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ISIN
US8085095094
CUSIP
808509509
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

SWCGX Performance Chart

Schwab MarketTrack Conservative Portfolio™ (SWCGX) is up 5.1% since the beginning of the year. SWCGX is currently trading at $16 per share. Investors who bought $1,000 worth of SWCGX shares 5 years ago would now be looking at an investment worth $1,245.


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S&P 500 Index

Returns By Period

Schwab MarketTrack Conservative Portfolio™ (SWCGX) has returned 5.08% so far this year and 13.38% over the past 12 months. Over the last ten years, SWCGX has returned 5.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Schwab MarketTrack Conservative Portfolio™

1D
0.49%
1M
0.68%
YTD
5.08%
6M
4.96%
1Y
13.38%
3Y*
9.59%
5Y*
4.48%
10Y*
5.80%

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)

SWCGX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1996, SWCGX's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.

Historically, 66% of months were positive and 34% were negative. The best month was Dec 2000 with a return of +6.2%, while the worst month was Oct 2008 at -9.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SWCGX closed higher 51% of trading days. The best single day was Dec 28, 2023 with a return of +5.4%, while the worst single day was Dec 29, 2023 at -5.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.47%1.57%-3.28%3.73%1.74%-0.12%5.08%
20251.54%1.12%-1.45%0.27%1.59%2.60%0.13%2.17%1.76%0.93%0.67%0.07%11.95%
2024-0.52%0.97%2.21%-3.48%2.88%0.95%2.60%1.61%2.09%-2.93%2.34%-2.29%6.32%
20234.80%-2.58%2.10%0.72%-1.23%2.37%1.48%-1.58%-3.15%-2.13%6.06%4.73%11.61%
2022-2.97%-1.50%-0.75%-5.15%0.62%-4.29%4.42%-3.11%-6.33%2.41%4.90%-2.24%-13.76%
2021-0.23%0.63%0.87%2.05%0.89%0.79%0.82%0.87%-2.03%1.99%-0.81%1.63%7.66%

Benchmark Metrics

Schwab MarketTrack Conservative Portfolio™ has an annualized alpha of 2.30%, beta of 0.36, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since January 02, 1996.

  • This fund participated in 43.98% of S&P 500 Index downside but only 43.02% of its upside - more exposed to losses than it benefited from rallies.
  • This fund generated an annualized alpha of 2.30% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.36 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
2.30%
Beta
0.36
0.78
Upside Capture
43.02%
Downside Capture
43.98%

Expense Ratio

SWCGX has an expense ratio of 0.42%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SWCGX ranks 67 for risk / return — better than 67% 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.


SWCGX Risk / Return Rank: 6767
Overall Rank
SWCGX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SWCGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SWCGX Omega Ratio Rank: 6767
Omega Ratio Rank
SWCGX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SWCGX Martin Ratio Rank: 6969
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 Conservative Portfolio™ (SWCGX) 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.


SWCGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

2.92

2.78

+0.13

Martin ratioReturn relative to average drawdown

12.54

12.44

+0.10

Dividends

Dividend History

Schwab MarketTrack Conservative Portfolio™ provided a 6.39% dividend yield over the last twelve months, with an annual payout of $1.05 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.05$1.04$1.51$1.02$0.60$0.87$0.57$0.55$0.72$0.51$0.38$1.17

Dividend yield

6.39%6.66%10.09%6.62%4.07%4.86%3.28%3.32%4.85%3.14%2.49%7.97%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab MarketTrack Conservative 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$0.08$0.00$0.00$0.00$0.08
2025$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.81$1.04
2024$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$1.27$1.51
2023$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.84$1.02
2022$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.49$0.60
2021$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.77$0.87

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 Conservative 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 Conservative Portfolio™ was 30.18%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.

The current Schwab MarketTrack Conservative Portfolio™ drawdown is 0.24%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-30.18%Mar 2009
1y 4mo1y 8mo
3y 4dNov 2007 - Nov 2010
Bear market2022
-21.83%Oct 2022
9mo 17d1y 11mo
2y 8moDec 2021 - Sep 2024
COVID crash2020
-15.86%Mar 2020
1mo 1d4mo 1d
5mo 2dFeb 2020 - Jul 2020
Dot-com crash2000–2002
-11.84%Oct 2002
1y 8mo7mo 27d
2y 4moFeb 2001 - Jun 2003
1998 pullback1998
-7.97%Oct 1998
2mo 19d1mo 16d
4mo 5dJul 1998 - Nov 1998

Drawdown Indicators


SWCGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.18%

-56.78%

+26.60%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-9.10%

+4.52%

Max Drawdown (3Y)

Largest decline over 3 years

-7.34%

-18.90%

+11.56%

Max Drawdown (5Y)

Largest decline over 5 years

-21.83%

-25.43%

+3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-21.83%

-33.92%

+12.09%

Current Drawdown

Current decline from peak

-0.24%

-1.80%

+1.56%

Average Drawdown

Average peak-to-trough decline

-3.34%

-10.71%

+7.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

2.03%

-0.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SWCGX

Add Schwab MarketTrack Conservative Portfolio™ to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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