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

Correlation

The correlation between SWYLX and SWYGX is 0.95, 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.


Performance

SWYLX vs. SWYGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2020 Index Fund (SWYLX) and Schwab Target 2040 Index Fund (SWYGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

SWYLX:

1.51%

SWYGX:

4.77%

Max Drawdown

SWYLX:

-0.15%

SWYGX:

-0.40%

Current Drawdown

SWYLX:

-0.08%

SWYGX:

-0.06%

Returns By Period


SWYLX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SWYGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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SWYLX vs. SWYGX - Expense Ratio Comparison

Both SWYLX and SWYGX 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%.


Risk-Adjusted Performance

SWYLX vs. SWYGX — 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 7373
Overall Rank
The Sharpe Ratio Rank of SWYLX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SWYLX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SWYLX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SWYLX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SWYLX is 7272
Martin Ratio Rank

SWYGX
The Risk-Adjusted Performance Rank of SWYGX is 7272
Overall Rank
The Sharpe Ratio Rank of SWYGX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SWYGX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SWYGX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SWYGX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SWYGX is 7777
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. SWYGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2020 Index Fund (SWYLX) and Schwab Target 2040 Index Fund (SWYGX). 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.



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Dividends

SWYLX vs. SWYGX - Dividend Comparison

Neither SWYLX nor SWYGX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SWYLX vs. SWYGX - Drawdown Comparison

The maximum SWYLX drawdown since its inception was -0.15%, smaller than the maximum SWYGX drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for SWYLX and SWYGX. For additional features, visit the drawdowns tool.


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Volatility

SWYLX vs. SWYGX - Volatility Comparison


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