SWYMX vs. SWLGX
Compare and contrast key facts about Schwab Target 2050 Index Fund (SWYMX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SWYMX is managed by Charles Schwab. It was launched on Aug 24, 2016. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
SWYMX vs. SWLGX - Performance Comparison
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SWYMX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWYMX Schwab Target 2050 Index Fund | -3.72% | 19.42% | 14.24% | 20.92% | -17.65% | 17.80% | 14.66% | 25.34% | -7.58% | 0.42% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, SWYMX achieves a -3.72% return, which is significantly higher than SWLGX's -13.06% return.
SWYMX
- 1D
- -0.19%
- 1M
- -7.99%
- YTD
- -3.72%
- 6M
- -1.03%
- 1Y
- 15.73%
- 3Y*
- 14.23%
- 5Y*
- 7.99%
- 10Y*
- —
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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SWYMX vs. SWLGX - Expense Ratio Comparison
SWYMX has a 0.04% expense ratio, which is higher than SWLGX's 0.04% 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. SWLGX — Risk / Return Rank
SWYMX
SWLGX
SWYMX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Index Fund (SWYMX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
| SWYMX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.66 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.10 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.72 | +0.60 |
Martin ratioReturn relative to average drawdown | 6.28 | 2.51 | +3.77 |
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
| SWYMX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.66 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.56 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.68 | -0.03 |
Correlation
The correlation between SWYMX and SWLGX is 0.88, 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. SWLGX - Dividend Comparison
SWYMX's dividend yield for the trailing twelve months is around 2.08%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% |
Drawdowns
SWYMX vs. SWLGX - Drawdown Comparison
The maximum SWYMX drawdown since its inception was -30.48%, smaller than the maximum SWLGX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SWYMX and SWLGX.
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Drawdown Indicators
| SWYMX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -32.69% | +2.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -16.16% | +5.27% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -32.69% | +7.32% |
Current DrawdownCurrent decline from peak | -8.55% | -16.16% | +7.61% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -7.13% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 4.62% | -2.34% |
Volatility
SWYMX vs. SWLGX - Volatility Comparison
The current volatility for Schwab Target 2050 Index Fund (SWYMX) is 4.72%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that SWYMX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWYMX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 5.38% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 11.82% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 22.31% | -7.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.63% | 21.47% | -6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 22.78% | -7.12% |