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

Key characteristics


SWYEXSCHD
YTD Return12.15%17.47%
1Y Return19.37%27.61%
3Y Return (Ann)3.25%6.96%
5Y Return (Ann)7.52%12.74%
Sharpe Ratio2.662.70
Sortino Ratio3.793.89
Omega Ratio1.551.48
Calmar Ratio2.633.71
Martin Ratio17.8914.94
Ulcer Index1.22%2.04%
Daily Std Dev8.18%11.25%
Max Drawdown-23.92%-33.37%
Current Drawdown-0.73%-0.51%

Correlation

-0.50.00.51.00.8

The correlation between SWYEX and SCHD is 0.79, 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.

Performance

SWYEX vs. SCHD - Performance Comparison

In the year-to-date period, SWYEX achieves a 12.15% return, which is significantly lower than SCHD's 17.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.45%
10.72%
SWYEX
SCHD

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SWYEX vs. SCHD - Expense Ratio Comparison

SWYEX has a 0.04% expense ratio, which is lower than SCHD's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SWYEX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SWYEX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2030 Index Fund (SWYEX) and Schwab US Dividend Equity ETF (SCHD). 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.


SWYEX
Sharpe ratio
The chart of Sharpe ratio for SWYEX, currently valued at 2.66, compared to the broader market0.002.004.002.66
Sortino ratio
The chart of Sortino ratio for SWYEX, currently valued at 3.79, compared to the broader market0.005.0010.003.79
Omega ratio
The chart of Omega ratio for SWYEX, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for SWYEX, currently valued at 2.63, compared to the broader market0.005.0010.0015.0020.0025.002.63
Martin ratio
The chart of Martin ratio for SWYEX, currently valued at 17.89, compared to the broader market0.0020.0040.0060.0080.00100.0017.89
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.70, compared to the broader market0.002.004.002.70
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 3.89, compared to the broader market0.005.0010.003.89
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 3.71, compared to the broader market0.005.0010.0015.0020.0025.003.71
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 14.94, compared to the broader market0.0020.0040.0060.0080.00100.0014.94

SWYEX vs. SCHD - Sharpe Ratio Comparison

The current SWYEX Sharpe Ratio is 2.66, which is comparable to the SCHD Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of SWYEX and SCHD, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.66
2.70
SWYEX
SCHD

Dividends

SWYEX vs. SCHD - Dividend Comparison

SWYEX's dividend yield for the trailing twelve months is around 2.04%, less than SCHD's 3.37% yield.


TTM20232022202120202019201820172016201520142013
SWYEX
Schwab Target 2030 Index Fund
2.04%2.29%2.14%1.72%1.70%1.92%2.23%1.31%1.02%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.37%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

SWYEX vs. SCHD - Drawdown Comparison

The maximum SWYEX drawdown since its inception was -23.92%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWYEX and SCHD. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.73%
-0.51%
SWYEX
SCHD

Volatility

SWYEX vs. SCHD - Volatility Comparison

The current volatility for Schwab Target 2030 Index Fund (SWYEX) is 2.13%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.49%. This indicates that SWYEX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
2.13%
3.49%
SWYEX
SCHD