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SWYNX vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYNX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2060 Index Fund (SWYNX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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SWYNX vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWYNX
Schwab Target 2060 Index Fund
-3.91%20.19%14.71%23.96%-17.93%18.84%14.88%26.10%-9.98%20.36%
SCHG
Schwab U.S. Large-Cap Growth ETF
-10.59%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%27.05%

Returns By Period

In the year-to-date period, SWYNX achieves a -3.91% return, which is significantly higher than SCHG's -10.59% return.


SWYNX

1D
-0.28%
1M
-8.40%
YTD
-3.91%
6M
-1.11%
1Y
16.40%
3Y*
15.46%
5Y*
8.73%
10Y*

SCHG

1D
3.67%
1M
-5.12%
YTD
-10.59%
6M
-8.51%
1Y
16.81%
3Y*
21.91%
5Y*
12.55%
10Y*
16.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWYNX vs. SCHG - Expense Ratio Comparison

Both SWYNX and SCHG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SWYNX vs. SCHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWYNX
SWYNX Risk / Return Rank: 6060
Overall Rank
SWYNX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SWYNX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SWYNX Omega Ratio Rank: 6161
Omega Ratio Rank
SWYNX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SWYNX Martin Ratio Rank: 6666
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4646
Overall Rank
SCHG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 5050
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4949
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCHG Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWYNX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2060 Index Fund (SWYNX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


SWYNXSCHGDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.75

+0.29

Sortino ratio

Return per unit of downside risk

1.54

1.23

+0.31

Omega ratio

Gain probability vs. loss probability

1.23

1.17

+0.05

Calmar ratio

Return relative to maximum drawdown

1.30

1.03

+0.27

Martin ratio

Return relative to average drawdown

6.20

3.54

+2.66

SWYNX vs. SCHG - Sharpe Ratio Comparison

The current SWYNX Sharpe Ratio is 1.04, which is higher than the SCHG Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of SWYNX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWYNXSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.75

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.57

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.79

-0.16

Correlation

The correlation between SWYNX and SCHG is 0.86, 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.


Dividends

SWYNX vs. SCHG - Dividend Comparison

SWYNX's dividend yield for the trailing twelve months is around 2.00%, more than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
SWYNX
Schwab Target 2060 Index Fund
2.00%1.92%1.97%4.00%1.96%1.77%1.66%1.99%0.00%1.45%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

SWYNX vs. SCHG - Drawdown Comparison

The maximum SWYNX drawdown since its inception was -31.91%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SWYNX and SCHG.


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Drawdown Indicators


SWYNXSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-31.91%

-34.59%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-16.41%

+4.98%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-34.59%

+8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-9.01%

-13.34%

+4.33%

Average Drawdown

Average peak-to-trough decline

-4.96%

-5.22%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

4.78%

-2.39%

Volatility

SWYNX vs. SCHG - Volatility Comparison

The current volatility for Schwab Target 2060 Index Fund (SWYNX) is 4.97%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.67%. This indicates that SWYNX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWYNXSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

6.67%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

12.51%

-3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

22.43%

-6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

22.32%

-7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

21.51%

-4.88%