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SWYEX vs. SWYFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYEX vs. SWYFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2030 Index Fund (SWYEX) and Schwab Target 2035 Index Fund (SWYFX). The values are adjusted to include any dividend payments, if applicable.

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SWYEX vs. SWYFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWYEX
Schwab Target 2030 Index Fund
-2.50%14.82%10.38%16.65%-15.68%12.58%13.17%20.88%-5.07%16.22%
SWYFX
Schwab Target 2035 Index Fund
-3.00%16.40%11.71%18.20%-16.36%14.26%13.85%22.37%-7.99%17.84%

Returns By Period

In the year-to-date period, SWYEX achieves a -2.50% return, which is significantly higher than SWYFX's -3.00% return.


SWYEX

1D
0.06%
1M
-5.61%
YTD
-2.50%
6M
-0.40%
1Y
11.45%
3Y*
10.92%
5Y*
5.92%
10Y*

SWYFX

1D
-0.05%
1M
-6.49%
YTD
-3.00%
6M
-0.70%
1Y
12.85%
3Y*
12.05%
5Y*
6.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWYEX vs. SWYFX - Expense Ratio Comparison

Both SWYEX and SWYFX 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%.


Return for Risk

SWYEX vs. SWYFX — Risk / Return Rank

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

SWYEX
SWYEX Risk / Return Rank: 6868
Overall Rank
SWYEX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SWYEX Sortino Ratio Rank: 6868
Sortino Ratio Rank
SWYEX Omega Ratio Rank: 6767
Omega Ratio Rank
SWYEX Calmar Ratio Rank: 6565
Calmar Ratio Rank
SWYEX Martin Ratio Rank: 7272
Martin Ratio Rank

SWYFX
SWYFX Risk / Return Rank: 6464
Overall Rank
SWYFX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SWYFX Sortino Ratio Rank: 6565
Sortino Ratio Rank
SWYFX Omega Ratio Rank: 6464
Omega Ratio Rank
SWYFX Calmar Ratio Rank: 6060
Calmar Ratio Rank
SWYFX Martin Ratio Rank: 6969
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.

SWYEX vs. SWYFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2030 Index Fund (SWYEX) and Schwab Target 2035 Index Fund (SWYFX). 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.


SWYEXSWYFXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.10

+0.06

Sortino ratio

Return per unit of downside risk

1.68

1.61

+0.07

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

1.47

1.38

+0.09

Martin ratio

Return relative to average drawdown

6.88

6.57

+0.31

SWYEX vs. SWYFX - Sharpe Ratio Comparison

The current SWYEX Sharpe Ratio is 1.15, which is comparable to the SWYFX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SWYEX and SWYFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWYEXSWYFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.10

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.56

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.66

+0.03

Correlation

The correlation between SWYEX and SWYFX is 0.99, 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.


Dividends

SWYEX vs. SWYFX - Dividend Comparison

SWYEX's dividend yield for the trailing twelve months is around 2.57%, more than SWYFX's 2.35% yield.


TTM2025202420232022202120202019201820172016
SWYEX
Schwab Target 2030 Index Fund
2.57%2.51%2.60%2.28%2.14%1.85%1.72%1.92%2.23%1.31%1.02%
SWYFX
Schwab Target 2035 Index Fund
2.35%2.28%2.37%2.14%2.02%1.80%1.73%2.00%0.00%1.44%0.99%

Drawdowns

SWYEX vs. SWYFX - Drawdown Comparison

The maximum SWYEX drawdown since its inception was -23.23%, smaller than the maximum SWYFX drawdown of -25.51%. Use the drawdown chart below to compare losses from any high point for SWYEX and SWYFX.


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Drawdown Indicators


SWYEXSWYFXDifference

Max Drawdown

Largest peak-to-trough decline

-23.23%

-25.51%

+2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-8.67%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-23.19%

+1.16%

Current Drawdown

Current decline from peak

-5.87%

-6.82%

+0.95%

Average Drawdown

Average peak-to-trough decline

-3.72%

-4.07%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

1.82%

-0.24%

Volatility

SWYEX vs. SWYFX - Volatility Comparison

The current volatility for Schwab Target 2030 Index Fund (SWYEX) is 3.23%, while Schwab Target 2035 Index Fund (SWYFX) has a volatility of 3.70%. This indicates that SWYEX experiences smaller price fluctuations and is considered to be less risky than SWYFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWYEXSWYFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

3.70%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

5.55%

6.51%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.18%

11.91%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.84%

12.00%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.56%

12.87%

-1.31%