PortfoliosLab logoPortfoliosLab logo
SWYHX vs. SWMRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYHX vs. SWMRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2045 Index Fund (SWYHX) and Schwab Target 2045 Fund (SWMRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SWYHX vs. SWMRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWYHX
Schwab Target 2045 Index Fund
-3.59%18.65%13.72%20.34%-17.37%17.04%14.50%24.80%-7.28%20.07%
SWMRX
Schwab Target 2045 Fund
-3.79%18.84%13.37%20.10%-19.24%16.85%14.95%23.95%-9.82%21.39%

Returns By Period

In the year-to-date period, SWYHX achieves a -3.59% return, which is significantly higher than SWMRX's -3.79% return.


SWYHX

1D
-0.20%
1M
-7.64%
YTD
-3.59%
6M
-0.99%
1Y
14.96%
3Y*
13.71%
5Y*
7.68%
10Y*

SWMRX

1D
-0.22%
1M
-8.20%
YTD
-3.79%
6M
-1.16%
1Y
15.04%
3Y*
13.38%
5Y*
7.05%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWYHX vs. SWMRX - Expense Ratio Comparison

SWYHX has a 0.04% expense ratio, which is higher than SWMRX's 0.00% 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%.


Return for Risk

SWYHX vs. SWMRX — Risk / Return Rank

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

SWYHX
SWYHX Risk / Return Rank: 6262
Overall Rank
SWYHX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SWYHX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SWYHX Omega Ratio Rank: 6161
Omega Ratio Rank
SWYHX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWYHX Martin Ratio Rank: 6767
Martin Ratio Rank

SWMRX
SWMRX Risk / Return Rank: 6060
Overall Rank
SWMRX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SWMRX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SWMRX Omega Ratio Rank: 6060
Omega Ratio Rank
SWMRX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWMRX Martin Ratio Rank: 6464
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.

SWYHX vs. SWMRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2045 Index Fund (SWYHX) and Schwab Target 2045 Fund (SWMRX). 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.


SWYHXSWMRXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.06

-0.01

Sortino ratio

Return per unit of downside risk

1.56

1.55

+0.01

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.33

1.33

0.00

Martin ratio

Return relative to average drawdown

6.35

6.07

+0.28

SWYHX vs. SWMRX - Sharpe Ratio Comparison

The current SWYHX Sharpe Ratio is 1.06, which is comparable to the SWMRX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SWYHX and SWMRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SWYHXSWMRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.06

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.46

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.62

+0.03

Correlation

The correlation between SWYHX and SWMRX is 0.98, 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

SWYHX vs. SWMRX - Dividend Comparison

SWYHX's dividend yield for the trailing twelve months is around 2.16%, less than SWMRX's 5.38% yield.


TTM20252024202320222021202020192018201720162015
SWYHX
Schwab Target 2045 Index Fund
2.16%2.08%2.13%2.02%1.98%1.80%1.65%1.96%2.23%1.42%1.05%0.00%
SWMRX
Schwab Target 2045 Fund
5.38%5.18%3.14%2.98%7.88%5.18%2.45%5.46%6.63%2.79%5.28%5.76%

Drawdowns

SWYHX vs. SWMRX - Drawdown Comparison

The maximum SWYHX drawdown since its inception was -29.41%, roughly equal to the maximum SWMRX drawdown of -30.41%. Use the drawdown chart below to compare losses from any high point for SWYHX and SWMRX.


Loading graphics...

Drawdown Indicators


SWYHXSWMRXDifference

Max Drawdown

Largest peak-to-trough decline

-29.41%

-30.41%

+1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-10.17%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.92%

-30.12%

+5.20%

Max Drawdown (10Y)

Largest decline over 10 years

-30.41%

Current Drawdown

Current decline from peak

-8.14%

-8.62%

+0.48%

Average Drawdown

Average peak-to-trough decline

-4.44%

-5.23%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.23%

-0.07%

Volatility

SWYHX vs. SWMRX - Volatility Comparison

Schwab Target 2045 Index Fund (SWYHX) and Schwab Target 2045 Fund (SWMRX) have volatilities of 4.41% and 4.53%, 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.


Loading graphics...

Volatility by Period


SWYHXSWMRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

4.53%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

8.17%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

14.24%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

15.34%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

15.46%

-0.41%