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SWYJX vs. VISVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWYJX and VISVX is 0.83, 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.


-0.50.00.51.00.8

Performance

SWYJX vs. VISVX - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.52%
9.94%
SWYJX
VISVX

Key characteristics

Sharpe Ratio

SWYJX:

1.49

VISVX:

0.76

Sortino Ratio

SWYJX:

1.99

VISVX:

1.16

Omega Ratio

SWYJX:

1.30

VISVX:

1.14

Calmar Ratio

SWYJX:

2.41

VISVX:

1.38

Martin Ratio

SWYJX:

9.70

VISVX:

3.89

Ulcer Index

SWYJX:

1.74%

VISVX:

3.21%

Daily Std Dev

SWYJX:

11.30%

VISVX:

16.43%

Max Drawdown

SWYJX:

-32.63%

VISVX:

-62.15%

Current Drawdown

SWYJX:

-3.04%

VISVX:

-8.47%

Returns By Period

In the year-to-date period, SWYJX achieves a 15.99% return, which is significantly higher than VISVX's 11.97% return.


SWYJX

YTD

15.99%

1M

-0.82%

6M

6.64%

1Y

16.63%

5Y*

9.46%

10Y*

N/A

VISVX

YTD

11.97%

1M

-7.10%

6M

8.72%

1Y

11.89%

5Y*

9.73%

10Y*

8.45%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWYJX vs. VISVX - Expense Ratio Comparison

SWYJX has a 0.04% expense ratio, which is lower than VISVX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VISVX
Vanguard Small Cap Value Index Fund
Expense ratio chart for VISVX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for SWYJX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SWYJX vs. VISVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2055 Index Fund (SWYJX) and Vanguard Small Cap Value Index Fund (VISVX). 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.


Sharpe ratio
The chart of Sharpe ratio for SWYJX, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.001.490.76
The chart of Sortino ratio for SWYJX, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.001.991.16
The chart of Omega ratio for SWYJX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.301.14
The chart of Calmar ratio for SWYJX, currently valued at 2.41, compared to the broader market0.002.004.006.008.0010.0012.0014.002.411.38
The chart of Martin ratio for SWYJX, currently valued at 9.70, compared to the broader market0.0020.0040.0060.009.703.89
SWYJX
VISVX

The current SWYJX Sharpe Ratio is 1.49, which is higher than the VISVX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SWYJX and VISVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.49
0.76
SWYJX
VISVX

Dividends

SWYJX vs. VISVX - Dividend Comparison

SWYJX's dividend yield for the trailing twelve months is around 1.72%, more than VISVX's 1.34% yield.


TTM20232022202120202019201820172016201520142013
SWYJX
Schwab Target 2055 Index Fund
1.72%1.99%1.93%1.74%1.60%1.96%2.17%1.47%1.25%0.00%0.00%0.00%
VISVX
Vanguard Small Cap Value Index Fund
1.34%2.00%1.91%1.64%1.58%1.95%2.20%1.68%1.66%1.85%1.62%1.71%

Drawdowns

SWYJX vs. VISVX - Drawdown Comparison

The maximum SWYJX drawdown since its inception was -32.63%, smaller than the maximum VISVX drawdown of -62.15%. Use the drawdown chart below to compare losses from any high point for SWYJX and VISVX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.04%
-8.47%
SWYJX
VISVX

Volatility

SWYJX vs. VISVX - Volatility Comparison

The current volatility for Schwab Target 2055 Index Fund (SWYJX) is 3.72%, while Vanguard Small Cap Value Index Fund (VISVX) has a volatility of 4.88%. This indicates that SWYJX experiences smaller price fluctuations and is considered to be less risky than VISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.72%
4.88%
SWYJX
VISVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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