SWYMX vs. URFFX
SWYMX (Schwab Target 2050 Index Fund) and URFFX (USAA Target Retirement 2050 Fund) are both Target Retirement Date funds. Over the past 5 years, SWYMX returned 9.93%/yr vs 9.58%/yr for URFFX. With a 0.97 correlation, they move nearly in lockstep. SWYMX charges 0.04%/yr vs 0.58%/yr for URFFX.
Performance
SWYMX vs. URFFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SWYMX achieves a 11.71% return, which is significantly lower than URFFX's 12.66% return.
SWYMX
- 1D
- -0.04%
- 1M
- 1.59%
- YTD
- 11.71%
- 6M
- 11.02%
- 1Y
- 25.64%
- 3Y*
- 18.80%
- 5Y*
- 9.93%
- 10Y*
- —
URFFX
- 1D
- 0.17%
- 1M
- 2.49%
- YTD
- 12.66%
- 6M
- 11.86%
- 1Y
- 25.90%
- 3Y*
- 18.04%
- 5Y*
- 9.58%
- 10Y*
- 10.76%
SWYMX vs. URFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWYMX Schwab Target 2050 Index Fund | 11.71% | 19.42% | 14.24% | 20.92% | -17.65% | 17.80% | 14.66% | 25.34% | -7.58% | 20.48% |
URFFX USAA Target Retirement 2050 Fund | 12.66% | 19.35% | 11.86% | 18.12% | -15.66% | 17.70% | 10.52% | 20.16% | -9.01% | 19.40% |
Correlation
The correlation between SWYMX and URFFX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2016 | 0.97 |
The correlation between SWYMX and URFFX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SWYMX vs. URFFX — Risk / Return Rank
SWYMX
URFFX
SWYMX vs. URFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Index Fund (SWYMX) and USAA Target Retirement 2050 Fund (URFFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWYMX | URFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 3.40 | -0.26 |
| Martin ratioReturn relative to average drawdown | 13.72 | 14.62 | -0.90 |
Loading charts...
Drawdowns
SWYMX vs. URFFX - Drawdown Comparison
The maximum SWYMX drawdown since its inception was -30.48%, smaller than the maximum URFFX drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for SWYMX and URFFX.
Loading charts...
Drawdown Indicators
| SWYMX | URFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.48% | -44.25% | +13.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -7.89% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -14.14% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -23.76% | -1.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.97% | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.40% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -5.91% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.83% | +0.12% |
Volatility
SWYMX vs. URFFX - Volatility Comparison
Schwab Target 2050 Index Fund (SWYMX) and USAA Target Retirement 2050 Fund (URFFX) have volatilities of 4.50% and 4.58%, 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.
Loading charts...
Volatility by Period
| SWYMX | URFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 4.58% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 9.57% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 11.65% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.82% | 13.97% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.64% | 14.40% | +1.24% |
SWYMX vs. URFFX - Expense Ratio Comparison
SWYMX has a 0.04% expense ratio, which is lower than URFFX's 0.58% expense ratio.
Dividends
SWYMX vs. URFFX - Dividend Comparison
SWYMX's dividend yield for the trailing twelve months is around 1.79%, less than URFFX's 5.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWYMX Schwab Target 2050 Index Fund | 1.79% | 2.00% | 2.03% | 1.99% | 1.96% | 1.78% | 1.65% | 1.96% | 2.15% | 1.43% | 1.22% | 0.00% |
URFFX USAA Target Retirement 2050 Fund | 5.74% | 6.46% | 2.61% | 3.39% | 11.40% | 8.13% | 6.25% | 11.76% | 10.21% | 5.55% | 3.91% | 2.57% |
Frequently Asked Questions
With a correlation of 0.98, SWYMX and URFFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
URFFX has higher volatility (4.58%) compared to SWYMX (4.50%). In terms of maximum drawdown, SWYMX dropped -30.48% vs URFFX's -44.25%.
URFFX currently has the higher Sharpe Ratio (2.30 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SWYMX and URFFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer