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SWYGX vs. VFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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SWYGX vs. VFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWYGX
Schwab Target 2040 Index Fund
-3.28%17.57%12.83%19.45%-16.94%15.68%14.19%23.63%-6.62%19.12%
VFIAX
Vanguard 500 Index Fund Admiral Shares
-7.06%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Returns By Period

In the year-to-date period, SWYGX achieves a -3.28% return, which is significantly higher than VFIAX's -7.06% return.


SWYGX

1D
-0.10%
1M
-7.11%
YTD
-3.28%
6M
-0.84%
1Y
14.04%
3Y*
12.98%
5Y*
7.21%
10Y*

VFIAX

1D
-0.39%
1M
-7.69%
YTD
-7.06%
6M
-4.61%
1Y
14.41%
3Y*
17.14%
5Y*
11.37%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

SWYGX vs. VFIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWYGX
SWYGX Risk / Return Rank: 6363
Overall Rank
SWYGX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SWYGX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SWYGX Omega Ratio Rank: 6363
Omega Ratio Rank
SWYGX Calmar Ratio Rank: 5959
Calmar Ratio Rank
SWYGX Martin Ratio Rank: 6969
Martin Ratio Rank

VFIAX
VFIAX Risk / Return Rank: 4646
Overall Rank
VFIAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 5050
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWYGX vs. VFIAX - Risk-Adjusted Trends 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.


SWYGXVFIAXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.84

+0.24

Sortino ratio

Return per unit of downside risk

1.58

1.30

+0.29

Omega ratio

Gain probability vs. loss probability

1.23

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

1.36

1.06

+0.30

Martin ratio

Return relative to average drawdown

6.48

5.13

+1.35

SWYGX vs. VFIAX - Sharpe Ratio Comparison

The current SWYGX Sharpe Ratio is 1.08, which is comparable to the VFIAX Sharpe Ratio of 0.84. 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.


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Sharpe Ratios by Period


SWYGXVFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.84

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.68

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.43

+0.24

Correlation

The correlation between SWYGX and VFIAX 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.


Dividends

SWYGX vs. VFIAX - Dividend Comparison

SWYGX's dividend yield for the trailing twelve months is around 2.31%, more than VFIAX's 1.22% yield.


TTM20252024202320222021202020192018201720162015
SWYGX
Schwab Target 2040 Index Fund
2.31%2.23%2.28%2.06%2.03%1.80%1.72%1.95%2.21%1.44%1.13%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.22%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%

Drawdowns

SWYGX vs. VFIAX - Drawdown Comparison

The maximum SWYGX drawdown since its inception was -27.62%, 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.


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Drawdown Indicators


SWYGXVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-27.62%

-55.20%

+27.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-12.12%

+2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

-24.53%

+0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

Current Drawdown

Current decline from peak

-7.50%

-8.90%

+1.40%

Average Drawdown

Average peak-to-trough decline

-4.23%

-9.46%

+5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.49%

-0.49%

Volatility

SWYGX vs. VFIAX - Volatility Comparison

Schwab Target 2040 Index Fund (SWYGX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 4.13% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWYGXVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

4.24%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

9.08%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.25%

18.13%

-4.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.10%

16.86%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.05%

18.03%

-3.98%