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

Key characteristics


SWYMXVOO
YTD Return17.81%27.26%
1Y Return29.64%37.86%
3Y Return (Ann)5.29%10.35%
5Y Return (Ann)10.47%16.03%
Sharpe Ratio2.783.25
Sortino Ratio3.724.31
Omega Ratio1.571.61
Calmar Ratio2.984.74
Martin Ratio19.2621.63
Ulcer Index1.61%1.85%
Daily Std Dev11.14%12.25%
Max Drawdown-31.80%-33.99%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between SWYMX and VOO is 0.94, 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. VOO - Performance Comparison

In the year-to-date period, SWYMX achieves a 17.81% return, which is significantly lower than VOO's 27.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.85%
15.73%
SWYMX
VOO

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


SWYMX vs. VOO - Expense Ratio Comparison

SWYMX has a 0.04% expense ratio, which is higher than VOO's 0.03% 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%.


SWYMX
Schwab Target 2050 Index Fund
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%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SWYMX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2050 Index Fund (SWYMX) and Vanguard S&P 500 ETF (VOO). 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
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.25, compared to the broader market0.002.004.003.25
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.31, compared to the broader market0.005.0010.004.31
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.74, compared to the broader market0.005.0010.0015.0020.004.74
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.63, compared to the broader market0.0020.0040.0060.0080.00100.0021.63

SWYMX vs. VOO - Sharpe Ratio Comparison

The current SWYMX Sharpe Ratio is 2.78, which is comparable to the VOO Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of SWYMX and VOO, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.78
3.25
SWYMX
VOO

Dividends

SWYMX vs. VOO - Dividend Comparison

SWYMX's dividend yield for the trailing twelve months is around 1.70%, more than VOO's 1.23% 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%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SWYMX vs. VOO - Drawdown Comparison

The maximum SWYMX drawdown since its inception was -31.80%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SWYMX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
SWYMX
VOO

Volatility

SWYMX vs. VOO - Volatility Comparison

The current volatility for Schwab Target 2050 Index Fund (SWYMX) is 3.06%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that SWYMX experiences smaller price fluctuations and is considered to be less risky than VOO 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%
3.92%
SWYMX
VOO