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SWYMX vs. SWYGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYMX vs. SWYGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2050 Index Fund (SWYMX) and Schwab Target 2040 Index Fund (SWYGX). The values are adjusted to include any dividend payments, if applicable.

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SWYMX vs. SWYGX - 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%
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, SWYMX achieves a -3.72% return, which is significantly lower than SWYGX's -3.28% return.


SWYMX

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

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SWYMX vs. SWYGX - Expense Ratio Comparison

Both SWYMX 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

SWYMX vs. SWYGX — 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

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.

SWYMX vs. SWYGX - Risk-Adjusted Trends Comparison

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


SWYMXSWYGXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.08

-0.03

Sortino ratio

Return per unit of downside risk

1.55

1.58

-0.04

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.31

1.36

-0.04

Martin ratio

Return relative to average drawdown

6.28

6.48

-0.20

SWYMX vs. SWYGX - Sharpe Ratio Comparison

The current SWYMX Sharpe Ratio is 1.05, which is comparable to the SWYGX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SWYMX 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.


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Sharpe Ratios by Period


SWYMXSWYGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.08

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.55

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.67

-0.02

Correlation

The correlation between SWYMX and SWYGX is 1.00, 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. SWYGX - Dividend Comparison

SWYMX's dividend yield for the trailing twelve months is around 2.08%, less than SWYGX's 2.31% 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%
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

SWYMX vs. SWYGX - Drawdown Comparison

The maximum SWYMX drawdown since its inception was -30.48%, which is greater than SWYGX's maximum drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for SWYMX and SWYGX.


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Drawdown Indicators


SWYMXSWYGXDifference

Max Drawdown

Largest peak-to-trough decline

-30.48%

-27.62%

-2.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-9.55%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-24.07%

-1.30%

Current Drawdown

Current decline from peak

-8.55%

-7.50%

-1.05%

Average Drawdown

Average peak-to-trough decline

-4.57%

-4.23%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.00%

+0.28%

Volatility

SWYMX vs. SWYGX - Volatility Comparison

Schwab Target 2050 Index Fund (SWYMX) has a higher volatility of 4.72% compared to Schwab Target 2040 Index Fund (SWYGX) at 4.13%. This indicates that SWYMX's price experiences larger fluctuations and is considered to be riskier than SWYGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWYMXSWYGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.13%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

7.27%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

13.25%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

13.10%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

14.05%

+1.61%