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VTINX vs. SWYAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTINX vs. SWYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement Income Fund (VTINX) and Schwab Target 2010 Index Fund (SWYAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VTINX at 4.33% and SWYAX at 4.33%.


VTINX

1D
-0.14%
1M
0.84%
YTD
4.33%
6M
4.25%
1Y
11.03%
3Y*
9.25%
5Y*
4.11%
10Y*
5.37%

SWYAX

1D
-0.22%
1M
0.66%
YTD
4.33%
6M
4.15%
1Y
11.38%
3Y*
9.59%
5Y*
4.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTINX vs. SWYAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTINX
Vanguard Target Retirement Income Fund
4.33%11.31%6.66%10.66%-12.75%5.24%10.02%13.16%-1.98%7.46%
SWYAX
Schwab Target 2010 Index Fund
4.33%11.17%7.18%11.95%-13.28%6.99%10.61%14.55%-2.27%9.48%

Correlation

The correlation between VTINX and SWYAX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2016

0.94

The correlation between VTINX and SWYAX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

VTINX vs. SWYAX — Risk / Return Rank

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

VTINX
VTINX Risk / Return Rank: 6767
Overall Rank
VTINX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTINX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VTINX Omega Ratio Rank: 7373
Omega Ratio Rank
VTINX Calmar Ratio Rank: 5757
Calmar Ratio Rank
VTINX Martin Ratio Rank: 6565
Martin Ratio Rank

SWYAX
SWYAX Risk / Return Rank: 6767
Overall Rank
SWYAX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SWYAX Sortino Ratio Rank: 6969
Sortino Ratio Rank
SWYAX Omega Ratio Rank: 7070
Omega Ratio Rank
SWYAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SWYAX Martin Ratio Rank: 7171
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.

VTINX vs. SWYAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement Income Fund (VTINX) and Schwab Target 2010 Index Fund (SWYAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTINXSWYAXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratioReturn relative to maximum drawdown

2.77

2.87

-0.10

Martin ratioReturn relative to average drawdown

11.98

12.77

-0.79

VTINX vs. SWYAX - Sharpe Ratio Comparison

The current VTINX Sharpe Ratio is 2.22, which is comparable to the SWYAX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of VTINX and SWYAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VTINX vs. SWYAX - Drawdown Comparison

The maximum VTINX drawdown since its inception was -19.96%, roughly equal to the maximum SWYAX drawdown of -19.82%. Use the drawdown chart below to compare losses from any high point for VTINX and SWYAX.


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Drawdown Indicators


VTINXSWYAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.96%

-19.82%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-4.14%

-4.16%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-5.26%

-6.50%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-17.02%

-19.82%

+2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-17.02%

Current Drawdown

Current decline from peak

-0.35%

-0.36%

+0.01%

Average Drawdown

Average peak-to-trough decline

-2.20%

-3.34%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.93%

+0.03%

Volatility

VTINX vs. SWYAX - Volatility Comparison

Vanguard Target Retirement Income Fund (VTINX) and Schwab Target 2010 Index Fund (SWYAX) have volatilities of 2.10% and 2.15%, 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


VTINXSWYAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

2.15%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.39%

4.49%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

5.19%

5.47%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

7.82%

-1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

7.45%

-1.69%

VTINX vs. SWYAX - Expense Ratio Comparison

VTINX has a 0.08% expense ratio, which is higher than SWYAX'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%.


Dividends

VTINX vs. SWYAX - Dividend Comparison

VTINX's dividend yield for the trailing twelve months is around 4.82%, more than SWYAX's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
SWYAX
Schwab Target 2010 Index Fund
3.99%4.17%3.79%2.85%2.69%2.54%1.98%2.27%2.01%1.18%0.75%0.00%
VTINX
Vanguard Target Retirement Income Fund
4.82%5.02%5.89%4.01%3.08%8.63%3.42%2.62%4.19%1.56%2.27%3.53%

Frequently Asked Questions


With a correlation of 0.97, VTINX and SWYAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SWYAX has higher volatility (2.15%) compared to VTINX (2.10%). In terms of maximum drawdown, VTINX dropped -19.96% vs SWYAX's -19.82%.

VTINX currently has the higher Sharpe Ratio (2.22 vs 2.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VTINX and SWYAX

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