SWYHX vs. VT
Compare and contrast key facts about Schwab Target 2045 Index Fund (SWYHX) and Vanguard Total World Stock ETF (VT).
SWYHX is managed by Schwab Funds. It was launched on Aug 24, 2016. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWYHX or VT.
Key characteristics
| SWYHX | VT | |
|---|---|---|
| YTD Return | 16.19% | 18.68% |
| 1Y Return | 27.61% | 29.94% |
| 3Y Return (Ann) | 4.76% | 5.69% |
| 5Y Return (Ann) | 9.89% | 11.38% |
| Sharpe Ratio | 2.59 | 2.54 |
| Sortino Ratio | 3.49 | 3.47 |
| Omega Ratio | 1.53 | 1.46 |
| Calmar Ratio | 2.68 | 3.17 |
| Martin Ratio | 17.82 | 16.70 |
| Ulcer Index | 1.54% | 1.79% |
| Daily Std Dev | 10.62% | 11.78% |
| Max Drawdown | -30.74% | -50.27% |
| Current Drawdown | -0.84% | -0.96% |
Correlation
The correlation between SWYHX and VT is 0.97, 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. VT - Performance Comparison
In the year-to-date period, SWYHX achieves a 16.19% return, which is significantly lower than VT's 18.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWYHX vs. VT - Expense Ratio Comparison
SWYHX has a 0.04% expense ratio, which is lower than VT's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SWYHX vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2045 Index Fund (SWYHX) and Vanguard Total World Stock ETF (VT). 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. VT - Dividend Comparison
SWYHX's dividend yield for the trailing twelve months is around 1.75%, less than VT's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
SWYHX vs. VT - Drawdown Comparison
The maximum SWYHX drawdown since its inception was -30.74%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SWYHX and VT. For additional features, visit the drawdowns tool.
Volatility
SWYHX vs. VT - Volatility Comparison
The current volatility for Schwab Target 2045 Index Fund (SWYHX) is 2.87%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.31%. This indicates that SWYHX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.