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

Correlation

The correlation between SWYGX and VFIAX is 0.94, 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.


-0.50.00.51.00.9

Performance

SWYGX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2040 Index Fund (SWYGX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.92%
7.97%
SWYGX
VFIAX

Key characteristics

Sharpe Ratio

SWYGX:

1.46

VFIAX:

2.03

Sortino Ratio

SWYGX:

1.97

VFIAX:

2.71

Omega Ratio

SWYGX:

1.29

VFIAX:

1.38

Calmar Ratio

SWYGX:

2.53

VFIAX:

3.02

Martin Ratio

SWYGX:

9.70

VFIAX:

13.49

Ulcer Index

SWYGX:

1.49%

VFIAX:

1.89%

Daily Std Dev

SWYGX:

9.94%

VFIAX:

12.59%

Max Drawdown

SWYGX:

-28.74%

VFIAX:

-55.20%

Current Drawdown

SWYGX:

-3.71%

VFIAX:

-3.54%

Returns By Period

In the year-to-date period, SWYGX achieves a 13.08% return, which is significantly lower than VFIAX's 24.72% return.


SWYGX

YTD

13.08%

1M

-1.00%

6M

4.68%

1Y

13.76%

5Y*

8.22%

10Y*

N/A

VFIAX

YTD

24.72%

1M

-0.24%

6M

7.70%

1Y

24.80%

5Y*

14.55%

10Y*

13.00%

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. VFIAX - Expense Ratio Comparison

Both SWYGX and VFIAX 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 VFIAX: 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. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2040 Index Fund (SWYGX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 1.46, compared to the broader market-1.000.001.002.003.004.001.462.03
The chart of Sortino ratio for SWYGX, currently valued at 1.97, compared to the broader market-2.000.002.004.006.008.0010.001.972.71
The chart of Omega ratio for SWYGX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.38
The chart of Calmar ratio for SWYGX, currently valued at 2.53, compared to the broader market0.002.004.006.008.0010.0012.0014.002.533.02
The chart of Martin ratio for SWYGX, currently valued at 9.70, compared to the broader market0.0020.0040.0060.009.7013.49
SWYGX
VFIAX

The current SWYGX Sharpe Ratio is 1.46, which is comparable to the VFIAX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SWYGX and VFIAX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.46
2.03
SWYGX
VFIAX

Dividends

SWYGX vs. VFIAX - Dividend Comparison

SWYGX's dividend yield for the trailing twelve months is around 1.83%, more than VFIAX's 0.91% yield.


TTM20232022202120202019201820172016201520142013
SWYGX
Schwab Target 2040 Index Fund
1.83%2.07%2.03%1.73%1.68%1.94%2.21%1.44%1.13%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
0.91%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SWYGX vs. VFIAX - Drawdown Comparison

The maximum SWYGX drawdown since its inception was -28.74%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SWYGX and VFIAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.71%
-3.54%
SWYGX
VFIAX

Volatility

SWYGX vs. VFIAX - Volatility Comparison

The current volatility for Schwab Target 2040 Index Fund (SWYGX) is 3.14%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 3.65%. This indicates that SWYGX experiences smaller price fluctuations and is considered to be less risky than VFIAX 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.14%
3.65%
SWYGX
VFIAX
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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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