VFORX vs. SWYGX
Compare and contrast key facts about Vanguard Target Retirement 2040 Fund (VFORX) and Schwab Target 2040 Index Fund (SWYGX).
VFORX is managed by Vanguard. It was launched on Jun 7, 2006. SWYGX is managed by Schwab Funds. It was launched on Aug 24, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFORX or SWYGX.
Performance
VFORX vs. SWYGX - Performance Comparison
Returns By Period
In the year-to-date period, VFORX achieves a 13.49% return, which is significantly lower than SWYGX's 14.35% return.
VFORX
13.49%
-0.49%
6.46%
20.23%
8.89%
8.09%
SWYGX
14.35%
-0.33%
7.36%
21.47%
9.08%
N/A
Key characteristics
| VFORX | SWYGX | |
|---|---|---|
| Sharpe Ratio | 2.05 | 2.17 |
| Sortino Ratio | 2.90 | 2.97 |
| Omega Ratio | 1.38 | 1.44 |
| Calmar Ratio | 2.53 | 2.88 |
| Martin Ratio | 12.68 | 14.41 |
| Ulcer Index | 1.57% | 1.47% |
| Daily Std Dev | 9.71% | 9.73% |
| Max Drawdown | -51.63% | -28.74% |
| Current Drawdown | -1.46% | -1.47% |
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%.
Correlation
The correlation between VFORX and SWYGX is 0.97, 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.
Risk-Adjusted Performance
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.
Dividends
VFORX vs. SWYGX - Dividend Comparison
VFORX's dividend yield for the trailing twelve months is around 2.09%, more than SWYGX's 1.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFORX Vanguard Target Retirement 2040 Fund | 2.09% | 2.38% | 2.10% | 2.39% | 1.62% | 2.28% | 2.41% | 1.91% | 1.98% | 2.16% | 1.93% | 1.77% |
SWYGX Schwab Target 2040 Index Fund | 1.81% | 2.07% | 2.03% | 1.73% | 1.68% | 1.94% | 2.21% | 1.44% | 1.13% | 0.00% | 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.
Volatility
VFORX vs. SWYGX - Volatility Comparison
Vanguard Target Retirement 2040 Fund (VFORX) and Schwab Target 2040 Index Fund (SWYGX) have volatilities of 2.51% and 2.50%, 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.