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SWYOX vs. SWTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWYOX vs. SWTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2065 Index Fund (SWYOX) and Schwab Total Stock Market Index Fund (SWTSX). The values are adjusted to include any dividend payments, if applicable.

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SWYOX vs. SWTSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SWYOX
Schwab Target 2065 Index Fund
-3.97%20.48%14.95%21.61%-17.90%16.04%
SWTSX
Schwab Total Stock Market Index Fund
-6.77%17.04%23.84%26.05%-19.54%22.46%

Returns By Period

In the year-to-date period, SWYOX achieves a -3.97% return, which is significantly higher than SWTSX's -6.77% return.


SWYOX

1D
-0.28%
1M
-8.53%
YTD
-3.97%
6M
-1.17%
1Y
16.64%
3Y*
14.89%
5Y*
8.38%
10Y*

SWTSX

1D
-0.46%
1M
-7.67%
YTD
-6.77%
6M
-4.59%
1Y
14.70%
3Y*
16.68%
5Y*
10.10%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWYOX vs. SWTSX - Expense Ratio Comparison

SWYOX has a 0.04% expense ratio, which is higher than SWTSX's 0.03% 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%.


Return for Risk

SWYOX vs. SWTSX — Risk / Return Rank

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

SWYOX
SWYOX Risk / Return Rank: 6060
Overall Rank
SWYOX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SWYOX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SWYOX Omega Ratio Rank: 6060
Omega Ratio Rank
SWYOX Calmar Ratio Rank: 5555
Calmar Ratio Rank
SWYOX Martin Ratio Rank: 6666
Martin Ratio Rank

SWTSX
SWTSX Risk / Return Rank: 4545
Overall Rank
SWTSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 4444
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 4848
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 5252
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.

SWYOX vs. SWTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2065 Index Fund (SWYOX) and Schwab Total Stock Market Index Fund (SWTSX). 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.


SWYOXSWTSXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.83

+0.20

Sortino ratio

Return per unit of downside risk

1.53

1.28

+0.24

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.29

1.04

+0.25

Martin ratio

Return relative to average drawdown

6.19

5.04

+1.15

SWYOX vs. SWTSX - Sharpe Ratio Comparison

The current SWYOX Sharpe Ratio is 1.03, which is comparable to the SWTSX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SWYOX and SWTSX, 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


SWYOXSWTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.83

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.58

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.40

+0.18

Correlation

The correlation between SWYOX and SWTSX is 0.96, 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

SWYOX vs. SWTSX - Dividend Comparison

SWYOX's dividend yield for the trailing twelve months is around 1.95%, more than SWTSX's 1.18% yield.


TTM20252024202320222021202020192018201720162015
SWYOX
Schwab Target 2065 Index Fund
1.95%1.87%1.76%1.82%1.80%1.24%0.00%0.00%0.00%0.00%0.00%0.00%
SWTSX
Schwab Total Stock Market Index Fund
1.18%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%

Drawdowns

SWYOX vs. SWTSX - Drawdown Comparison

The maximum SWYOX drawdown since its inception was -26.02%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWYOX and SWTSX.


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Drawdown Indicators


SWYOXSWTSXDifference

Max Drawdown

Largest peak-to-trough decline

-26.02%

-54.60%

+28.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

-12.42%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-25.40%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

Current Drawdown

Current decline from peak

-9.13%

-8.88%

-0.25%

Average Drawdown

Average peak-to-trough decline

-5.88%

-10.63%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.56%

-0.13%

Volatility

SWYOX vs. SWTSX - Volatility Comparison

Schwab Target 2065 Index Fund (SWYOX) has a higher volatility of 5.01% compared to Schwab Total Stock Market Index Fund (SWTSX) at 4.45%. This indicates that SWYOX's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWYOXSWTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

4.45%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

9.42%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

18.52%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

17.41%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.45%

18.57%

-3.12%