PortfoliosLab logoPortfoliosLab logo
SWYLX vs. SWYGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

SWYLX vs. SWYGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SWYGX
Schwab Target 2040 Index Fund
-3.28%17.57%12.83%19.45%-16.94%15.68%14.19%23.63%-6.62%19.12%

Returns By Period

In the year-to-date period, SWYLX achieves a -1.95% return, which is significantly higher than SWYGX's -3.28% return.


SWYLX

1D
0.15%
1M
-4.49%
YTD
-1.95%
6M
-0.26%
1Y
9.04%
3Y*
8.68%
5Y*
4.46%
10Y*

SWYGX

1D
-0.10%
1M
-7.11%
YTD
-3.28%
6M
-0.84%
1Y
14.04%
3Y*
12.98%
5Y*
7.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


Return for Risk

SWYLX vs. SWYGX — Risk / Return Rank

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

SWYLX
SWYLX Risk / Return Rank: 7171
Overall Rank
SWYLX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SWYLX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SWYLX Omega Ratio Rank: 6969
Omega Ratio Rank
SWYLX Calmar Ratio Rank: 7070
Calmar Ratio Rank
SWYLX Martin Ratio Rank: 7575
Martin Ratio Rank

SWYGX
SWYGX Risk / Return Rank: 6363
Overall Rank
SWYGX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SWYGX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SWYGX Omega Ratio Rank: 6363
Omega Ratio Rank
SWYGX Calmar Ratio Rank: 5959
Calmar Ratio Rank
SWYGX Martin Ratio Rank: 6969
Martin Ratio Rank
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.

SWYLX vs. SWYGX - Risk-Adjusted Trends 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.


SWYLXSWYGXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.08

+0.14

Sortino ratio

Return per unit of downside risk

1.74

1.58

+0.16

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.02

Calmar ratio

Return relative to maximum drawdown

1.59

1.36

+0.23

Martin ratio

Return relative to average drawdown

7.19

6.48

+0.71

SWYLX vs. SWYGX - Sharpe Ratio Comparison

The current SWYLX Sharpe Ratio is 1.21, which is comparable to the SWYGX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SWYLX and SWYGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SWYLXSWYGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.08

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.55

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.67

+0.07

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.


Dividends

SWYLX vs. SWYGX - Dividend Comparison

SWYLX's dividend yield for the trailing twelve months is around 5.82%, more than SWYGX's 2.31% yield.


TTM2025202420232022202120202019201820172016
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%
SWYGX
Schwab Target 2040 Index Fund
2.31%2.23%2.28%2.06%2.03%1.80%1.72%1.95%2.21%1.44%1.13%

Drawdowns

SWYLX vs. SWYGX - Drawdown Comparison

The maximum SWYLX drawdown since its inception was -20.63%, smaller than the maximum SWYGX drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for SWYLX and SWYGX.


Loading graphics...

Drawdown Indicators


SWYLXSWYGXDifference

Max Drawdown

Largest peak-to-trough decline

-20.63%

-27.62%

+6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-5.58%

-9.55%

+3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-24.07%

+3.44%

Current Drawdown

Current decline from peak

-4.56%

-7.50%

+2.94%

Average Drawdown

Average peak-to-trough decline

-3.53%

-4.23%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

2.00%

-0.76%

Volatility

SWYLX vs. SWYGX - Volatility Comparison

The current volatility for Schwab Target 2020 Index Fund (SWYLX) is 2.64%, while Schwab Target 2040 Index Fund (SWYGX) has a volatility of 4.13%. This indicates that SWYLX experiences smaller price fluctuations and is considered to be less risky than SWYGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SWYLXSWYGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

4.13%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.29%

7.27%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.70%

13.25%

-5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.39%

13.10%

-4.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.27%

14.05%

-5.78%