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SWYMX vs. SWMRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYMX vs. SWMRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2050 Index Fund (SWYMX) and Schwab Target 2045 Fund (SWMRX). The values are adjusted to include any dividend payments, if applicable.

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SWYMX vs. SWMRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWYMX
Schwab Target 2050 Index Fund
-3.72%19.42%14.24%20.92%-17.65%17.80%14.66%25.34%-7.58%20.48%
SWMRX
Schwab Target 2045 Fund
-3.79%18.84%13.37%20.10%-19.24%16.85%14.95%23.95%-9.82%21.39%

Returns By Period

The year-to-date returns for both stocks are quite close, with SWYMX having a -3.72% return and SWMRX slightly lower at -3.79%.


SWYMX

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

SWMRX

1D
-0.22%
1M
-8.20%
YTD
-3.79%
6M
-1.16%
1Y
15.04%
3Y*
13.38%
5Y*
7.05%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWYMX vs. SWMRX - Expense Ratio Comparison

SWYMX has a 0.04% expense ratio, which is higher than SWMRX's 0.00% 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. SWMRX — 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

SWMRX
SWMRX Risk / Return Rank: 6060
Overall Rank
SWMRX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SWMRX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SWMRX Omega Ratio Rank: 6060
Omega Ratio Rank
SWMRX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWMRX Martin Ratio Rank: 6464
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. SWMRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Index Fund (SWYMX) and Schwab Target 2045 Fund (SWMRX). 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.


SWYMXSWMRXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.06

-0.02

Sortino ratio

Return per unit of downside risk

1.55

1.55

0.00

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.31

1.33

-0.02

Martin ratio

Return relative to average drawdown

6.28

6.07

+0.21

SWYMX vs. SWMRX - Sharpe Ratio Comparison

The current SWYMX Sharpe Ratio is 1.05, which is comparable to the SWMRX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SWYMX and SWMRX, 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


SWYMXSWMRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.06

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.46

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.62

+0.02

Correlation

The correlation between SWYMX and SWMRX 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

SWYMX vs. SWMRX - Dividend Comparison

SWYMX's dividend yield for the trailing twelve months is around 2.08%, less than SWMRX's 5.38% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
SWMRX
Schwab Target 2045 Fund
5.38%5.18%3.14%2.98%7.88%5.18%2.45%5.46%6.63%2.79%5.28%5.76%

Drawdowns

SWYMX vs. SWMRX - Drawdown Comparison

The maximum SWYMX drawdown since its inception was -30.48%, roughly equal to the maximum SWMRX drawdown of -30.41%. Use the drawdown chart below to compare losses from any high point for SWYMX and SWMRX.


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Drawdown Indicators


SWYMXSWMRXDifference

Max Drawdown

Largest peak-to-trough decline

-30.48%

-30.41%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-10.17%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-30.12%

+4.75%

Max Drawdown (10Y)

Largest decline over 10 years

-30.41%

Current Drawdown

Current decline from peak

-8.55%

-8.62%

+0.07%

Average Drawdown

Average peak-to-trough decline

-4.57%

-5.23%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.23%

+0.05%

Volatility

SWYMX vs. SWMRX - Volatility Comparison

Schwab Target 2050 Index Fund (SWYMX) and Schwab Target 2045 Fund (SWMRX) have volatilities of 4.72% and 4.53%, 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


SWYMXSWMRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.53%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

8.17%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

14.24%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

15.34%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

15.46%

+0.20%