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VFORX vs. SWYGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFORX and SWYGX is 0.98, 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.


-0.50.00.51.01.0

Performance

VFORX vs. SWYGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2040 Fund (VFORX) and Schwab Target 2040 Index Fund (SWYGX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.72%
4.14%
VFORX
SWYGX

Key characteristics

Sharpe Ratio

VFORX:

1.74

SWYGX:

1.74

Sortino Ratio

VFORX:

2.39

SWYGX:

2.36

Omega Ratio

VFORX:

1.32

SWYGX:

1.32

Calmar Ratio

VFORX:

0.85

SWYGX:

2.99

Martin Ratio

VFORX:

9.75

SWYGX:

9.83

Ulcer Index

VFORX:

1.67%

SWYGX:

1.74%

Daily Std Dev

VFORX:

9.38%

SWYGX:

9.83%

Max Drawdown

VFORX:

-51.63%

SWYGX:

-28.74%

Current Drawdown

VFORX:

-6.53%

SWYGX:

-2.25%

Returns By Period

In the year-to-date period, VFORX achieves a 1.25% return, which is significantly lower than SWYGX's 1.48% return.


VFORX

YTD

1.25%

1M

0.71%

6M

3.72%

1Y

14.77%

5Y*

4.03%

10Y*

6.13%

SWYGX

YTD

1.48%

1M

1.07%

6M

4.14%

1Y

15.53%

5Y*

8.06%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFORX vs. SWYGX - Expense Ratio Comparison

VFORX has a 0.08% expense ratio, which is higher than SWYGX'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%.


VFORX
Vanguard Target Retirement 2040 Fund
Expense ratio chart for VFORX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for SWYGX: 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

VFORX vs. SWYGX — Risk-Adjusted Performance Rank

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

VFORX
The Risk-Adjusted Performance Rank of VFORX is 7777
Overall Rank
The Sharpe Ratio Rank of VFORX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VFORX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VFORX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VFORX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VFORX is 8585
Martin Ratio Rank

SWYGX
The Risk-Adjusted Performance Rank of SWYGX is 8383
Overall Rank
The Sharpe Ratio Rank of SWYGX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SWYGX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SWYGX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of SWYGX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SWYGX is 8585
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.

VFORX vs. SWYGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2040 Fund (VFORX) and Schwab Target 2040 Index Fund (SWYGX). 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.


Sharpe ratio
The chart of Sharpe ratio for VFORX, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.741.74
The chart of Sortino ratio for VFORX, currently valued at 2.39, compared to the broader market0.005.0010.002.392.36
The chart of Omega ratio for VFORX, currently valued at 1.32, compared to the broader market1.002.003.004.001.321.32
The chart of Calmar ratio for VFORX, currently valued at 0.85, compared to the broader market0.005.0010.0015.0020.000.852.99
The chart of Martin ratio for VFORX, currently valued at 9.75, compared to the broader market0.0020.0040.0060.0080.009.759.83
VFORX
SWYGX

The current VFORX Sharpe Ratio is 1.74, which is comparable to the SWYGX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VFORX and SWYGX, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.74
1.74
VFORX
SWYGX

Dividends

VFORX vs. SWYGX - Dividend Comparison

VFORX's dividend yield for the trailing twelve months is around 2.41%, more than SWYGX's 2.25% yield.


TTM20242023202220212020201920182017201620152014
VFORX
Vanguard Target Retirement 2040 Fund
2.41%2.44%2.38%2.10%2.39%1.62%2.28%2.41%1.91%1.98%2.16%1.93%
SWYGX
Schwab Target 2040 Index Fund
2.25%2.28%2.07%2.03%1.73%1.68%1.94%2.21%1.44%1.13%0.00%0.00%

Drawdowns

VFORX vs. SWYGX - Drawdown Comparison

The maximum VFORX drawdown since its inception was -51.63%, which is greater than SWYGX's maximum drawdown of -28.74%. Use the drawdown chart below to compare losses from any high point for VFORX and SWYGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.53%
-2.25%
VFORX
SWYGX

Volatility

VFORX vs. SWYGX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2040 Fund (VFORX) is 3.54%, while Schwab Target 2040 Index Fund (SWYGX) has a volatility of 3.88%. This indicates that VFORX experiences smaller price fluctuations and is considered to be less risky than SWYGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
3.54%
3.88%
VFORX
SWYGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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