown (1Y)

Largest decline over 1 year

-4.94%

-8.88%

+3.94%

Max Drawdown (3Y)

Largest decline over 3 years

-7.56%

-19.43%

+11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-20.43%

-25.40%

+4.97%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.01%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.43%

-10.57%

+7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

1.93%

-0.84%

Volatility

SWYDX vs. SWTSX - Volatility Comparison

The current volatility for Schwab Target 2025 Index Fund (SWYDX) is 2.10%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 2.96%. This indicates that SWYDX experiences smaller price fluctuations and is considered to be less risky than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SWYDXSWTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

2.96%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

4.94%

9.21%

-4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

6.15%

12.26%

-6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.20%

17.44%

-8.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

18.61%

-8.79%

SWYDX vs. SWTSX - Expense Ratio Comparison

SWYDX has a 0.04% expense ratio, which is higher than SWTSX's 0.03% 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. SWTSX - Dividend Comparison

SWYDX's dividend yield for the trailing twelve months is around 5.06%, more than SWTSX's 0.98% yield.

PositionTTM20252024202320222021202020192018201720162015
SWTSX
Schwab Total Stock Market Index Fund		0.98%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%
SWYDX
Schwab Target 2025 Index Fund		5.06%5.37%3.41%2.58%2.32%1.92%1.79%1.91%0.00%1.33%0.79%0.00%

Frequently Asked Questions

With a correlation of 0.90, SWYDX and SWTSX 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.

SWTSX has higher volatility (2.96%) compared to SWYDX (2.10%). In terms of maximum drawdown, SWYDX dropped -20.49% vs SWTSX's -54.60%.

SWYDX currently has the higher Sharpe Ratio (2.51 vs 2.45), 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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