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

Performance

SWYFX vs. SWIRX - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.17%
6.87%
SWYFX
SWIRX

Returns By Period

In the year-to-date period, SWYFX achieves a 13.63% return, which is significantly higher than SWIRX's 12.87% return.


SWYFX

YTD

13.63%

1M

0.23%

6M

8.17%

1Y

20.08%

5Y (annualized)

8.44%

10Y (annualized)

N/A

SWIRX

YTD

12.87%

1M

-0.17%

6M

6.87%

1Y

17.81%

5Y (annualized)

4.78%

10Y (annualized)

3.61%

Key characteristics


SWYFXSWIRX
Sharpe Ratio2.292.01
Sortino Ratio3.162.85
Omega Ratio1.471.37
Calmar Ratio2.851.10
Martin Ratio14.9212.11
Ulcer Index1.37%1.50%
Daily Std Dev8.89%8.99%
Max Drawdown-26.50%-41.52%
Current Drawdown-0.97%-1.56%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWYFX vs. SWIRX - Expense Ratio Comparison

SWYFX has a 0.04% expense ratio, which is higher than SWIRX'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%.


SWYFX
Schwab Target 2035 Index Fund
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%
Expense ratio chart for SWIRX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Correlation

-0.50.00.51.01.0

The correlation between SWYFX and SWIRX is 0.96, 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. SWIRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2035 Index Fund (SWYFX) and Schwab Target 2035 Fund (SWIRX). 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 2.29, compared to the broader market-1.000.001.002.003.004.005.002.292.01
The chart of Sortino ratio for SWYFX, currently valued at 3.16, compared to the broader market0.005.0010.003.162.85
The chart of Omega ratio for SWYFX, currently valued at 1.47, compared to the broader market1.002.003.004.001.471.37
The chart of Calmar ratio for SWYFX, currently valued at 2.85, compared to the broader market0.005.0010.0015.0020.002.851.10
The chart of Martin ratio for SWYFX, currently valued at 14.92, compared to the broader market0.0020.0040.0060.0080.00100.0014.9212.11
SWYFX
SWIRX

The current SWYFX Sharpe Ratio is 2.29, which is comparable to the SWIRX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SWYFX and SWIRX, 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
2.29
2.01
SWYFX
SWIRX

Dividends

SWYFX vs. SWIRX - Dividend Comparison

SWYFX's dividend yield for the trailing twelve months is around 1.89%, less than SWIRX's 1.92% yield.


TTM20232022202120202019201820172016201520142013
SWYFX
Schwab Target 2035 Index Fund
1.89%2.15%2.02%1.72%1.64%1.99%2.10%1.43%0.99%0.00%0.00%0.00%
SWIRX
Schwab Target 2035 Fund
1.92%2.17%1.94%2.64%1.45%2.25%2.70%2.50%1.66%2.08%2.41%1.63%

Drawdowns

SWYFX vs. SWIRX - Drawdown Comparison

The maximum SWYFX drawdown since its inception was -26.50%, smaller than the maximum SWIRX drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for SWYFX and SWIRX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.97%
-1.56%
SWYFX
SWIRX

Volatility

SWYFX vs. SWIRX - Volatility Comparison

Schwab Target 2035 Index Fund (SWYFX) and Schwab Target 2035 Fund (SWIRX) have volatilities of 2.26% and 2.20%, 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.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
2.26%
2.20%
SWYFX
SWIRX