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SWYLX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWYLX and FXAIX is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SWYLX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2020 Index Fund (SWYLX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
59.03%
200.10%
SWYLX
FXAIX

Key characteristics

Sharpe Ratio

SWYLX:

1.04

FXAIX:

0.74

Sortino Ratio

SWYLX:

1.50

FXAIX:

1.14

Omega Ratio

SWYLX:

1.21

FXAIX:

1.17

Calmar Ratio

SWYLX:

1.06

FXAIX:

0.77

Martin Ratio

SWYLX:

3.89

FXAIX:

3.06

Ulcer Index

SWYLX:

2.22%

FXAIX:

4.72%

Daily Std Dev

SWYLX:

8.32%

FXAIX:

19.51%

Max Drawdown

SWYLX:

-19.31%

FXAIX:

-33.79%

Current Drawdown

SWYLX:

-2.47%

FXAIX:

-7.24%

Returns By Period

In the year-to-date period, SWYLX achieves a 1.68% return, which is significantly higher than FXAIX's -2.95% return.


SWYLX

YTD

1.68%

1M

0.23%

6M

0.68%

1Y

7.70%

5Y*

5.47%

10Y*

N/A

FXAIX

YTD

-2.95%

1M

0.02%

6M

-0.11%

1Y

13.78%

5Y*

16.78%

10Y*

12.36%

*Annualized

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SWYLX vs. FXAIX - Expense Ratio Comparison

SWYLX has a 0.04% expense ratio, which is higher than FXAIX's 0.02% 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%.


Expense ratio chart for SWYLX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWYLX: 0.04%
Expense ratio chart for FXAIX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXAIX: 0.02%

Risk-Adjusted Performance

SWYLX vs. FXAIX — Risk-Adjusted Performance Rank

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

SWYLX
The Risk-Adjusted Performance Rank of SWYLX is 7878
Overall Rank
The Sharpe Ratio Rank of SWYLX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of SWYLX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SWYLX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SWYLX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SWYLX is 7777
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7272
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWYLX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2020 Index Fund (SWYLX) and Fidelity 500 Index Fund (FXAIX). 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.


The chart of Sharpe ratio for SWYLX, currently valued at 1.04, compared to the broader market-2.00-1.000.001.002.003.00
SWYLX: 1.04
FXAIX: 0.74
The chart of Sortino ratio for SWYLX, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.00
SWYLX: 1.50
FXAIX: 1.14
The chart of Omega ratio for SWYLX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.00
SWYLX: 1.21
FXAIX: 1.17
The chart of Calmar ratio for SWYLX, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.00
SWYLX: 1.06
FXAIX: 0.77
The chart of Martin ratio for SWYLX, currently valued at 3.89, compared to the broader market0.0010.0020.0030.0040.00
SWYLX: 3.89
FXAIX: 3.06

The current SWYLX Sharpe Ratio is 1.04, which is higher than the FXAIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SWYLX and FXAIX, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.04
0.74
SWYLX
FXAIX

Dividends

SWYLX vs. FXAIX - Dividend Comparison

SWYLX's dividend yield for the trailing twelve months is around 3.40%, more than FXAIX's 1.31% yield.


TTM20242023202220212020201920182017201620152014
SWYLX
Schwab Target 2020 Index Fund
3.40%3.46%2.62%2.18%1.90%1.63%2.08%2.24%1.21%0.67%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.31%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

SWYLX vs. FXAIX - Drawdown Comparison

The maximum SWYLX drawdown since its inception was -19.31%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for SWYLX and FXAIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.47%
-7.24%
SWYLX
FXAIX

Volatility

SWYLX vs. FXAIX - Volatility Comparison

The current volatility for Schwab Target 2020 Index Fund (SWYLX) is 5.56%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 14.31%. This indicates that SWYLX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.56%
14.31%
SWYLX
FXAIX