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ISIN
US8085094006
CUSIP
808509400
Inception Date
Nov 19, 1995
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

SWBGX Performance Chart

Schwab MarketTrack Balanced Portfolio™ (SWBGX) is up 7.4% since the beginning of the year. SWBGX is currently trading at $21 per share. Investors who bought $1,000 worth of SWBGX shares 5 years ago would now be looking at an investment worth $1,394.


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S&P 500 Index

Returns By Period

Schwab MarketTrack Balanced Portfolio™ (SWBGX) has returned 7.38% so far this year and 18.23% over the past 12 months. Over the last ten years, SWBGX has returned 8.18% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Schwab MarketTrack Balanced Portfolio™

1D
0.66%
1M
0.76%
YTD
7.38%
6M
7.15%
1Y
18.23%
3Y*
12.66%
5Y*
6.87%
10Y*
8.18%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWBGX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1996, SWBGX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +8.5%, while the worst month was Oct 2008 at -12.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SWBGX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +6.2%, while the worst single day was Mar 16, 2020 at -6.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.02%1.68%-4.09%5.54%2.46%-0.19%7.38%
20252.05%0.69%-2.25%0.16%2.89%3.18%0.35%2.61%2.20%1.10%0.71%0.25%14.73%
2024-0.64%2.08%2.25%-3.33%3.50%1.02%2.68%1.78%1.70%-2.34%2.98%-2.64%9.10%
20235.62%-2.55%1.82%0.89%-1.27%3.65%2.27%-1.96%-3.56%-2.46%6.95%5.36%14.99%
2022-3.47%-1.75%0.25%-5.88%0.65%-5.72%5.56%-3.39%-7.34%4.20%5.65%-3.05%-14.35%
20210.00%1.66%1.88%2.80%1.17%0.86%0.76%1.42%-2.61%3.06%-1.39%2.69%12.85%

Benchmark Metrics

Schwab MarketTrack Balanced Portfolio™ has an annualized alpha of 1.59%, beta of 0.55, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since January 02, 1996.

  • This fund participated in 63.95% of S&P 500 Index downside but only 60.35% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.55 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.59%
Beta
0.55
0.88
Upside Capture
60.35%
Downside Capture
63.95%

Expense Ratio

SWBGX has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SWBGX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SWBGX Risk / Return Rank: 7171
Overall Rank
SWBGX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SWBGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SWBGX Omega Ratio Rank: 6868
Omega Ratio Rank
SWBGX Calmar Ratio Rank: 7070
Calmar Ratio Rank
SWBGX Martin Ratio Rank: 7575
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and compare them to S&P 500 Index.

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.


SWBGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

3.08

2.78

+0.29

Martin ratioReturn relative to average drawdown

13.22

12.44

+0.79

Dividends

Dividend History

Schwab MarketTrack Balanced Portfolio™ provided a 7.16% dividend yield over the last twelve months, with an annual payout of $1.52 per share.


4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.52$1.52$1.99$0.80$0.70$1.04$1.24$0.82$1.17$0.98$0.55$2.35

Dividend yield

7.16%7.69%10.74%4.23%4.13%5.02%6.41%4.42%7.11%5.30%3.18%14.29%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab MarketTrack Balanced Portfolio™. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.52$1.52
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.99$1.99
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80$0.80
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.04$1.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab MarketTrack Balanced Portfolio™. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Schwab MarketTrack Balanced Portfolio™ was 40.37%, occurring on Mar 9, 2009. Recovery took 492 trading sessions.

The current Schwab MarketTrack Balanced Portfolio™ drawdown is 0.42%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-40.37%Mar 2009
1y 4mo1y 11mo
3y 3moNov 2007 - Feb 2011
Dot-com crash2000–2002
-27.09%Oct 2002
2y 1mo2y 26d
4y 2moSep 2000 - Nov 2004
Bear market2022
-23.97%Oct 2022
9mo 17d1y 9mo
2y 6moDec 2021 - Jul 2024
COVID crash2020
-22.81%Mar 2020
1mo 9d5mo 4d
6mo 13dFeb 2020 - Aug 2020
1998 correction1998
-13.16%Oct 1998
2mo 19d2mo 14d
5mo 3dJul 1998 - Dec 1998

Drawdown Indicators


SWBGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.37%

-56.78%

+16.41%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-9.10%

+3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-9.69%

-18.90%

+9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-23.97%

-25.43%

+1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-23.97%

-33.92%

+9.95%

Current Drawdown

Current decline from peak

-0.42%

-1.80%

+1.38%

Average Drawdown

Average peak-to-trough decline

-5.40%

-10.71%

+5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.03%

-0.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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