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

Key characteristics


VOOSWYMX
YTD Return27.26%17.81%
1Y Return37.86%29.64%
3Y Return (Ann)10.35%5.29%
5Y Return (Ann)16.03%10.47%
Sharpe Ratio3.252.78
Sortino Ratio4.313.72
Omega Ratio1.611.57
Calmar Ratio4.742.98
Martin Ratio21.6319.26
Ulcer Index1.85%1.61%
Daily Std Dev12.25%11.14%
Max Drawdown-33.99%-31.80%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between VOO and SWYMX 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

VOO vs. SWYMX - Performance Comparison

In the year-to-date period, VOO achieves a 27.26% return, which is significantly higher than SWYMX's 17.81% 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
15.73%
10.85%
VOO
SWYMX

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VOO vs. SWYMX - Expense Ratio Comparison

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


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

VOO vs. SWYMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Schwab Target 2050 Index Fund (SWYMX). 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.


VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.25, compared to the broader market-2.000.002.004.006.003.25
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 market1.001.502.002.503.001.61
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.74, compared to the broader market0.005.0010.0015.004.74
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
Sharpe ratio
The chart of Sharpe ratio for SWYMX, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
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 market1.001.502.002.503.001.57
Calmar ratio
The chart of Calmar ratio for SWYMX, currently valued at 2.98, compared to the broader market0.005.0010.0015.002.98
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 vs. SWYMX - Sharpe Ratio Comparison

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

Dividends

VOO vs. SWYMX - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.23%, less than SWYMX's 1.70% yield.


TTM20232022202120202019201820172016201520142013
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%
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%

Drawdowns

VOO vs. SWYMX - Drawdown Comparison

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


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

Volatility

VOO vs. SWYMX - Volatility Comparison

Vanguard S&P 500 ETF (VOO) has a higher volatility of 3.92% compared to Schwab Target 2050 Index Fund (SWYMX) at 3.06%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier than SWYMX 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
3.92%
3.06%
VOO
SWYMX