SWYJX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Schwab Target 2055 Index Fund (SWYJX) and S&P 500 Index (^GSPC).

SWYJX is managed by Charles Schwab. It was launched on Aug 24, 2016.

Performance

SWYJX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2055 Index Fund (SWYJX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

SWYJX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SWYJX Schwab Target 2055 Index Fund	-1.22%	19.90%	14.52%	21.23%	-17.80%	18.36%	14.79%	25.78%	-7.85%	21.01%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, SWYJX achieves a -1.22% return, which is significantly higher than ^GSPC's -3.95% return.

SWYJX

• 1D: 2.76%
• 1M: -5.31%
• YTD: -1.22%
• 6M: 1.19%
• 1Y: 18.88%
• 3Y*: 15.53%
• 5Y*: 8.48%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SWYJX vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWYJX

SWYJX Risk / Return Rank: 72
SWYJX Sharpe Ratio Rank: 67
SWYJX Sortino Ratio Rank: 70
SWYJX Omega Ratio Rank: 68
SWYJX Calmar Ratio Rank: 72
SWYJX Martin Ratio Rank: 81

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWYJX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2055 Index Fund (SWYJX) and S&P 500 Index (^GSPC). 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.

	SWYJX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.22	0.92	+0.30
Sortino ratio Return per unit of downside risk	1.79	1.41	+0.38
Omega ratio Gain probability vs. loss probability	1.26	1.21	+0.05
Calmar ratio Return relative to maximum drawdown	1.73	1.41	+0.31
Martin ratio Return relative to average drawdown	8.17	6.61	+1.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWYJX vs. ^GSPC - Sharpe Ratio Comparison

The current SWYJX Sharpe Ratio is 1.22, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SWYJX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SWYJX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.22	0.92	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.61	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.46	+0.20

Correlation

The correlation between SWYJX and ^GSPC is 0.95, 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.

Drawdowns

SWYJX vs. ^GSPC - Drawdown Comparison

The maximum SWYJX drawdown since its inception was -31.18%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SWYJX and ^GSPC.

Drawdown Indicators

	SWYJX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-31.18%	-56.78%	+25.60%
Max Drawdown (1Y) Largest decline over 1 year	-11.26%	-12.14%	+0.88%
Max Drawdown (5Y) Largest decline over 5 years	-25.69%	-25.43%	-0.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-6.32%	-5.78%	-0.54%
Average Drawdown Average peak-to-trough decline	-4.69%	-10.75%	+6.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	2.60%	-0.22%

Volatility

SWYJX vs. ^GSPC - Volatility Comparison

Schwab Target 2055 Index Fund (SWYJX) has a higher volatility of 5.78% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that SWYJX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWYJX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.78%	5.37%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	9.09%	9.55%	-0.46%
Volatility (1Y) Calculated over the trailing 1-year period	15.94%	18.33%	-2.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.07%	16.90%	-1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.12%	18.05%	-1.93%