SWYJX vs. SCHX
Compare and contrast key facts about Schwab Target 2055 Index Fund (SWYJX) and Schwab U.S. Large-Cap ETF (SCHX).
SWYJX is managed by Schwab Funds. It was launched on Aug 24, 2016. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWYJX or SCHX.
Key characteristics
| SWYJX | SCHX | |
|---|---|---|
| YTD Return | 17.30% | 27.78% |
| 1Y Return | 29.19% | 39.22% |
| 3Y Return (Ann) | 5.12% | 11.38% |
| 5Y Return (Ann) | 10.49% | 17.48% |
| Sharpe Ratio | 2.57 | 3.15 |
| Sortino Ratio | 3.43 | 4.18 |
| Omega Ratio | 1.52 | 1.59 |
| Calmar Ratio | 2.79 | 4.58 |
| Martin Ratio | 17.77 | 20.63 |
| Ulcer Index | 1.64% | 1.90% |
| Daily Std Dev | 11.35% | 12.42% |
| Max Drawdown | -32.63% | -34.33% |
| Current Drawdown | -0.86% | -0.30% |
Correlation
The correlation between SWYJX and SCHX is 0.94, 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
SWYJX vs. SCHX - Performance Comparison
In the year-to-date period, SWYJX achieves a 17.30% return, which is significantly lower than SCHX's 27.78% 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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SWYJX vs. SCHX - Expense Ratio Comparison
SWYJX has a 0.04% expense ratio, which is higher than SCHX's 0.03% expense ratio. However, 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
SWYJX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2055 Index Fund (SWYJX) and Schwab U.S. Large-Cap ETF (SCHX). 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
SWYJX vs. SCHX - Dividend Comparison
SWYJX's dividend yield for the trailing twelve months is around 1.70%, more than SCHX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWYJX Schwab Target 2055 Index Fund | 1.70% | 1.99% | 1.93% | 1.74% | 1.60% | 1.96% | 2.17% | 1.47% | 1.25% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
SWYJX vs. SCHX - Drawdown Comparison
The maximum SWYJX drawdown since its inception was -32.63%, roughly equal to the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SWYJX and SCHX. For additional features, visit the drawdowns tool.
Volatility
SWYJX vs. SCHX - Volatility Comparison
The current volatility for Schwab Target 2055 Index Fund (SWYJX) is 3.07%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 4.02%. This indicates that SWYJX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.