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

Performance

SWYFX vs. SCHD - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.00%
10.89%
SWYFX
SCHD

Returns By Period

In the year-to-date period, SWYFX achieves a 13.17% return, which is significantly lower than SCHD's 16.26% return.


SWYFX

YTD

13.17%

1M

-0.35%

6M

7.00%

1Y

19.92%

5Y (annualized)

8.36%

10Y (annualized)

N/A

SCHD

YTD

16.26%

1M

0.84%

6M

10.89%

1Y

25.41%

5Y (annualized)

12.67%

10Y (annualized)

11.40%

Key characteristics


SWYFXSCHD
Sharpe Ratio2.212.27
Sortino Ratio3.063.27
Omega Ratio1.451.40
Calmar Ratio2.663.34
Martin Ratio14.4012.25
Ulcer Index1.37%2.05%
Daily Std Dev8.89%11.06%
Max Drawdown-26.50%-33.37%
Current Drawdown-1.37%-1.54%

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SWYFX vs. SCHD - Expense Ratio Comparison

SWYFX 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 SWYFX: 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%

Correlation

-0.50.00.51.00.8

The correlation between SWYFX 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.

Risk-Adjusted Performance

SWYFX vs. SCHD - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SWYFX, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.005.002.212.27
The chart of Sortino ratio for SWYFX, currently valued at 3.06, compared to the broader market0.005.0010.003.063.27
The chart of Omega ratio for SWYFX, currently valued at 1.45, compared to the broader market1.002.003.004.001.451.40
The chart of Calmar ratio for SWYFX, currently valued at 2.66, compared to the broader market0.005.0010.0015.0020.0025.002.663.34
The chart of Martin ratio for SWYFX, currently valued at 14.40, compared to the broader market0.0020.0040.0060.0080.00100.0014.4012.25
SWYFX
SCHD

The current SWYFX Sharpe Ratio is 2.21, which is comparable to the SCHD Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SWYFX 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
2.21
2.27
SWYFX
SCHD

Dividends

SWYFX vs. SCHD - Dividend Comparison

SWYFX's dividend yield for the trailing twelve months is around 1.90%, less than SCHD's 3.40% yield.


TTM20232022202120202019201820172016201520142013
SWYFX
Schwab Target 2035 Index Fund
1.90%2.15%2.02%1.72%1.64%1.99%2.10%1.43%0.99%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

SWYFX vs. SCHD - Drawdown Comparison

The maximum SWYFX drawdown since its inception was -26.50%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWYFX and SCHD. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.37%
-1.54%
SWYFX
SCHD

Volatility

SWYFX vs. SCHD - Volatility Comparison

The current volatility for Schwab Target 2035 Index Fund (SWYFX) is 2.31%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.39%. This indicates that SWYFX 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
2.31%
3.39%
SWYFX
SCHD