SWYGX vs. SWYLX

In the year-to-date period, SWYGX achieves a 1.14% return, which is significantly lower than SWYLX's 1.38% return.

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Both SWYGX and SWYLX 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%.

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2040 Index Fund (SWYGX) and Schwab Target 2020 Index Fund (SWYLX). 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.

The current SWYGX Sharpe Ratio is 0.64, which is comparable to the SWYLX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SWYGX and SWYLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWYGX's dividend yield for the trailing twelve months is around 2.25%, less than SWYLX's 3.41% yield.

The maximum SWYGX drawdown since its inception was -28.74%, which is greater than SWYLX's maximum drawdown of -19.31%. Use the drawdown chart below to compare losses from any high point for SWYGX and SWYLX. For additional features, visit the drawdowns tool.

Schwab Target 2040 Index Fund (SWYGX) has a higher volatility of 4.60% compared to Schwab Target 2020 Index Fund (SWYLX) at 2.86%. This indicates that SWYGX's price experiences larger fluctuations and is considered to be riskier than SWYLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.