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SWYHX vs. SWTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SWYHXSWTSX
YTD Return16.19%26.23%
1Y Return27.61%38.45%
3Y Return (Ann)4.76%8.72%
5Y Return (Ann)9.89%15.28%
Sharpe Ratio2.593.01
Sortino Ratio3.494.00
Omega Ratio1.531.56
Calmar Ratio2.684.46
Martin Ratio17.8219.52
Ulcer Index1.54%1.96%
Daily Std Dev10.62%12.76%
Max Drawdown-30.74%-54.60%
Current Drawdown-0.84%-0.39%

Correlation

-0.50.00.51.00.9

The correlation between SWYHX and SWTSX 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.

Performance

SWYHX vs. SWTSX - Performance Comparison

In the year-to-date period, SWYHX achieves a 16.19% return, which is significantly lower than SWTSX's 26.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.10%
14.96%
SWYHX
SWTSX

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. SWTSX - Expense Ratio Comparison

SWYHX has a 0.04% expense ratio, which is higher than SWTSX'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%.


SWYHX
Schwab Target 2045 Index Fund
Expense ratio chart for SWYHX: 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 SWTSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SWYHX vs. SWTSX - Risk-Adjusted Performance Comparison

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


SWYHX
Sharpe ratio
The chart of Sharpe ratio for SWYHX, currently valued at 2.59, compared to the broader market0.002.004.002.59
Sortino ratio
The chart of Sortino ratio for SWYHX, currently valued at 3.49, compared to the broader market0.005.0010.003.49
Omega ratio
The chart of Omega ratio for SWYHX, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for SWYHX, currently valued at 2.68, compared to the broader market0.005.0010.0015.0020.002.68
Martin ratio
The chart of Martin ratio for SWYHX, currently valued at 17.82, compared to the broader market0.0020.0040.0060.0080.00100.0017.82
SWTSX
Sharpe ratio
The chart of Sharpe ratio for SWTSX, currently valued at 3.01, compared to the broader market0.002.004.003.01
Sortino ratio
The chart of Sortino ratio for SWTSX, currently valued at 4.00, compared to the broader market0.005.0010.004.00
Omega ratio
The chart of Omega ratio for SWTSX, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for SWTSX, currently valued at 4.46, compared to the broader market0.005.0010.0015.0020.004.46
Martin ratio
The chart of Martin ratio for SWTSX, currently valued at 19.52, compared to the broader market0.0020.0040.0060.0080.00100.0019.52

SWYHX vs. SWTSX - Sharpe Ratio Comparison

The current SWYHX Sharpe Ratio is 2.59, which is comparable to the SWTSX Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of SWYHX and SWTSX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.59
3.01
SWYHX
SWTSX

Dividends

SWYHX vs. SWTSX - Dividend Comparison

SWYHX's dividend yield for the trailing twelve months is around 1.75%, more than SWTSX's 1.11% yield.


TTM20232022202120202019201820172016201520142013
SWYHX
Schwab Target 2045 Index Fund
1.75%2.03%1.98%1.75%1.64%1.95%2.22%1.42%1.04%0.00%0.00%0.00%
SWTSX
Schwab Total Stock Market Index Fund
1.11%1.41%1.62%1.17%1.63%1.68%2.06%1.61%1.85%1.95%1.66%1.51%

Drawdowns

SWYHX vs. SWTSX - Drawdown Comparison

The maximum SWYHX drawdown since its inception was -30.74%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWYHX and SWTSX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.84%
-0.39%
SWYHX
SWTSX

Volatility

SWYHX vs. SWTSX - Volatility Comparison

The current volatility for Schwab Target 2045 Index Fund (SWYHX) is 2.87%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 4.05%. This indicates that SWYHX experiences smaller price fluctuations and is considered to be less risky than SWTSX 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%7.00%JuneJulyAugustSeptemberOctoberNovember
2.87%
4.05%
SWYHX
SWTSX