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SWYJX vs. SWLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYJX vs. SWLSX - Performance Comparison

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

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SWYJX vs. SWLSX - 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%
SWLSX
Schwab Large-Cap Growth Fund™
-9.26%19.69%29.41%38.27%-27.00%29.03%29.03%31.02%-7.93%29.01%

Returns By Period

In the year-to-date period, SWYJX achieves a -1.22% return, which is significantly higher than SWLSX's -9.26% return.


SWYJX

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

SWLSX

1D
3.97%
1M
-5.24%
YTD
-9.26%
6M
-8.22%
1Y
18.95%
3Y*
19.82%
5Y*
12.04%
10Y*
14.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWYJX vs. SWLSX - Expense Ratio Comparison

SWYJX has a 0.04% expense ratio, which is lower than SWLSX's 0.99% expense ratio.


Return for Risk

SWYJX vs. SWLSX — 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

SWLSX
SWLSX Risk / Return Rank: 4444
Overall Rank
SWLSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SWLSX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SWLSX Omega Ratio Rank: 4444
Omega Ratio Rank
SWLSX Calmar Ratio Rank: 4949
Calmar Ratio Rank
SWLSX Martin Ratio Rank: 4141
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. SWLSX - Risk-Adjusted Trends Comparison

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


SWYJXSWLSXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.87

+0.34

Sortino ratio

Return per unit of downside risk

1.79

1.41

+0.39

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

1.73

1.24

+0.49

Martin ratio

Return relative to average drawdown

8.17

4.32

+3.85

SWYJX vs. SWLSX - Sharpe Ratio Comparison

The current SWYJX Sharpe Ratio is 1.22, which is higher than the SWLSX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SWYJX and SWLSX, 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


SWYJXSWLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.87

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.58

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.52

+0.14

Correlation

The correlation between SWYJX and SWLSX 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. SWLSX - Dividend Comparison

SWYJX's dividend yield for the trailing twelve months is around 1.97%, more than SWLSX's 1.29% 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%
SWLSX
Schwab Large-Cap Growth Fund™
1.29%1.17%0.11%0.04%2.07%7.77%1.07%5.32%12.35%7.92%4.46%17.08%

Drawdowns

SWYJX vs. SWLSX - Drawdown Comparison

The maximum SWYJX drawdown since its inception was -31.18%, smaller than the maximum SWLSX drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for SWYJX and SWLSX.


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Drawdown Indicators


SWYJXSWLSXDifference

Max Drawdown

Largest peak-to-trough decline

-31.18%

-49.89%

+18.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-16.17%

+4.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.69%

-31.32%

+5.63%

Max Drawdown (10Y)

Largest decline over 10 years

-31.32%

Current Drawdown

Current decline from peak

-6.32%

-12.84%

+6.52%

Average Drawdown

Average peak-to-trough decline

-4.69%

-7.98%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

4.65%

-2.27%

Volatility

SWYJX vs. SWLSX - Volatility Comparison

The current volatility for Schwab Target 2055 Index Fund (SWYJX) is 5.78%, while Schwab Large-Cap Growth Fund™ (SWLSX) has a volatility of 7.17%. This indicates that SWYJX experiences smaller price fluctuations and is considered to be less risky than SWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWYJXSWLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

7.17%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

13.03%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

22.89%

-6.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.07%

21.04%

-5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

20.79%

-4.67%