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SWYJX vs. SWORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYJX vs. SWORX - Performance Comparison

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

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SWYJX vs. SWORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWYJX
Schwab Target 2055 Index Fund
-3.87%19.90%14.52%21.23%-17.80%18.36%14.79%25.78%-7.85%21.01%
SWORX
Schwab Target 2055 Fund
-4.00%20.10%14.04%20.77%-19.88%18.22%15.33%25.61%-10.25%21.38%

Returns By Period

The year-to-date returns for both stocks are quite close, with SWYJX having a -3.87% return and SWORX slightly lower at -4.00%.


SWYJX

1D
-0.23%
1M
-8.25%
YTD
-3.87%
6M
-1.08%
1Y
16.12%
3Y*
14.48%
5Y*
8.15%
10Y*

SWORX

1D
-0.32%
1M
-8.94%
YTD
-4.00%
6M
-1.23%
1Y
16.31%
3Y*
14.07%
5Y*
7.43%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

SWYJX vs. SWORX — Risk / Return Rank

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

SWYJX
SWYJX Risk / Return Rank: 6060
Overall Rank
SWYJX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SWYJX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SWYJX Omega Ratio Rank: 6161
Omega Ratio Rank
SWYJX Calmar Ratio Rank: 5555
Calmar Ratio Rank
SWYJX Martin Ratio Rank: 6666
Martin Ratio Rank

SWORX
SWORX Risk / Return Rank: 6060
Overall Rank
SWORX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SWORX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SWORX Omega Ratio Rank: 6060
Omega Ratio Rank
SWORX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SWORX Martin Ratio Rank: 6363
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. SWORX - Risk-Adjusted Trends 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.


SWYJXSWORXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.05

-0.01

Sortino ratio

Return per unit of downside risk

1.54

1.54

0.00

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.30

1.31

-0.01

Martin ratio

Return relative to average drawdown

6.22

5.98

+0.24

SWYJX vs. SWORX - Sharpe Ratio Comparison

The current SWYJX Sharpe Ratio is 1.04, which is comparable to the SWORX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SWYJX and SWORX, 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


SWYJXSWORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.05

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.46

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.61

+0.03

Correlation

The correlation between SWYJX and SWORX is 0.97, 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. SWORX - Dividend Comparison

SWYJX's dividend yield for the trailing twelve months is around 2.02%, less than SWORX's 4.61% yield.


TTM20252024202320222021202020192018201720162015
SWYJX
Schwab Target 2055 Index Fund
2.02%1.95%1.99%1.99%1.93%1.77%1.62%1.96%2.17%1.47%1.25%0.00%
SWORX
Schwab Target 2055 Fund
4.61%4.43%3.44%3.31%8.42%5.25%2.23%5.15%6.43%2.74%5.19%5.85%

Drawdowns

SWYJX vs. SWORX - Drawdown Comparison

The maximum SWYJX drawdown since its inception was -31.18%, roughly equal to the maximum SWORX drawdown of -32.13%. Use the drawdown chart below to compare losses from any high point for SWYJX and SWORX.


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Drawdown Indicators


SWYJXSWORXDifference

Max Drawdown

Largest peak-to-trough decline

-31.18%

-32.13%

+0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-11.07%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-25.69%

-31.07%

+5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-32.13%

Current Drawdown

Current decline from peak

-8.83%

-9.42%

+0.59%

Average Drawdown

Average peak-to-trough decline

-4.69%

-5.58%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.42%

-0.07%

Volatility

SWYJX vs. SWORX - Volatility Comparison

Schwab Target 2055 Index Fund (SWYJX) and Schwab Target 2055 Fund (SWORX) have volatilities of 4.86% and 4.99%, 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.


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Volatility by Period


SWYJXSWORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.99%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

8.96%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.74%

15.57%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

16.39%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

16.60%

-0.50%