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VBIAX vs. SWYEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBIAX vs. SWYEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Balanced Index Fund Admiral Shares (VBIAX) and Schwab Target 2030 Index Fund (SWYEX). The values are adjusted to include any dividend payments, if applicable.

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VBIAX vs. SWYEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBIAX
Vanguard Balanced Index Fund Admiral Shares
-4.19%13.61%14.58%17.54%-16.90%14.21%16.40%21.78%-2.86%13.89%
SWYEX
Schwab Target 2030 Index Fund
-2.50%14.82%10.38%16.65%-15.68%12.58%13.17%20.88%-5.07%16.22%

Returns By Period

In the year-to-date period, VBIAX achieves a -4.19% return, which is significantly lower than SWYEX's -2.50% return.


VBIAX

1D
-0.06%
1M
-5.43%
YTD
-4.19%
6M
-2.40%
1Y
10.89%
3Y*
11.56%
5Y*
6.33%
10Y*
8.77%

SWYEX

1D
0.06%
1M
-5.61%
YTD
-2.50%
6M
-0.40%
1Y
11.45%
3Y*
10.92%
5Y*
5.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBIAX vs. SWYEX - Expense Ratio Comparison

VBIAX has a 0.07% expense ratio, which is higher than SWYEX's 0.04% 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

VBIAX vs. SWYEX — Risk / Return Rank

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

VBIAX
VBIAX Risk / Return Rank: 5959
Overall Rank
VBIAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VBIAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VBIAX Omega Ratio Rank: 5858
Omega Ratio Rank
VBIAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
VBIAX Martin Ratio Rank: 6666
Martin Ratio Rank

SWYEX
SWYEX Risk / Return Rank: 6868
Overall Rank
SWYEX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SWYEX Sortino Ratio Rank: 6868
Sortino Ratio Rank
SWYEX Omega Ratio Rank: 6767
Omega Ratio Rank
SWYEX Calmar Ratio Rank: 6565
Calmar Ratio Rank
SWYEX Martin Ratio Rank: 7272
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.

VBIAX vs. SWYEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Balanced Index Fund Admiral Shares (VBIAX) and Schwab Target 2030 Index Fund (SWYEX). 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.


VBIAXSWYEXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.15

-0.14

Sortino ratio

Return per unit of downside risk

1.51

1.68

-0.17

Omega ratio

Gain probability vs. loss probability

1.22

1.25

-0.03

Calmar ratio

Return relative to maximum drawdown

1.31

1.47

-0.16

Martin ratio

Return relative to average drawdown

6.22

6.88

-0.66

VBIAX vs. SWYEX - Sharpe Ratio Comparison

The current VBIAX Sharpe Ratio is 1.01, which is comparable to the SWYEX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VBIAX and SWYEX, 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


VBIAXSWYEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.15

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.55

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.69

-0.09

Correlation

The correlation between VBIAX and SWYEX 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

VBIAX vs. SWYEX - Dividend Comparison

VBIAX's dividend yield for the trailing twelve months is around 5.84%, more than SWYEX's 2.57% yield.


TTM20252024202320222021202020192018201720162015
VBIAX
Vanguard Balanced Index Fund Admiral Shares
5.84%6.00%5.27%4.35%2.83%3.19%2.65%2.28%2.32%1.95%2.09%2.09%
SWYEX
Schwab Target 2030 Index Fund
2.57%2.51%2.60%2.28%2.14%1.85%1.72%1.92%2.23%1.31%1.02%0.00%

Drawdowns

VBIAX vs. SWYEX - Drawdown Comparison

The maximum VBIAX drawdown since its inception was -35.90%, which is greater than SWYEX's maximum drawdown of -23.23%. Use the drawdown chart below to compare losses from any high point for VBIAX and SWYEX.


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Drawdown Indicators


VBIAXSWYEXDifference

Max Drawdown

Largest peak-to-trough decline

-35.90%

-23.23%

-12.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.78%

-7.43%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

-22.03%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

Current Drawdown

Current decline from peak

-5.83%

-5.87%

+0.04%

Average Drawdown

Average peak-to-trough decline

-4.47%

-3.72%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.58%

+0.06%

Volatility

VBIAX vs. SWYEX - Volatility Comparison

Vanguard Balanced Index Fund Admiral Shares (VBIAX) and Schwab Target 2030 Index Fund (SWYEX) have volatilities of 3.07% and 3.23%, 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.


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Volatility by Period


VBIAXSWYEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.23%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

5.93%

5.55%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

10.18%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

10.84%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.17%

11.56%

-0.39%