SWYMX vs. SWNRX

In the year-to-date period, SWYMX achieves a 1.02% return, which is significantly lower than SWNRX's 1.13% return.

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SWYMX has a 0.04% expense ratio, which is higher than SWNRX'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%.

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

The current SWYMX Sharpe Ratio is 0.58, which is higher than the SWNRX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SWYMX and SWNRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWYMX's dividend yield for the trailing twelve months is around 2.01%, more than SWNRX's 1.85% yield.

The maximum SWYMX drawdown since its inception was -31.80%, roughly equal to the maximum SWNRX drawdown of -33.04%. Use the drawdown chart below to compare losses from any high point for SWYMX and SWNRX. For additional features, visit the drawdowns tool.

Schwab Target 2050 Index Fund (SWYMX) has a higher volatility of 5.17% compared to Schwab Target 2050 Fund (SWNRX) at 4.80%. This indicates that SWYMX's price experiences larger fluctuations and is considered to be riskier than SWNRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.