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

Correlation

The correlation between SWYOX and SWYJX is 0.93, 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.


-0.50.00.51.00.9

Performance

SWYOX vs. SWYJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2065 Index Fund (SWYOX) and Schwab Target 2055 Index Fund (SWYJX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
4.59%
4.43%
SWYOX
SWYJX

Key characteristics

Sharpe Ratio

SWYOX:

1.26

SWYJX:

1.30

Sortino Ratio

SWYOX:

1.69

SWYJX:

1.78

Omega Ratio

SWYOX:

1.25

SWYJX:

1.24

Calmar Ratio

SWYOX:

1.99

SWYJX:

2.07

Martin Ratio

SWYOX:

7.37

SWYJX:

7.38

Ulcer Index

SWYOX:

2.00%

SWYJX:

1.96%

Daily Std Dev

SWYOX:

11.76%

SWYJX:

11.15%

Max Drawdown

SWYOX:

-26.02%

SWYJX:

-32.63%

Current Drawdown

SWYOX:

-1.92%

SWYJX:

-1.81%

Returns By Period

The year-to-date returns for both stocks are quite close, with SWYOX having a 3.32% return and SWYJX slightly lower at 3.23%.


SWYOX

YTD

3.32%

1M

0.39%

6M

4.67%

1Y

14.85%

5Y*

N/A

10Y*

N/A

SWYJX

YTD

3.23%

1M

0.41%

6M

4.54%

1Y

14.54%

5Y*

11.71%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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SWYOX vs. SWYJX - Expense Ratio Comparison

Both SWYOX and SWYJX 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%.


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 SWYJX: 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

SWYOX vs. SWYJX — 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

SWYJX
The Risk-Adjusted Performance Rank of SWYJX is 7878
Overall Rank
The Sharpe Ratio Rank of SWYJX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SWYJX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SWYJX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SWYJX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SWYJX is 8383
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. SWYJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2065 Index Fund (SWYOX) and Schwab Target 2055 Index Fund (SWYJX). 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-1.000.001.002.003.004.001.261.30
The chart of Sortino ratio for SWYOX, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.0012.001.691.78
The chart of Omega ratio for SWYOX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.24
The chart of Calmar ratio for SWYOX, currently valued at 1.99, compared to the broader market0.005.0010.0015.0020.001.992.07
The chart of Martin ratio for SWYOX, currently valued at 7.37, compared to the broader market0.0020.0040.0060.0080.007.377.38
SWYOX
SWYJX

The current SWYOX Sharpe Ratio is 1.26, which is comparable to the SWYJX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SWYOX and SWYJX, 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 Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.26
1.30
SWYOX
SWYJX

Dividends

SWYOX vs. SWYJX - Dividend Comparison

SWYOX's dividend yield for the trailing twelve months is around 1.70%, less than SWYJX's 1.92% yield.


TTM202420232022202120202019201820172016
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%
SWYJX
Schwab Target 2055 Index Fund
1.92%1.99%1.99%1.93%1.74%1.60%1.96%2.17%1.47%1.25%

Drawdowns

SWYOX vs. SWYJX - Drawdown Comparison

The maximum SWYOX drawdown since its inception was -26.02%, smaller than the maximum SWYJX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for SWYOX and SWYJX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.92%
-1.81%
SWYOX
SWYJX

Volatility

SWYOX vs. SWYJX - Volatility Comparison

Schwab Target 2065 Index Fund (SWYOX) and Schwab Target 2055 Index Fund (SWYJX) have volatilities of 2.75% and 2.68%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.75%
2.68%
SWYOX
SWYJX