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SWYEX vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SWYEX vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2030 Index Fund (SWYEX) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
7.18%
22.82%
SWYEX
AAPL

Returns By Period

In the year-to-date period, SWYEX achieves a 11.67% return, which is significantly lower than AAPL's 19.53% return.


SWYEX

YTD

11.67%

1M

-0.31%

6M

6.48%

1Y

18.10%

5Y (annualized)

7.46%

10Y (annualized)

N/A

AAPL

YTD

19.53%

1M

-3.06%

6M

20.23%

1Y

20.71%

5Y (annualized)

29.37%

10Y (annualized)

24.39%

Key characteristics


SWYEXAAPL
Sharpe Ratio2.250.90
Sortino Ratio3.161.43
Omega Ratio1.451.18
Calmar Ratio2.341.22
Martin Ratio14.522.85
Ulcer Index1.23%7.08%
Daily Std Dev7.94%22.51%
Max Drawdown-23.92%-81.80%
Current Drawdown-1.15%-3.06%

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Correlation

-0.50.00.51.00.6

The correlation between SWYEX and AAPL is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

SWYEX vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2030 Index Fund (SWYEX) and Apple Inc (AAPL). 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.


Sharpe ratio
The chart of Sharpe ratio for SWYEX, currently valued at 2.25, compared to the broader market-1.000.001.002.003.004.005.002.250.90
The chart of Sortino ratio for SWYEX, currently valued at 3.16, compared to the broader market0.005.0010.003.161.43
The chart of Omega ratio for SWYEX, currently valued at 1.45, compared to the broader market1.002.003.004.001.451.18
The chart of Calmar ratio for SWYEX, currently valued at 2.34, compared to the broader market0.005.0010.0015.0020.0025.002.341.22
The chart of Martin ratio for SWYEX, currently valued at 14.52, compared to the broader market0.0020.0040.0060.0080.00100.0014.522.85
SWYEX
AAPL

The current SWYEX Sharpe Ratio is 2.25, which is higher than the AAPL Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of SWYEX and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.25
0.90
SWYEX
AAPL

Dividends

SWYEX vs. AAPL - Dividend Comparison

SWYEX's dividend yield for the trailing twelve months is around 2.05%, more than AAPL's 0.43% yield.


TTM20232022202120202019201820172016201520142013
SWYEX
Schwab Target 2030 Index Fund
2.05%2.29%2.14%1.72%1.70%1.92%2.23%1.31%1.02%0.00%0.00%0.00%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

SWYEX vs. AAPL - Drawdown Comparison

The maximum SWYEX drawdown since its inception was -23.92%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for SWYEX and AAPL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.15%
-3.06%
SWYEX
AAPL

Volatility

SWYEX vs. AAPL - Volatility Comparison

The current volatility for Schwab Target 2030 Index Fund (SWYEX) is 2.02%, while Apple Inc (AAPL) has a volatility of 5.16%. This indicates that SWYEX experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.02%
5.16%
SWYEX
AAPL