SWYJX vs. SWORX
Compare and contrast key facts about Schwab Target 2055 Index Fund (SWYJX) and Schwab Target 2055 Fund (SWORX).
SWYJX is managed by Schwab Funds. It was launched on Aug 24, 2016. SWORX is managed by Charles Schwab. It was launched on Jan 22, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWYJX or SWORX.
Key characteristics
| SWYJX | SWORX | |
|---|---|---|
| YTD Return | 18.20% | 17.42% |
| 1Y Return | 31.62% | 30.61% |
| 3Y Return (Ann) | 5.36% | 4.11% |
| 5Y Return (Ann) | 10.63% | 10.08% |
| Sharpe Ratio | 2.69 | 2.55 |
| Sortino Ratio | 3.58 | 3.38 |
| Omega Ratio | 1.54 | 1.52 |
| Calmar Ratio | 2.68 | 2.17 |
| Martin Ratio | 18.64 | 17.31 |
| Ulcer Index | 1.64% | 1.72% |
| Daily Std Dev | 11.39% | 11.67% |
| Max Drawdown | -32.63% | -33.56% |
| Current Drawdown | -0.10% | 0.00% |
Correlation
The correlation between SWYJX and SWORX is 0.98, 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. SWORX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SWYJX having a 18.20% return and SWORX slightly lower at 17.42%. 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. SWORX - Expense Ratio Comparison
SWYJX has a 0.04% expense ratio, which is higher than SWORX's 0.00% 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. SWORX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2055 Index Fund (SWYJX) and Schwab Target 2055 Fund (SWORX). 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. SWORX - Dividend Comparison
SWYJX's dividend yield for the trailing twelve months is around 1.69%, more than SWORX's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWYJX Schwab Target 2055 Index Fund | 1.69% | 1.99% | 1.93% | 1.74% | 1.60% | 1.96% | 2.17% | 1.47% | 1.25% | 0.00% | 0.00% | 0.00% |
SWORX Schwab Target 2055 Fund | 1.58% | 1.86% | 1.73% | 2.98% | 1.02% | 1.88% | 2.62% | 2.59% | 1.45% | 1.94% | 2.38% | 1.50% |
Drawdowns
SWYJX vs. SWORX - Drawdown Comparison
The maximum SWYJX drawdown since its inception was -32.63%, roughly equal to the maximum SWORX drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for SWYJX and SWORX. For additional features, visit the drawdowns tool.
Volatility
SWYJX vs. SWORX - Volatility Comparison
Schwab Target 2055 Index Fund (SWYJX) and Schwab Target 2055 Fund (SWORX) have volatilities of 3.06% and 3.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.