SWYDX vs. VTSAX

Last updated Jun 3, 2026

SWYDX (Schwab Target 2025 Index Fund) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - SWYDX is a Target Retirement Date fund managed by Charles Schwab, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, SWYDX returned 5.69%/yr vs 12.88%/yr for VTSAX. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.04% expense ratio.

Performance

SWYDX vs. VTSAX - Performance Comparison

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

Returns By Period

In the year-to-date period, SWYDX achieves a 5.93% return, which is significantly lower than VTSAX's 11.71% return.

SWYDX

• 1D: 0.06%
• 1M: 2.14%
• YTD: 5.93%
• 6M: 6.39%
• 1Y: 15.19%
• 3Y*: 11.66%
• 5Y*: 5.69%
• 10Y*: —

VTSAX

• 1D: 0.25%
• 1M: 5.10%
• YTD: 11.71%
• 6M: 12.07%
• 1Y: 29.65%
• 3Y*: 22.24%
• 5Y*: 12.88%
• 10Y*: 15.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SWYDX vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SWYDX Schwab Target 2025 Index Fund	5.93%	12.60%	8.62%	14.47%	-14.78%	10.24%	12.37%	18.89%	-6.38%	14.53%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.71%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between SWYDX and VTSAX 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	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Aug 31, 2016	0.92

The correlation between SWYDX and VTSAX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

SWYDX vs. VTSAX - Sectors Allocation Comparison

Sectors	SWYDX	VTSAX
Technology	27.6%	33.3%
Financial Services	14.3%	11.9%
Industrials	11.1%	9.5%
Consumer Cyclical	8.8%	9.8%
Real Estate	8.2%	2.4%
Healthcare	8.0%	9.1%
Communication Services	7.9%	10.1%
Consumer Defensive	4.7%	4.7%
Energy	3.9%	3.8%
Basic Materials	3.2%	2.0%
Utilities	2.4%	2.7%

Return for Risk

SWYDX vs. VTSAX — Risk / Return Rank

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

SWYDX

SWYDX Risk / Return Rank: 73
SWYDX Sharpe Ratio Rank: 74
SWYDX Sortino Ratio Rank: 76
SWYDX Omega Ratio Rank: 74
SWYDX Calmar Ratio Rank: 65
SWYDX Martin Ratio Rank: 74

VTSAX

VTSAX Risk / Return Rank: 72
VTSAX Sharpe Ratio Rank: 73
VTSAX Sortino Ratio Rank: 65
VTSAX Omega Ratio Rank: 64
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 83

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. VTSAX - Risk-Adjusted Trends Comparison

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

	SWYDX	VTSAX	Difference
Sharpe ratio Return per unit of total volatility	2.51	2.49	+0.02
Sortino ratio Return per unit of downside risk	3.66	3.38	+0.28
Omega ratio Gain probability vs. loss probability	1.49	1.45	+0.04
Calmar ratio Return relative to maximum drawdown	3.12	3.38	-0.26
Martin ratio Return relative to average drawdown	14.09	15.63	-1.54
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. VTSAX - Sharpe Ratio Comparison

The current SWYDX Sharpe Ratio is 2.51, which is comparable to the VTSAX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of SWYDX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SWYDX	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.51	2.49	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.75	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.47	+0.29

Drawdowns

SWYDX vs. VTSAX - Drawdown Comparison

The maximum SWYDX drawdown since its inception was -20.49%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for SWYDX and VTSAX.

Drawdown Indicators

	SWYDX	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-20.49%	-55.33%	+34.84%
Max Drawdown (1Y) Largest decline over 1 year	-4.94%	-8.92%	+3.98%
Max Drawdown (3Y) Largest decline over 3 years	-7.56%	-19.36%	+11.80%
Max Drawdown (5Y) Largest decline over 5 years	-20.43%	-25.36%	+4.93%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.43%	-9.01%	+5.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.09%	1.93%	-0.84%

Volatility

SWYDX vs. VTSAX - Volatility Comparison

The current volatility for Schwab Target 2025 Index Fund (SWYDX) is 2.10%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 2.95%. This indicates that SWYDX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWYDX	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.10%	2.95%	-0.85%
Volatility (6M) Calculated over the trailing 6-month period	4.94%	9.20%	-4.26%
Volatility (1Y) Calculated over the trailing 1-year period	6.16%	12.21%	-6.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.20%	17.36%	-8.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.82%	18.41%	-8.59%

SWYDX vs. VTSAX - Expense Ratio Comparison

Both SWYDX and VTSAX 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%.

Dividends

SWYDX vs. VTSAX - Dividend Comparison

SWYDX's dividend yield for the trailing twelve months is around 5.07%, more than VTSAX's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SWYDX Schwab Target 2025 Index Fund	5.07%	5.37%	3.41%	2.58%	2.32%	1.92%	1.79%	1.91%	0.00%	1.33%	0.79%	0.00%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.00%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both SWYDX and VTSAX in my portfolio?

With a correlation of 0.90, SWYDX and VTSAX 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.

Which is riskier, SWYDX or VTSAX?

VTSAX has higher volatility (2.95%) compared to SWYDX (2.10%). In terms of maximum drawdown, SWYDX dropped -20.49% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

SWYDX currently has the higher Sharpe Ratio (2.51 vs 2.48), 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.