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

Correlation

The correlation between SWYHX and SWYEX is 0.99, 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.


-0.50.00.51.01.0

Performance

SWYHX vs. SWYEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2045 Index Fund (SWYHX) and Schwab Target 2030 Index Fund (SWYEX). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
115.99%
87.63%
SWYHX
SWYEX

Key characteristics

Sharpe Ratio

SWYHX:

1.57

SWYEX:

1.56

Sortino Ratio

SWYHX:

2.10

SWYEX:

2.15

Omega Ratio

SWYHX:

1.32

SWYEX:

1.31

Calmar Ratio

SWYHX:

2.60

SWYEX:

3.15

Martin Ratio

SWYHX:

10.23

SWYEX:

9.85

Ulcer Index

SWYHX:

1.62%

SWYEX:

1.28%

Daily Std Dev

SWYHX:

10.54%

SWYEX:

8.09%

Max Drawdown

SWYHX:

-30.74%

SWYEX:

-23.92%

Current Drawdown

SWYHX:

-3.36%

SWYEX:

-2.82%

Returns By Period

In the year-to-date period, SWYHX achieves a 14.53% return, which is significantly higher than SWYEX's 11.12% return.


SWYHX

YTD

14.53%

1M

-1.16%

6M

5.96%

1Y

15.09%

5Y*

8.84%

10Y*

N/A

SWYEX

YTD

11.12%

1M

-0.80%

6M

4.79%

1Y

11.58%

5Y*

6.86%

10Y*

N/A

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. SWYEX - Expense Ratio Comparison

Both SWYHX and SWYEX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically 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 SWYEX: 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%

Risk-Adjusted Performance

SWYHX vs. SWYEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2045 Index Fund (SWYHX) and Schwab Target 2030 Index Fund (SWYEX). 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 1.57, compared to the broader market-1.000.001.002.003.004.001.571.56
The chart of Sortino ratio for SWYHX, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.002.102.15
The chart of Omega ratio for SWYHX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.321.31
The chart of Calmar ratio for SWYHX, currently valued at 2.60, compared to the broader market0.002.004.006.008.0010.0012.0014.002.603.15
The chart of Martin ratio for SWYHX, currently valued at 10.23, compared to the broader market0.0020.0040.0060.0010.239.85
SWYHX
SWYEX

The current SWYHX Sharpe Ratio is 1.57, which is comparable to the SWYEX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of SWYHX and SWYEX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.57
1.56
SWYHX
SWYEX

Dividends

SWYHX vs. SWYEX - Dividend Comparison

SWYHX's dividend yield for the trailing twelve months is around 1.77%, less than SWYEX's 2.06% yield.


TTM20232022202120202019201820172016
SWYHX
Schwab Target 2045 Index Fund
1.77%2.03%1.98%1.75%1.64%1.95%2.22%1.42%1.04%
SWYEX
Schwab Target 2030 Index Fund
2.06%2.29%2.14%1.72%1.70%1.92%2.23%1.31%1.02%

Drawdowns

SWYHX vs. SWYEX - Drawdown Comparison

The maximum SWYHX drawdown since its inception was -30.74%, which is greater than SWYEX's maximum drawdown of -23.92%. Use the drawdown chart below to compare losses from any high point for SWYHX and SWYEX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.36%
-2.82%
SWYHX
SWYEX

Volatility

SWYHX vs. SWYEX - Volatility Comparison

Schwab Target 2045 Index Fund (SWYHX) has a higher volatility of 3.41% compared to Schwab Target 2030 Index Fund (SWYEX) at 2.77%. This indicates that SWYHX's price experiences larger fluctuations and is considered to be riskier than SWYEX 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%JulyAugustSeptemberOctoberNovemberDecember
3.41%
2.77%
SWYHX
SWYEX
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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.

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