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

Performance

SWYFX vs. SWYEX - Performance Comparison

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

75.00%80.00%85.00%90.00%95.00%100.00%JuneJulyAugustSeptemberOctoberNovember
98.83%
87.63%
SWYFX
SWYEX

Returns By Period

In the year-to-date period, SWYFX achieves a 12.58% return, which is significantly higher than SWYEX's 11.12% return.


SWYFX

YTD

12.58%

1M

-1.32%

6M

6.18%

1Y

20.19%

5Y (annualized)

8.18%

10Y (annualized)

N/A

SWYEX

YTD

11.12%

1M

-1.34%

6M

5.75%

1Y

18.27%

5Y (annualized)

7.31%

10Y (annualized)

N/A

Key characteristics


SWYFXSWYEX
Sharpe Ratio2.262.30
Sortino Ratio3.123.22
Omega Ratio1.461.46
Calmar Ratio2.502.23
Martin Ratio14.8314.98
Ulcer Index1.36%1.23%
Daily Std Dev8.93%7.98%
Max Drawdown-26.50%-23.92%
Current Drawdown-1.88%-1.64%

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SWYFX vs. SWYEX - Expense Ratio Comparison

Both SWYFX and SWYEX 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%.


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 SWYEX: 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

-0.50.00.51.01.0

The correlation between SWYFX and SWYEX 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.

Risk-Adjusted Performance

SWYFX vs. SWYEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2035 Index Fund (SWYFX) and Schwab Target 2030 Index Fund (SWYEX). 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 2.26, compared to the broader market0.002.004.002.262.30
The chart of Sortino ratio for SWYFX, currently valued at 3.12, compared to the broader market0.005.0010.003.123.22
The chart of Omega ratio for SWYFX, currently valued at 1.46, compared to the broader market1.002.003.004.001.461.46
The chart of Calmar ratio for SWYFX, currently valued at 2.50, compared to the broader market0.005.0010.0015.0020.0025.002.502.23
The chart of Martin ratio for SWYFX, currently valued at 14.83, compared to the broader market0.0020.0040.0060.0080.00100.0014.8314.98
SWYFX
SWYEX

The current SWYFX Sharpe Ratio is 2.26, which is comparable to the SWYEX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of SWYFX and SWYEX, 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
2.26
2.30
SWYFX
SWYEX

Dividends

SWYFX vs. SWYEX - Dividend Comparison

SWYFX's dividend yield for the trailing twelve months is around 1.91%, less than SWYEX's 2.06% yield.


TTM20232022202120202019201820172016
SWYFX
Schwab Target 2035 Index Fund
1.91%2.15%2.02%1.72%1.64%1.99%2.10%1.43%0.99%
SWYEX
Schwab Target 2030 Index Fund
2.06%2.29%2.14%1.72%1.70%1.92%2.23%1.31%1.02%

Drawdowns

SWYFX vs. SWYEX - Drawdown Comparison

The maximum SWYFX drawdown since its inception was -26.50%, which is greater than SWYEX's maximum drawdown of -23.92%. Use the drawdown chart below to compare losses from any high point for SWYFX and SWYEX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.88%
-1.64%
SWYFX
SWYEX

Volatility

SWYFX vs. SWYEX - Volatility Comparison

Schwab Target 2035 Index Fund (SWYFX) has a higher volatility of 2.48% compared to Schwab Target 2030 Index Fund (SWYEX) at 2.17%. This indicates that SWYFX's price experiences larger fluctuations and is considered to be riskier than SWYEX 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
2.48%
2.17%
SWYFX
SWYEX