SWYJX vs. VISVX

Last updated Jun 4, 2026

SWYJX (Schwab Target 2055 Index Fund) and VISVX (Vanguard Small Cap Value Index Fund) are both mutual funds - SWYJX is a Target Retirement Date fund managed by Charles Schwab, while VISVX is a Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index. Over the past 5 years, SWYJX returned 10.40%/yr vs 7.80%/yr for VISVX. Their correlation of 0.83 suggests significant overlap in exposure. SWYJX charges 0.04%/yr vs 0.19%/yr for VISVX.

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.

Returns By Period

The year-to-date returns for both stocks are quite close, with SWYJX having a 12.56% return and VISVX slightly lower at 12.02%.

SWYJX

• 1D: 0.36%
• 1M: 5.17%
• YTD: 12.56%
• 6M: 13.20%
• 1Y: 27.91%
• 3Y*: 19.62%
• 5Y*: 10.40%
• 10Y*: —

VISVX

• 1D: 0.86%
• 1M: 2.82%
• YTD: 12.02%
• 6M: 12.34%
• 1Y: 26.11%
• 3Y*: 16.22%
• 5Y*: 7.80%
• 10Y*: 10.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SWYJX vs. VISVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SWYJX Schwab Target 2055 Index Fund	12.56%	19.90%	14.52%	21.23%	-17.80%	18.36%	14.79%	25.78%	-7.85%	21.01%
VISVX Vanguard Small Cap Value Index Fund	12.02%	8.27%	11.21%	16.92%	-9.43%	27.97%	5.68%	22.61%	-12.35%	11.67%

Correlation

The correlation between SWYJX and VISVX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Aug 31, 2016	0.83

The correlation between SWYJX and VISVX has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.

Return for Risk

SWYJX vs. VISVX — Risk / Return Rank

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

SWYJX

SWYJX Risk / Return Rank: 69
SWYJX Sharpe Ratio Rank: 70
SWYJX Sortino Ratio Rank: 66
SWYJX Omega Ratio Rank: 63
SWYJX Calmar Ratio Rank: 69
SWYJX Martin Ratio Rank: 76

VISVX

VISVX Risk / Return Rank: 48
VISVX Sharpe Ratio Rank: 40
VISVX Sortino Ratio Rank: 41
VISVX Omega Ratio Rank: 36
VISVX Calmar Ratio Rank: 66
VISVX Martin Ratio Rank: 55

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. VISVX - Risk-Adjusted Trends 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.

	SWYJX	VISVX	Difference
Sharpe ratio: Return per unit of total volatility	2.44	1.83	+0.61
Sortino ratio: Return per unit of downside risk	3.39	2.69	+0.70
Omega ratio: Gain probability vs. loss probability	1.44	1.32	+0.13
Calmar ratio: Return relative to maximum drawdown	3.22	3.14	+0.08
Martin ratio: Return relative to average drawdown	14.39	11.10	+3.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWYJX vs. VISVX - Sharpe Ratio Comparison

The current SWYJX Sharpe Ratio is 2.44, which is higher than the VISVX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SWYJX and VISVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SWYJX	VISVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	1.83	+0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.40	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.40	+0.34

Drawdowns

SWYJX vs. VISVX - Drawdown Comparison

The maximum SWYJX drawdown since its inception was -31.18%, 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.

Drawdown Indicators

	SWYJX	VISVX	Difference
Max Drawdown Largest peak-to-trough decline	-31.18%	-62.15%	+30.97%
Max Drawdown (1Y) Largest decline over 1 year	-8.83%	-8.87%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	-15.46%	-24.60%	+9.14%
Max Drawdown (5Y) Largest decline over 5 years	-25.69%	-24.60%	-1.09%
Max Drawdown (10Y) Largest decline over 10 years	—	-45.39%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.62%	-9.03%	+4.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	2.50%	-0.53%

Volatility

SWYJX vs. VISVX - Volatility Comparison

The current volatility for Schwab Target 2055 Index Fund (SWYJX) is 3.53%, while Vanguard Small Cap Value Index Fund (VISVX) has a volatility of 4.08%. 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.

Volatility by Period

	SWYJX	VISVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	4.08%	-0.55%
Volatility (6M) Calculated over the trailing 6-month period	9.28%	10.42%	-1.14%
Volatility (1Y) Calculated over the trailing 1-year period	11.66%	15.19%	-3.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.13%	19.77%	-4.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.07%	21.83%	-5.76%

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%.

Dividends

SWYJX vs. VISVX - Dividend Comparison

SWYJX's dividend yield for the trailing twelve months is around 1.73%, more than VISVX's 1.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SWYJX Schwab Target 2055 Index Fund	1.73%	1.95%	1.99%	1.99%	1.93%	1.77%	1.62%	1.96%	2.17%	1.47%	1.25%	0.00%
VISVX Vanguard Small Cap Value Index Fund	1.64%	1.28%	1.86%	1.98%	1.90%	1.63%	1.58%	1.95%	2.20%	1.68%	1.42%	1.85%

Frequently Asked Questions

Can I hold both SWYJX and VISVX in my portfolio?

SWYJX and VISVX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SWYJX or VISVX?

VISVX has higher volatility (4.08%) compared to SWYJX (3.53%). In terms of maximum drawdown, SWYJX dropped -31.18% vs VISVX's -62.15%.

Which has better risk-adjusted returns?

SWYJX currently has the higher Sharpe Ratio (2.44 vs 1.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.