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SWYOX vs. SWPPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWYOX and SWPPX is 0.90, 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.


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Performance

SWYOX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2065 Index Fund (SWYOX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.59%
7.18%
SWYOX
SWPPX

Key characteristics

Sharpe Ratio

SWYOX:

1.26

SWPPX:

1.46

Sortino Ratio

SWYOX:

1.69

SWPPX:

1.99

Omega Ratio

SWYOX:

1.25

SWPPX:

1.27

Calmar Ratio

SWYOX:

1.99

SWPPX:

2.20

Martin Ratio

SWYOX:

7.37

SWPPX:

8.98

Ulcer Index

SWYOX:

2.00%

SWPPX:

2.07%

Daily Std Dev

SWYOX:

11.76%

SWPPX:

12.74%

Max Drawdown

SWYOX:

-26.02%

SWPPX:

-55.06%

Current Drawdown

SWYOX:

-1.92%

SWPPX:

-3.04%

Returns By Period

In the year-to-date period, SWYOX achieves a 3.32% return, which is significantly higher than SWPPX's 1.45% return.


SWYOX

YTD

3.32%

1M

0.39%

6M

4.67%

1Y

14.85%

5Y*

N/A

10Y*

N/A

SWPPX

YTD

1.45%

1M

-0.82%

6M

7.19%

1Y

18.83%

5Y*

16.89%

10Y*

12.72%

*Annualized

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SWYOX vs. SWPPX - Expense Ratio Comparison

SWYOX has a 0.04% expense ratio, which is higher than SWPPX's 0.02% 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%.


Expense ratio chart for SWYOX: 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 SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

SWYOX vs. SWPPX — Risk-Adjusted Performance Rank

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

SWYOX
The Risk-Adjusted Performance Rank of SWYOX is 7777
Overall Rank
The Sharpe Ratio Rank of SWYOX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SWYOX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SWYOX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SWYOX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SWYOX is 8282
Martin Ratio Rank

SWPPX
The Risk-Adjusted Performance Rank of SWPPX is 8282
Overall Rank
The Sharpe Ratio Rank of SWPPX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SWPPX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SWPPX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SWPPX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SWPPX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWYOX vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2065 Index Fund (SWYOX) and Schwab S&P 500 Index Fund (SWPPX). 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.


The chart of Sharpe ratio for SWYOX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.261.46
The chart of Sortino ratio for SWYOX, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.0012.001.691.99
The chart of Omega ratio for SWYOX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.27
The chart of Calmar ratio for SWYOX, currently valued at 1.99, compared to the broader market0.005.0010.0015.0020.001.992.20
The chart of Martin ratio for SWYOX, currently valued at 7.37, compared to the broader market0.0020.0040.0060.0080.007.378.98
SWYOX
SWPPX

The current SWYOX Sharpe Ratio is 1.26, which is comparable to the SWPPX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SWYOX and SWPPX, 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 Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.26
1.46
SWYOX
SWPPX

Dividends

SWYOX vs. SWPPX - Dividend Comparison

SWYOX's dividend yield for the trailing twelve months is around 1.70%, more than SWPPX's 1.21% yield.


TTM20242023202220212020201920182017201620152014
SWYOX
Schwab Target 2065 Index Fund
1.70%1.76%1.82%1.80%1.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWPPX
Schwab S&P 500 Index Fund
1.21%1.23%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%

Drawdowns

SWYOX vs. SWPPX - Drawdown Comparison

The maximum SWYOX drawdown since its inception was -26.02%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SWYOX and SWPPX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.92%
-3.04%
SWYOX
SWPPX

Volatility

SWYOX vs. SWPPX - Volatility Comparison

The current volatility for Schwab Target 2065 Index Fund (SWYOX) is 2.75%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 3.11%. This indicates that SWYOX experiences smaller price fluctuations and is considered to be less risky than SWPPX 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%SeptemberOctoberNovemberDecember2025February
2.75%
3.11%
SWYOX
SWPPX