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SWYNX vs. VTTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SWYNXVTTSX
YTD Return18.42%17.22%
1Y Return31.98%29.58%
3Y Return (Ann)5.46%5.00%
5Y Return (Ann)10.82%10.41%
Sharpe Ratio2.662.61
Sortino Ratio3.553.62
Omega Ratio1.541.48
Calmar Ratio2.722.65
Martin Ratio18.5916.94
Ulcer Index1.67%1.70%
Daily Std Dev11.66%11.05%
Max Drawdown-33.36%-31.38%
Current Drawdown-0.15%-0.19%

Correlation

-0.50.00.51.01.0

The correlation between SWYNX and VTTSX 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

SWYNX vs. VTTSX - Performance Comparison

In the year-to-date period, SWYNX achieves a 18.42% return, which is significantly higher than VTTSX's 17.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%105.00%110.00%115.00%120.00%125.00%130.00%135.00%JuneJulyAugustSeptemberOctoberNovember
131.62%
124.49%
SWYNX
VTTSX

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SWYNX vs. VTTSX - Expense Ratio Comparison

SWYNX has a 0.04% expense ratio, which is lower than VTTSX'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%.


VTTSX
Vanguard Target Retirement 2060 Fund
Expense ratio chart for VTTSX: 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 SWYNX: 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

SWYNX vs. VTTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2060 Index Fund (SWYNX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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.


SWYNX
Sharpe ratio
The chart of Sharpe ratio for SWYNX, currently valued at 2.66, compared to the broader market0.002.004.002.66
Sortino ratio
The chart of Sortino ratio for SWYNX, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for SWYNX, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for SWYNX, currently valued at 2.72, compared to the broader market0.005.0010.0015.0020.002.72
Martin ratio
The chart of Martin ratio for SWYNX, currently valued at 18.59, compared to the broader market0.0020.0040.0060.0080.00100.0018.59
VTTSX
Sharpe ratio
The chart of Sharpe ratio for VTTSX, currently valued at 2.61, compared to the broader market0.002.004.002.61
Sortino ratio
The chart of Sortino ratio for VTTSX, currently valued at 3.62, compared to the broader market0.005.0010.003.62
Omega ratio
The chart of Omega ratio for VTTSX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for VTTSX, currently valued at 2.65, compared to the broader market0.005.0010.0015.0020.002.65
Martin ratio
The chart of Martin ratio for VTTSX, currently valued at 16.94, compared to the broader market0.0020.0040.0060.0080.00100.0016.94

SWYNX vs. VTTSX - Sharpe Ratio Comparison

The current SWYNX Sharpe Ratio is 2.66, which is comparable to the VTTSX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of SWYNX and VTTSX, 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
2.66
2.61
SWYNX
VTTSX

Dividends

SWYNX vs. VTTSX - Dividend Comparison

SWYNX's dividend yield for the trailing twelve months is around 1.70%, less than VTTSX's 1.82% yield.


TTM20232022202120202019201820172016201520142013
SWYNX
Schwab Target 2060 Index Fund
1.70%2.01%1.95%1.74%1.62%1.99%2.16%1.44%1.23%0.00%0.00%0.00%
VTTSX
Vanguard Target Retirement 2060 Fund
1.82%2.14%2.09%1.95%1.57%2.11%2.30%1.77%1.98%1.85%1.65%1.37%

Drawdowns

SWYNX vs. VTTSX - Drawdown Comparison

The maximum SWYNX drawdown since its inception was -33.36%, which is greater than VTTSX's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for SWYNX and VTTSX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.15%
-0.19%
SWYNX
VTTSX

Volatility

SWYNX vs. VTTSX - Volatility Comparison

Schwab Target 2060 Index Fund (SWYNX) has a higher volatility of 3.24% compared to Vanguard Target Retirement 2060 Fund (VTTSX) at 2.92%. This indicates that SWYNX's price experiences larger fluctuations and is considered to be riskier than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.24%
2.92%
SWYNX
VTTSX