SWYLX vs. SWYDX
Compare and contrast key facts about Schwab Target 2020 Index Fund (SWYLX) and Schwab Target 2025 Index Fund (SWYDX).
SWYLX is managed by Charles Schwab. It was launched on Aug 24, 2016. SWYDX is managed by Charles Schwab. It was launched on Aug 24, 2016.
Performance
SWYLX vs. SWYDX - Performance Comparison
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SWYLX vs. SWYDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWYLX Schwab Target 2020 Index Fund | -1.95% | 12.23% | 8.03% | 13.15% | -13.79% | 8.06% | 11.04% | 16.21% | -3.08% | 12.11% |
SWYDX Schwab Target 2025 Index Fund | -2.02% | 12.60% | 8.62% | 14.47% | -14.78% | 10.24% | 12.37% | 18.89% | -6.38% | 14.53% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SWYLX having a -1.95% return and SWYDX slightly lower at -2.02%.
SWYLX
- 1D
- 0.15%
- 1M
- -4.49%
- YTD
- -1.95%
- 6M
- -0.26%
- 1Y
- 9.04%
- 3Y*
- 8.68%
- 5Y*
- 4.46%
- 10Y*
- —
SWYDX
- 1D
- 0.13%
- 1M
- -4.69%
- YTD
- -2.02%
- 6M
- -0.30%
- 1Y
- 9.34%
- 3Y*
- 9.24%
- 5Y*
- 4.85%
- 10Y*
- —
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SWYLX vs. SWYDX - Expense Ratio Comparison
Both SWYLX and SWYDX 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%.
Return for Risk
SWYLX vs. SWYDX — Risk / Return Rank
SWYLX
SWYDX
SWYLX vs. SWYDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2020 Index Fund (SWYLX) and Schwab Target 2025 Index Fund (SWYDX). 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.
| SWYLX | SWYDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.19 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.72 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.56 | +0.03 |
Martin ratioReturn relative to average drawdown | 7.19 | 7.07 | +0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWYLX | SWYDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.19 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.53 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.68 | +0.06 |
Correlation
The correlation between SWYLX and SWYDX is 0.98, 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
SWYLX vs. SWYDX - Dividend Comparison
SWYLX's dividend yield for the trailing twelve months is around 5.82%, more than SWYDX's 5.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SWYLX Schwab Target 2020 Index Fund | 5.82% | 5.70% | 4.82% | 2.61% | 2.48% | 2.44% | 1.77% | 2.12% | 2.29% | 1.21% | 0.67% |
SWYDX Schwab Target 2025 Index Fund | 5.48% | 5.37% | 3.41% | 2.58% | 2.32% | 1.92% | 1.79% | 1.91% | 0.00% | 1.33% | 0.79% |
Drawdowns
SWYLX vs. SWYDX - Drawdown Comparison
The maximum SWYLX drawdown since its inception was -20.63%, roughly equal to the maximum SWYDX drawdown of -20.49%. Use the drawdown chart below to compare losses from any high point for SWYLX and SWYDX.
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Drawdown Indicators
| SWYLX | SWYDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.63% | -20.49% | -0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -5.58% | -5.83% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -20.43% | -0.20% |
Current DrawdownCurrent decline from peak | -4.56% | -4.81% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -3.53% | -3.48% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.29% | -0.05% |
Volatility
SWYLX vs. SWYDX - Volatility Comparison
Schwab Target 2020 Index Fund (SWYLX) and Schwab Target 2025 Index Fund (SWYDX) have volatilities of 2.64% and 2.69%, 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
| SWYLX | SWYDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.69% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 4.29% | 4.43% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.70% | 8.02% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.39% | 9.16% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.27% | 9.85% | -1.58% |