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SWYJX vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYJX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2055 Index Fund (SWYJX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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SWYJX vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
-9.73%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Returns By Period

In the year-to-date period, SWYJX achieves a -1.22% return, which is significantly higher than SCHG's -9.73% return.


SWYJX

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

SCHG

1D
0.96%
1M
-4.46%
YTD
-9.73%
6M
-8.15%
1Y
17.00%
3Y*
22.30%
5Y*
12.76%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWYJX vs. SCHG - Expense Ratio Comparison

Both SWYJX and SCHG 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%.


Return for Risk

SWYJX vs. SCHG — Risk / Return Rank

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

SWYJX
SWYJX Risk / Return Rank: 7272
Overall Rank
SWYJX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SWYJX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SWYJX Omega Ratio Rank: 6868
Omega Ratio Rank
SWYJX Calmar Ratio Rank: 7272
Calmar Ratio Rank
SWYJX Martin Ratio Rank: 8181
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
Martin Ratio Rank
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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2055 Index Fund (SWYJX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


SWYJXSCHGDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.76

+0.46

Sortino ratio

Return per unit of downside risk

1.79

1.24

+0.55

Omega ratio

Gain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

1.73

1.09

+0.63

Martin ratio

Return relative to average drawdown

8.17

3.71

+4.47

SWYJX vs. SCHG - Sharpe Ratio Comparison

The current SWYJX Sharpe Ratio is 1.22, which is higher than the SCHG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SWYJX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWYJXSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.76

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.57

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.79

-0.13

Correlation

The correlation between SWYJX and SCHG is 0.87, 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.


Dividends

SWYJX vs. SCHG - Dividend Comparison

SWYJX's dividend yield for the trailing twelve months is around 1.97%, more than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
SWYJX
Schwab Target 2055 Index Fund
1.97%1.95%1.99%1.99%1.93%1.77%1.62%1.96%2.17%1.47%1.25%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

SWYJX vs. SCHG - Drawdown Comparison

The maximum SWYJX drawdown since its inception was -31.18%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SWYJX and SCHG.


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Drawdown Indicators


SWYJXSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-31.18%

-34.59%

+3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-16.41%

+5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.69%

-34.59%

+8.90%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-6.32%

-12.51%

+6.19%

Average Drawdown

Average peak-to-trough decline

-4.69%

-5.22%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

4.84%

-2.46%

Volatility

SWYJX vs. SCHG - Volatility Comparison

The current volatility for Schwab Target 2055 Index Fund (SWYJX) is 5.78%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that SWYJX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWYJXSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

6.77%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

12.54%

-3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

22.45%

-6.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.07%

22.31%

-7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

21.51%

-5.39%