SWYOX vs. SWQRX
Compare and contrast key facts about Schwab Target 2065 Index Fund (SWYOX) and Schwab Target 2065 Fund (SWQRX).
SWYOX is managed by Schwab Funds. It was launched on Feb 24, 2021. SWQRX is managed by Charles Schwab. It was launched on Feb 24, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWYOX or SWQRX.
Key characteristics
| SWYOX | SWQRX | |
|---|---|---|
| YTD Return | 17.89% | 18.19% |
| 1Y Return | 30.06% | 30.21% |
| 3Y Return (Ann) | 5.32% | 4.35% |
| Sharpe Ratio | 2.54 | 2.51 |
| Sortino Ratio | 3.39 | 3.30 |
| Omega Ratio | 1.51 | 1.51 |
| Calmar Ratio | 2.84 | 2.31 |
| Martin Ratio | 17.64 | 17.06 |
| Ulcer Index | 1.70% | 1.77% |
| Daily Std Dev | 11.78% | 12.04% |
| Max Drawdown | -26.02% | -28.26% |
| Current Drawdown | -0.85% | 0.00% |
Correlation
The correlation between SWYOX and SWQRX is 0.99, 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
SWYOX vs. SWQRX - Performance Comparison
The year-to-date returns for both investments are quite close, with SWYOX having a 17.89% return and SWQRX slightly higher at 18.19%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWYOX vs. SWQRX - Expense Ratio Comparison
SWYOX has a 0.04% expense ratio, which is higher than SWQRX's 0.00% 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%.
Risk-Adjusted Performance
SWYOX vs. SWQRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2065 Index Fund (SWYOX) and Schwab Target 2065 Fund (SWQRX). 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
SWYOX vs. SWQRX - Dividend Comparison
SWYOX's dividend yield for the trailing twelve months is around 1.55%, more than SWQRX's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
SWYOX Schwab Target 2065 Index Fund | 1.55% | 1.83% | 1.80% | 1.24% |
SWQRX Schwab Target 2065 Fund | 1.51% | 1.78% | 1.54% | 2.69% |
Drawdowns
SWYOX vs. SWQRX - Drawdown Comparison
The maximum SWYOX drawdown since its inception was -26.02%, smaller than the maximum SWQRX drawdown of -28.26%. Use the drawdown chart below to compare losses from any high point for SWYOX and SWQRX. For additional features, visit the drawdowns tool.
Volatility
SWYOX vs. SWQRX - Volatility Comparison
Schwab Target 2065 Index Fund (SWYOX) and Schwab Target 2065 Fund (SWQRX) have volatilities of 3.16% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.