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

Key characteristics


SWYHXSWVXX
YTD Return16.19%3.90%
1Y Return27.61%5.06%
3Y Return (Ann)4.76%3.48%
5Y Return (Ann)9.89%2.25%
Sharpe Ratio2.593.30
Ulcer Index1.54%0.00%
Daily Std Dev10.62%1.45%
Max Drawdown-30.74%0.00%
Current Drawdown-0.84%0.00%

Correlation

-0.50.00.51.00.0

The correlation between SWYHX and SWVXX is 0.02, 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.

Performance

SWYHX vs. SWVXX - Performance Comparison

In the year-to-date period, SWYHX achieves a 16.19% return, which is significantly higher than SWVXX's 3.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.10%
2.80%
SWYHX
SWVXX

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.


SWYHX
Sharpe ratio
The chart of Sharpe ratio for SWYHX, currently valued at 2.37, compared to the broader market0.002.004.002.37
Sortino ratio
The chart of Sortino ratio for SWYHX, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for SWYHX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for SWYHX, currently valued at 3.21, compared to the broader market0.005.0010.0015.0020.0025.003.21
Martin ratio
The chart of Martin ratio for SWYHX, currently valued at 15.89, compared to the broader market0.0020.0040.0060.0080.00100.0015.89
SWVXX
Sharpe ratio
The chart of Sharpe ratio for SWVXX, currently valued at 3.30, compared to the broader market0.002.004.003.30
Sortino ratio
No data

SWYHX vs. SWVXX - Sharpe Ratio Comparison

The current SWYHX Sharpe Ratio is 2.59, which is comparable to the SWVXX Sharpe Ratio of 3.30. 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.37
3.30
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%JuneJulyAugustSeptemberOctoberNovember
-0.84%
0
SWYHX
SWVXX

Volatility

SWYHX vs. SWVXX - Volatility Comparison

Schwab Target 2045 Index Fund (SWYHX) has a higher volatility of 2.87% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.42%. 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%JuneJulyAugustSeptemberOctoberNovember
2.87%
0.42%
SWYHX
SWVXX