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SWYMX vs. VFIFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SWYMXVFIFX
YTD Return17.81%17.32%
1Y Return29.64%28.43%
3Y Return (Ann)5.29%5.06%
5Y Return (Ann)10.47%10.50%
Sharpe Ratio2.782.63
Sortino Ratio3.723.71
Omega Ratio1.571.50
Calmar Ratio2.982.96
Martin Ratio19.2617.37
Ulcer Index1.61%1.71%
Daily Std Dev11.14%11.27%
Max Drawdown-31.80%-51.68%
Current Drawdown0.00%-0.10%

Correlation

-0.50.00.51.01.0

The correlation between SWYMX and VFIFX is 0.97, 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.

Performance

SWYMX vs. VFIFX - Performance Comparison

The year-to-date returns for both stocks are quite close, with SWYMX having a 17.81% return and VFIFX slightly lower at 17.32%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.85%
9.96%
SWYMX
VFIFX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWYMX vs. VFIFX - Expense Ratio Comparison

SWYMX has a 0.04% expense ratio, which is lower than VFIFX's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VFIFX
Vanguard Target Retirement 2050 Fund
Expense ratio chart for VFIFX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for SWYMX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SWYMX vs. VFIFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Index Fund (SWYMX) and Vanguard Target Retirement 2050 Fund (VFIFX). 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
Sharpe ratio
The chart of Sharpe ratio for SWYMX, currently valued at 2.78, compared to the broader market0.002.004.002.78
Sortino ratio
The chart of Sortino ratio for SWYMX, currently valued at 3.72, compared to the broader market0.005.0010.003.72
Omega ratio
The chart of Omega ratio for SWYMX, currently valued at 1.57, compared to the broader market1.002.003.004.001.57
Calmar ratio
The chart of Calmar ratio for SWYMX, currently valued at 2.98, compared to the broader market0.005.0010.0015.0020.002.98
Martin ratio
The chart of Martin ratio for SWYMX, currently valued at 19.26, compared to the broader market0.0020.0040.0060.0080.00100.0019.26
VFIFX
Sharpe ratio
The chart of Sharpe ratio for VFIFX, currently valued at 2.63, compared to the broader market0.002.004.002.63
Sortino ratio
The chart of Sortino ratio for VFIFX, currently valued at 3.71, compared to the broader market0.005.0010.003.71
Omega ratio
The chart of Omega ratio for VFIFX, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for VFIFX, currently valued at 2.96, compared to the broader market0.005.0010.0015.0020.002.96
Martin ratio
The chart of Martin ratio for VFIFX, currently valued at 17.37, compared to the broader market0.0020.0040.0060.0080.00100.0017.37

SWYMX vs. VFIFX - Sharpe Ratio Comparison

The current SWYMX Sharpe Ratio is 2.78, which is comparable to the VFIFX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of SWYMX and VFIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.78
2.63
SWYMX
VFIFX

Dividends

SWYMX vs. VFIFX - Dividend Comparison

SWYMX's dividend yield for the trailing twelve months is around 1.70%, less than VFIFX's 1.88% yield.


TTM20232022202120202019201820172016201520142013
SWYMX
Schwab Target 2050 Index Fund
1.70%2.00%1.96%1.74%1.61%1.96%2.15%1.43%1.22%0.00%0.00%0.00%
VFIFX
Vanguard Target Retirement 2050 Fund
1.88%2.21%2.13%2.19%1.63%2.20%2.43%1.89%1.93%2.05%2.01%1.84%

Drawdowns

SWYMX vs. VFIFX - Drawdown Comparison

The maximum SWYMX drawdown since its inception was -31.80%, smaller than the maximum VFIFX drawdown of -51.68%. Use the drawdown chart below to compare losses from any high point for SWYMX and VFIFX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.10%
SWYMX
VFIFX

Volatility

SWYMX vs. VFIFX - Volatility Comparison

Schwab Target 2050 Index Fund (SWYMX) has a higher volatility of 3.06% compared to Vanguard Target Retirement 2050 Fund (VFIFX) at 2.91%. This indicates that SWYMX's price experiences larger fluctuations and is considered to be riskier than VFIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.06%
2.91%
SWYMX
VFIFX