SWYGX vs. VOO
Compare and contrast key facts about Schwab Target 2040 Index Fund (SWYGX) and Vanguard S&P 500 ETF (VOO).
SWYGX is managed by Schwab Funds. It was launched on Aug 24, 2016. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWYGX or VOO.
Key characteristics
| SWYGX | VOO | |
|---|---|---|
| YTD Return | 15.04% | 26.94% |
| 1Y Return | 23.10% | 35.06% |
| 3Y Return (Ann) | 4.37% | 10.23% |
| 5Y Return (Ann) | 9.14% | 15.77% |
| Sharpe Ratio | 2.61 | 3.08 |
| Sortino Ratio | 3.58 | 4.09 |
| Omega Ratio | 1.53 | 1.58 |
| Calmar Ratio | 3.25 | 4.46 |
| Martin Ratio | 17.89 | 20.36 |
| Ulcer Index | 1.45% | 1.85% |
| Daily Std Dev | 9.99% | 12.23% |
| Max Drawdown | -28.74% | -33.99% |
| Current Drawdown | -0.87% | -0.25% |
Correlation
The correlation between SWYGX and VOO 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.
Performance
SWYGX vs. VOO - Performance Comparison
In the year-to-date period, SWYGX achieves a 15.04% return, which is significantly lower than VOO's 26.94% 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. VOO - Expense Ratio Comparison
SWYGX has a 0.04% expense ratio, which is higher than VOO's 0.03% expense ratio. However, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2040 Index Fund (SWYGX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SWYGX's dividend yield for the trailing twelve months is around 1.80%, more than VOO's 1.23% 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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SWYGX vs. VOO - Drawdown Comparison
The maximum SWYGX drawdown since its inception was -28.74%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SWYGX and VOO. For additional features, visit the drawdowns tool.
Volatility
SWYGX vs. VOO - Volatility Comparison
The current volatility for Schwab Target 2040 Index Fund (SWYGX) is 2.60%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that SWYGX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.