VTHRX vs. SWDRX
Compare and contrast key facts about Vanguard Target Retirement 2030 Fund (VTHRX) and Schwab Target 2030 Fund (SWDRX).
VTHRX is managed by Vanguard. It was launched on Jun 7, 2006. SWDRX is managed by Charles Schwab. It was launched on Jun 30, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTHRX or SWDRX.
Performance
VTHRX vs. SWDRX - Performance Comparison
Returns By Period
In the year-to-date period, VTHRX achieves a 10.50% return, which is significantly lower than SWDRX's 11.64% return. Both investments have delivered pretty close results over the past 10 years, with VTHRX having a 6.93% annualized return and SWDRX not far behind at 6.74%.
VTHRX
10.50%
-1.48%
4.92%
17.57%
7.01%
6.93%
SWDRX
11.64%
-0.69%
5.82%
18.86%
7.18%
6.74%
Key characteristics
| VTHRX | SWDRX | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.36 |
| Sortino Ratio | 2.99 | 3.28 |
| Omega Ratio | 1.40 | 1.48 |
| Calmar Ratio | 1.91 | 1.93 |
| Martin Ratio | 12.33 | 15.44 |
| Ulcer Index | 1.43% | 1.22% |
| Daily Std Dev | 8.50% | 7.98% |
| Max Drawdown | -49.57% | -45.34% |
| Current Drawdown | -1.78% | -1.20% |
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VTHRX vs. SWDRX - Expense Ratio Comparison
VTHRX has a 0.08% expense ratio, which is higher than SWDRX's 0.00% 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 VTHRX and SWDRX 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
VTHRX vs. SWDRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2030 Fund (VTHRX) and Schwab Target 2030 Fund (SWDRX). 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
VTHRX vs. SWDRX - Dividend Comparison
VTHRX's dividend yield for the trailing twelve months is around 2.34%, more than SWDRX's 2.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTHRX Vanguard Target Retirement 2030 Fund | 2.34% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
SWDRX Schwab Target 2030 Fund | 2.12% | 2.37% | 2.08% | 2.54% | 1.60% | 2.40% | 2.70% | 2.46% | 1.72% | 2.16% | 2.34% | 1.70% |
Drawdowns
VTHRX vs. SWDRX - Drawdown Comparison
The maximum VTHRX drawdown since its inception was -49.57%, which is greater than SWDRX's maximum drawdown of -45.34%. Use the drawdown chart below to compare losses from any high point for VTHRX and SWDRX. For additional features, visit the drawdowns tool.
Volatility
VTHRX vs. SWDRX - Volatility Comparison
Vanguard Target Retirement 2030 Fund (VTHRX) and Schwab Target 2030 Fund (SWDRX) have volatilities of 2.11% and 2.14%, 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.