PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SWYHX vs. SWVXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SWYHX and SWVXX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

SWYHX vs. SWVXX - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
115.99%
16.60%
SWYHX
SWVXX

Key characteristics

Sharpe Ratio

SWYHX:

1.57

SWVXX:

3.48

Ulcer Index

SWYHX:

1.62%

SWVXX:

0.00%

Daily Std Dev

SWYHX:

10.54%

SWVXX:

1.43%

Max Drawdown

SWYHX:

-30.74%

SWVXX:

0.00%

Current Drawdown

SWYHX:

-3.36%

SWVXX:

0.00%

Returns By Period

In the year-to-date period, SWYHX achieves a 14.53% return, which is significantly higher than SWVXX's 4.30% return.


SWYHX

YTD

14.53%

1M

-1.16%

6M

5.96%

1Y

15.09%

5Y*

8.84%

10Y*

N/A

SWVXX

YTD

4.30%

1M

0.38%

6M

2.28%

1Y

5.01%

5Y*

2.30%

10Y*

1.55%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SWYHX vs. SWVXX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SWYHX, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.001.393.48
The chart of Sortino ratio for SWYHX, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.001.87
The chart of Omega ratio for SWYHX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.28
The chart of Calmar ratio for SWYHX, currently valued at 2.28, compared to the broader market0.002.004.006.008.0010.0012.0014.002.28
The chart of Martin ratio for SWYHX, currently valued at 8.97, compared to the broader market0.0020.0040.0060.008.97
SWYHX
SWVXX

The current SWYHX Sharpe Ratio is 1.57, which is lower than the SWVXX Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of SWYHX and SWVXX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.39
3.48
SWYHX
SWVXX

Drawdowns

SWYHX vs. SWVXX - Drawdown Comparison

The maximum SWYHX drawdown since its inception was -30.74%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SWYHX and SWVXX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.36%
0
SWYHX
SWVXX

Volatility

SWYHX vs. SWVXX - Volatility Comparison

Schwab Target 2045 Index Fund (SWYHX) has a higher volatility of 3.37% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.38%. This indicates that SWYHX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.37%
0.38%
SWYHX
SWVXX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab