SWYHX vs. SWYEX
Compare and contrast key facts about Schwab Target 2045 Index Fund (SWYHX) and Schwab Target 2030 Index Fund (SWYEX).
SWYHX is managed by Schwab Funds. It was launched on Aug 24, 2016. SWYEX is managed by Schwab Funds. It was launched on Aug 24, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWYHX or SWYEX.
Performance
SWYHX vs. SWYEX - Performance Comparison
Returns By Period
In the year-to-date period, SWYHX achieves a 15.33% return, which is significantly higher than SWYEX's 11.67% return.
SWYHX
15.33%
-0.37%
7.67%
22.70%
9.68%
N/A
SWYEX
11.67%
-0.31%
6.48%
18.10%
7.46%
N/A
Key characteristics
| SWYHX | SWYEX | |
|---|---|---|
| Sharpe Ratio | 2.15 | 2.25 |
| Sortino Ratio | 2.89 | 3.16 |
| Omega Ratio | 1.43 | 1.45 |
| Calmar Ratio | 3.03 | 2.34 |
| Martin Ratio | 14.30 | 14.52 |
| Ulcer Index | 1.56% | 1.23% |
| Daily Std Dev | 10.37% | 7.94% |
| Max Drawdown | -30.74% | -23.92% |
| Current Drawdown | -1.57% | -1.15% |
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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%.
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.
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.
Dividends
SWYHX vs. SWYEX - Dividend Comparison
SWYHX's dividend yield for the trailing twelve months is around 1.76%, less than SWYEX's 2.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
SWYHX Schwab Target 2045 Index Fund | 1.76% | 2.03% | 1.98% | 1.75% | 1.64% | 1.95% | 2.22% | 1.42% | 1.04% |
SWYEX Schwab Target 2030 Index Fund | 2.05% | 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.
Volatility
SWYHX vs. SWYEX - Volatility Comparison
Schwab Target 2045 Index Fund (SWYHX) has a higher volatility of 2.68% compared to Schwab Target 2030 Index Fund (SWYEX) at 2.02%. 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.