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SWYMX vs. FCQTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYMX vs. FCQTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2050 Index Fund (SWYMX) and American Funds 2065 Target Date Retirement Fund (FCQTX). The values are adjusted to include any dividend payments, if applicable.

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SWYMX vs. FCQTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SWYMX
Schwab Target 2050 Index Fund
-3.72%19.42%14.24%20.92%-17.65%17.80%45.13%
FCQTX
American Funds 2065 Target Date Retirement Fund
-5.95%20.74%15.64%21.56%-19.63%17.34%47.06%

Returns By Period

In the year-to-date period, SWYMX achieves a -3.72% return, which is significantly higher than FCQTX's -5.95% return.


SWYMX

1D
-0.19%
1M
-7.99%
YTD
-3.72%
6M
-1.03%
1Y
15.73%
3Y*
14.23%
5Y*
7.99%
10Y*

FCQTX

1D
-0.42%
1M
-9.36%
YTD
-5.95%
6M
-2.92%
1Y
15.81%
3Y*
14.49%
5Y*
7.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWYMX vs. FCQTX - Expense Ratio Comparison

SWYMX has a 0.04% expense ratio, which is higher than FCQTX's 0.01% 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%.


Return for Risk

SWYMX vs. FCQTX — Risk / Return Rank

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

SWYMX
SWYMX Risk / Return Rank: 6161
Overall Rank
SWYMX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SWYMX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SWYMX Omega Ratio Rank: 6161
Omega Ratio Rank
SWYMX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWYMX Martin Ratio Rank: 6666
Martin Ratio Rank

FCQTX
FCQTX Risk / Return Rank: 5858
Overall Rank
FCQTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FCQTX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FCQTX Omega Ratio Rank: 5555
Omega Ratio Rank
FCQTX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FCQTX Martin Ratio Rank: 6161
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.

SWYMX vs. FCQTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Index Fund (SWYMX) and American Funds 2065 Target Date Retirement Fund (FCQTX). 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.


SWYMXFCQTXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.04

0.00

Sortino ratio

Return per unit of downside risk

1.55

1.56

-0.01

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.31

1.35

-0.03

Martin ratio

Return relative to average drawdown

6.28

5.87

+0.41

SWYMX vs. FCQTX - Sharpe Ratio Comparison

The current SWYMX Sharpe Ratio is 1.05, which is comparable to the FCQTX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of SWYMX and FCQTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWYMXFCQTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.04

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.53

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.94

-0.30

Correlation

The correlation between SWYMX and FCQTX is 0.96, 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

SWYMX vs. FCQTX - Dividend Comparison

SWYMX's dividend yield for the trailing twelve months is around 2.08%, less than FCQTX's 4.96% yield.


TTM2025202420232022202120202019201820172016
SWYMX
Schwab Target 2050 Index Fund
2.08%2.00%2.03%1.99%1.96%1.78%1.65%1.96%2.15%1.43%1.22%
FCQTX
American Funds 2065 Target Date Retirement Fund
4.96%4.67%2.80%1.99%3.96%1.54%0.72%0.00%0.00%0.00%0.00%

Drawdowns

SWYMX vs. FCQTX - Drawdown Comparison

The maximum SWYMX drawdown since its inception was -30.48%, which is greater than FCQTX's maximum drawdown of -27.34%. Use the drawdown chart below to compare losses from any high point for SWYMX and FCQTX.


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Drawdown Indicators


SWYMXFCQTXDifference

Max Drawdown

Largest peak-to-trough decline

-30.48%

-27.34%

-3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-10.21%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-27.34%

+1.97%

Current Drawdown

Current decline from peak

-8.55%

-9.83%

+1.28%

Average Drawdown

Average peak-to-trough decline

-4.57%

-6.02%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.34%

-0.06%

Volatility

SWYMX vs. FCQTX - Volatility Comparison

Schwab Target 2050 Index Fund (SWYMX) and American Funds 2065 Target Date Retirement Fund (FCQTX) have volatilities of 4.72% and 4.62%, 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


SWYMXFCQTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.62%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

9.04%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

15.15%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

14.58%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

15.05%

+0.61%