SWYEX vs. SWDRX
Compare and contrast key facts about Schwab Target 2030 Index Fund (SWYEX) and Schwab Target 2030 Fund (SWDRX).
SWYEX is managed by Schwab Funds. It was launched on Aug 24, 2016. SWDRX is managed by Charles Schwab. It was launched on Jun 30, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWYEX or SWDRX.
Key characteristics
| SWYEX | SWDRX | |
|---|---|---|
| YTD Return | 12.15% | 12.02% |
| 1Y Return | 19.37% | 19.20% |
| 3Y Return (Ann) | 3.25% | 2.61% |
| 5Y Return (Ann) | 7.52% | 7.27% |
| Sharpe Ratio | 2.66 | 2.63 |
| Sortino Ratio | 3.79 | 3.72 |
| Omega Ratio | 1.55 | 1.55 |
| Calmar Ratio | 2.63 | 2.21 |
| Martin Ratio | 17.89 | 17.75 |
| Ulcer Index | 1.22% | 1.22% |
| Daily Std Dev | 8.18% | 8.20% |
| Max Drawdown | -23.92% | -45.34% |
| Current Drawdown | -0.73% | -0.86% |
Correlation
The correlation between SWYEX and SWDRX is 0.98, 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. SWDRX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SWYEX having a 12.15% return and SWDRX slightly lower at 12.02%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWYEX vs. SWDRX - Expense Ratio Comparison
SWYEX has a 0.04% expense ratio, which is higher than SWDRX'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%.
Risk-Adjusted Performance
SWYEX vs. SWDRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2030 Index Fund (SWYEX) and Schwab Target 2030 Fund (SWDRX). 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.
Dividends
SWYEX vs. SWDRX - Dividend Comparison
SWYEX's dividend yield for the trailing twelve months is around 2.04%, less than SWDRX's 2.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWDRX Schwab Target 2030 Fund | 2.11% | 2.37% | 2.08% | 2.54% | 1.60% | 2.40% | 2.70% | 2.46% | 1.72% | 2.16% | 2.34% | 1.70% |
Drawdowns
SWYEX vs. SWDRX - Drawdown Comparison
The maximum SWYEX drawdown since its inception was -23.92%, smaller than the maximum SWDRX drawdown of -45.34%. Use the drawdown chart below to compare losses from any high point for SWYEX and SWDRX. For additional features, visit the drawdowns tool.
Volatility
SWYEX vs. SWDRX - Volatility Comparison
Schwab Target 2030 Index Fund (SWYEX) and Schwab Target 2030 Fund (SWDRX) have volatilities of 2.13% and 2.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.