SWYGX vs. VFORX
Compare and contrast key facts about Schwab Target 2040 Index Fund (SWYGX) and Vanguard Target Retirement 2040 Fund (VFORX).
SWYGX is managed by Schwab Funds. It was launched on Aug 24, 2016. VFORX is managed by Vanguard. It was launched on Jun 7, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWYGX or VFORX.
Key characteristics
| SWYGX | VFORX | |
|---|---|---|
| YTD Return | 15.04% | 13.97% |
| 1Y Return | 23.10% | 21.76% |
| 3Y Return (Ann) | 4.37% | 3.72% |
| 5Y Return (Ann) | 9.14% | 8.92% |
| Sharpe Ratio | 2.61 | 2.45 |
| Sortino Ratio | 3.58 | 3.48 |
| Omega Ratio | 1.53 | 1.47 |
| Calmar Ratio | 3.25 | 2.80 |
| Martin Ratio | 17.89 | 15.58 |
| Ulcer Index | 1.45% | 1.55% |
| Daily Std Dev | 9.99% | 9.87% |
| Max Drawdown | -28.74% | -51.63% |
| Current Drawdown | -0.87% | -1.04% |
Correlation
The correlation between SWYGX and VFORX is 0.97, 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. VFORX - Performance Comparison
In the year-to-date period, SWYGX achieves a 15.04% return, which is significantly higher than VFORX's 13.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWYGX vs. VFORX - Expense Ratio Comparison
SWYGX has a 0.04% expense ratio, which is lower than VFORX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SWYGX vs. VFORX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2040 Index Fund (SWYGX) and Vanguard Target Retirement 2040 Fund (VFORX). 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.
Dividends
SWYGX vs. VFORX - Dividend Comparison
SWYGX's dividend yield for the trailing twelve months is around 1.80%, less than VFORX's 2.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFORX Vanguard Target Retirement 2040 Fund | 2.09% | 2.38% | 2.10% | 2.39% | 1.62% | 2.28% | 2.41% | 1.91% | 1.98% | 2.16% | 1.93% | 1.77% |
Drawdowns
SWYGX vs. VFORX - Drawdown Comparison
The maximum SWYGX drawdown since its inception was -28.74%, smaller than the maximum VFORX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for SWYGX and VFORX. For additional features, visit the drawdowns tool.
Volatility
SWYGX vs. VFORX - Volatility Comparison
Schwab Target 2040 Index Fund (SWYGX) has a higher volatility of 2.60% compared to Vanguard Target Retirement 2040 Fund (VFORX) at 2.45%. This indicates that SWYGX's price experiences larger fluctuations and is considered to be riskier than VFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.