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SWYFX vs. SWVXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SWYFX and SWVXX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

SWYFX vs. SWVXX - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
98.72%
16.60%
SWYFX
SWVXX

Key characteristics

Sharpe Ratio

SWYFX:

1.57

SWVXX:

3.48

Ulcer Index

SWYFX:

1.42%

SWVXX:

0.00%

Daily Std Dev

SWYFX:

9.05%

SWVXX:

1.43%

Max Drawdown

SWYFX:

-26.50%

SWVXX:

0.00%

Current Drawdown

SWYFX:

-3.10%

SWVXX:

0.00%

Returns By Period

In the year-to-date period, SWYFX achieves a 12.52% return, which is significantly higher than SWVXX's 4.30% return.


SWYFX

YTD

12.52%

1M

-0.98%

6M

5.21%

1Y

13.00%

5Y*

7.66%

10Y*

N/A

SWVXX

YTD

4.30%

1M

0.38%

6M

2.28%

1Y

5.01%

5Y*

2.30%

10Y*

1.55%

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Risk-Adjusted Performance

SWYFX vs. SWVXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2035 Index Fund (SWYFX) and Schwab Value Advantage Money Fund (SWVXX). 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 1.40, compared to the broader market-1.000.001.002.003.004.001.403.48
The chart of Sortino ratio for SWYFX, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.0010.001.91
The chart of Omega ratio for SWYFX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.29
The chart of Calmar ratio for SWYFX, currently valued at 2.53, compared to the broader market0.002.004.006.008.0010.0012.0014.002.53
The chart of Martin ratio for SWYFX, currently valued at 8.82, compared to the broader market0.0020.0040.0060.008.82
SWYFX
SWVXX

The current SWYFX Sharpe Ratio is 1.57, which is lower than the SWVXX Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of SWYFX and SWVXX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.40
3.48
SWYFX
SWVXX

Drawdowns

SWYFX vs. SWVXX - Drawdown Comparison

The maximum SWYFX drawdown since its inception was -26.50%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SWYFX and SWVXX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.10%
0
SWYFX
SWVXX

Volatility

SWYFX vs. SWVXX - Volatility Comparison

Schwab Target 2035 Index Fund (SWYFX) has a higher volatility of 2.99% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.38%. This indicates that SWYFX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.99%
0.38%
SWYFX
SWVXX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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