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

Key characteristics


SWYGXTRRJX
YTD Return15.04%14.33%
1Y Return23.10%22.00%
3Y Return (Ann)4.37%2.93%
5Y Return (Ann)9.14%9.10%
Sharpe Ratio2.612.60
Sortino Ratio3.583.68
Omega Ratio1.531.48
Calmar Ratio3.252.22
Martin Ratio17.8917.26
Ulcer Index1.45%1.42%
Daily Std Dev9.99%9.38%
Max Drawdown-28.74%-53.57%
Current Drawdown-0.87%-0.90%

Correlation

-0.50.00.51.01.0

The correlation between SWYGX and TRRJX 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.

Performance

SWYGX vs. TRRJX - Performance Comparison

The year-to-date returns for both stocks are quite close, with SWYGX having a 15.04% return and TRRJX slightly lower at 14.33%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.50%
5.81%
SWYGX
TRRJX

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. TRRJX - Expense Ratio Comparison

SWYGX has a 0.04% expense ratio, which is lower than TRRJX's 0.59% expense ratio.


TRRJX
T. Rowe Price Retirement 2035 Fund
Expense ratio chart for TRRJX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
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%

Risk-Adjusted Performance

SWYGX vs. TRRJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2040 Index Fund (SWYGX) and T. Rowe Price Retirement 2035 Fund (TRRJX). 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.


SWYGX
Sharpe ratio
The chart of Sharpe ratio for SWYGX, currently valued at 2.61, compared to the broader market0.002.004.002.61
Sortino ratio
The chart of Sortino ratio for SWYGX, currently valued at 3.58, compared to the broader market0.005.0010.003.58
Omega ratio
The chart of Omega ratio for SWYGX, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for SWYGX, currently valued at 3.25, compared to the broader market0.005.0010.0015.0020.0025.003.25
Martin ratio
The chart of Martin ratio for SWYGX, currently valued at 17.89, compared to the broader market0.0020.0040.0060.0080.00100.0017.89
TRRJX
Sharpe ratio
The chart of Sharpe ratio for TRRJX, currently valued at 2.60, compared to the broader market0.002.004.002.60
Sortino ratio
The chart of Sortino ratio for TRRJX, currently valued at 3.68, compared to the broader market0.005.0010.003.68
Omega ratio
The chart of Omega ratio for TRRJX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for TRRJX, currently valued at 2.22, compared to the broader market0.005.0010.0015.0020.0025.002.22
Martin ratio
The chart of Martin ratio for TRRJX, currently valued at 17.26, compared to the broader market0.0020.0040.0060.0080.00100.0017.26

SWYGX vs. TRRJX - Sharpe Ratio Comparison

The current SWYGX Sharpe Ratio is 2.61, which is comparable to the TRRJX Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of SWYGX and TRRJX, 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
2.61
2.60
SWYGX
TRRJX

Dividends

SWYGX vs. TRRJX - Dividend Comparison

SWYGX's dividend yield for the trailing twelve months is around 1.80%, more than TRRJX's 1.46% yield.


TTM20232022202120202019201820172016201520142013
SWYGX
Schwab Target 2040 Index Fund
1.80%2.07%2.03%1.73%1.68%1.94%2.21%1.44%1.13%0.00%0.00%0.00%
TRRJX
T. Rowe Price Retirement 2035 Fund
1.46%1.67%1.55%0.87%0.94%1.79%1.78%1.48%1.47%1.52%1.44%1.04%

Drawdowns

SWYGX vs. TRRJX - Drawdown Comparison

The maximum SWYGX drawdown since its inception was -28.74%, smaller than the maximum TRRJX drawdown of -53.57%. Use the drawdown chart below to compare losses from any high point for SWYGX and TRRJX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.87%
-0.90%
SWYGX
TRRJX

Volatility

SWYGX vs. TRRJX - Volatility Comparison

Schwab Target 2040 Index Fund (SWYGX) has a higher volatility of 2.60% compared to T. Rowe Price Retirement 2035 Fund (TRRJX) at 2.35%. This indicates that SWYGX's price experiences larger fluctuations and is considered to be riskier than TRRJX 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
2.60%
2.35%
SWYGX
TRRJX