VOO vs. SWYMX
Compare and contrast key facts about Vanguard S&P 500 ETF (VOO) and Schwab Target 2050 Index Fund (SWYMX).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. SWYMX is managed by Schwab Funds. It was launched on Aug 24, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOO or SWYMX.
Performance
VOO vs. SWYMX - Performance Comparison
Returns By Period
In the year-to-date period, VOO achieves a 25.52% return, which is significantly higher than SWYMX's 15.94% return.
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
SWYMX
15.94%
-0.36%
7.87%
23.55%
10.04%
N/A
Key characteristics
| VOO | SWYMX | |
|---|---|---|
| Sharpe Ratio | 2.62 | 2.12 |
| Sortino Ratio | 3.50 | 2.85 |
| Omega Ratio | 1.49 | 1.43 |
| Calmar Ratio | 3.78 | 3.11 |
| Martin Ratio | 17.12 | 14.20 |
| Ulcer Index | 1.86% | 1.63% |
| Daily Std Dev | 12.19% | 10.89% |
| Max Drawdown | -33.99% | -31.80% |
| Current Drawdown | -1.36% | -1.59% |
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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%.
Correlation
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.
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.
Dividends
VOO vs. SWYMX - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.25%, less than SWYMX's 1.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.25% | 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 | 1.72% | 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.
Volatility
VOO vs. SWYMX - Volatility Comparison
Vanguard S&P 500 ETF (VOO) has a higher volatility of 4.10% compared to Schwab Target 2050 Index Fund (SWYMX) at 2.78%. 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.