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SWYGX vs. SWYLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWYGX and SWYLX is 0.95, 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.


-0.50.00.51.01.0

Performance

SWYGX vs. SWYLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2040 Index Fund (SWYGX) and Schwab Target 2020 Index Fund (SWYLX). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
108.35%
60.60%
SWYGX
SWYLX

Key characteristics

Sharpe Ratio

SWYGX:

1.57

SWYLX:

1.50

Sortino Ratio

SWYGX:

2.13

SWYLX:

2.10

Omega Ratio

SWYGX:

1.32

SWYLX:

1.30

Calmar Ratio

SWYGX:

2.72

SWYLX:

2.26

Martin Ratio

SWYGX:

10.20

SWYLX:

8.76

Ulcer Index

SWYGX:

1.53%

SWYLX:

1.09%

Daily Std Dev

SWYGX:

9.89%

SWYLX:

6.38%

Max Drawdown

SWYGX:

-28.74%

SWYLX:

-18.87%

Current Drawdown

SWYGX:

-3.23%

SWYLX:

-2.42%

Returns By Period

In the year-to-date period, SWYGX achieves a 13.65% return, which is significantly higher than SWYLX's 8.54% return.


SWYGX

YTD

13.65%

1M

-1.05%

6M

5.64%

1Y

14.19%

5Y*

8.30%

10Y*

N/A

SWYLX

YTD

8.54%

1M

-0.58%

6M

3.86%

1Y

8.88%

5Y*

4.90%

10Y*

N/A

Compare stocks, funds, or ETFs

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


SWYGX vs. SWYLX - Expense Ratio Comparison

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%.


SWYGX
Schwab Target 2040 Index Fund
Expense ratio chart for SWYGX: 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 SWYLX: 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%

Risk-Adjusted Performance

SWYGX vs. SWYLX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for SWYGX, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.001.571.50
The chart of Sortino ratio for SWYGX, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.002.132.10
The chart of Omega ratio for SWYGX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.321.30
The chart of Calmar ratio for SWYGX, currently valued at 2.72, compared to the broader market0.002.004.006.008.0010.0012.0014.002.722.26
The chart of Martin ratio for SWYGX, currently valued at 10.20, compared to the broader market0.0020.0040.0060.0010.208.76
SWYGX
SWYLX

The current SWYGX Sharpe Ratio is 1.57, which is comparable to the SWYLX Sharpe Ratio of 1.50. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.57
1.50
SWYGX
SWYLX

Dividends

SWYGX vs. SWYLX - Dividend Comparison

SWYGX's dividend yield for the trailing twelve months is around 1.82%, less than SWYLX's 2.41% yield.


TTM20232022202120202019201820172016
SWYGX
Schwab Target 2040 Index Fund
1.82%2.07%2.03%1.73%1.68%1.94%2.21%1.44%1.13%
SWYLX
Schwab Target 2020 Index Fund
2.41%2.62%2.18%1.90%1.63%2.08%2.24%1.21%0.67%

Drawdowns

SWYGX vs. SWYLX - Drawdown Comparison

The maximum SWYGX drawdown since its inception was -28.74%, which is greater than SWYLX's maximum drawdown of -18.87%. Use the drawdown chart below to compare losses from any high point for SWYGX and SWYLX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.23%
-2.42%
SWYGX
SWYLX

Volatility

SWYGX vs. SWYLX - Volatility Comparison

Schwab Target 2040 Index Fund (SWYGX) has a higher volatility of 3.23% compared to Schwab Target 2020 Index Fund (SWYLX) at 2.29%. 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.23%
2.29%
SWYGX
SWYLX
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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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