SWYLX vs. SWAGX

In the year-to-date period, SWYLX achieves a 2.83% return, which is significantly higher than SWAGX's 1.91% return.

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Both SWYLX and SWAGX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2020 Index Fund (SWYLX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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 current SWYLX Sharpe Ratio is 0.92, which is comparable to the SWAGX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SWYLX and SWAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWYLX's dividend yield for the trailing twelve months is around 4.69%, more than SWAGX's 3.97% yield.

The maximum SWYLX drawdown since its inception was -19.31%, roughly equal to the maximum SWAGX drawdown of -18.77%. Use the drawdown chart below to compare losses from any high point for SWYLX and SWAGX.

Schwab Target 2020 Index Fund (SWYLX) has a higher volatility of 1.91% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.47%. This indicates that SWYLX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.