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Schwab Balanced Fund™ (SWOBX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US8085098635

CUSIP

808509863

Issuer

Charles Schwab

Inception Date

Nov 17, 1996

Min. Investment

$0

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Growth

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SWOBX vs. VWENX SWOBX vs. FBALX SWOBX vs. TRSGX SWOBX vs. LGILX SWOBX vs. VBIAX SWOBX vs. VOO SWOBX vs. JABLX SWOBX vs. SFLNX SWOBX vs. SWLGX SWOBX vs. GAA
Popular comparisons:
SWOBX vs. VWENX SWOBX vs. FBALX SWOBX vs. TRSGX SWOBX vs. LGILX SWOBX vs. VBIAX SWOBX vs. VOO SWOBX vs. JABLX SWOBX vs. SFLNX SWOBX vs. SWLGX SWOBX vs. GAA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Balanced Fund™, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%JuneJulyAugustSeptemberOctoberNovember
216.60%
697.26%
SWOBX (Schwab Balanced Fund™)
Benchmark (^GSPC)

Returns By Period

Schwab Balanced Fund™ had a return of 13.51% year-to-date (YTD) and 15.19% in the last 12 months. Over the past 10 years, Schwab Balanced Fund™ had an annualized return of 3.31%, while the S&P 500 had an annualized return of 11.18%, indicating that Schwab Balanced Fund™ did not perform as well as the benchmark.


SWOBX

YTD

13.51%

1M

1.09%

6M

7.04%

1Y

15.19%

5Y (annualized)

3.85%

10Y (annualized)

3.31%

^GSPC (Benchmark)

YTD

25.15%

1M

2.74%

6M

12.53%

1Y

30.93%

5Y (annualized)

13.79%

10Y (annualized)

11.18%

Monthly Returns

The table below presents the monthly returns of SWOBX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.51%2.82%1.81%-3.36%3.86%2.32%1.37%2.00%1.56%-1.93%13.51%
20236.25%-2.70%3.13%1.15%-0.13%3.53%2.13%-1.58%-3.97%-2.33%7.10%1.15%13.86%
2022-4.70%-2.49%-0.23%-7.00%0.43%-5.55%6.20%-4.07%-7.41%3.42%5.36%-11.10%-25.28%
2021-0.40%1.14%1.75%3.55%0.43%2.08%1.52%1.70%-3.39%3.51%-0.46%0.63%12.54%
20200.63%-4.22%-8.29%8.82%3.56%1.78%3.75%3.98%-2.67%-1.73%6.55%0.99%12.58%
20196.01%2.25%1.34%2.37%-3.35%4.66%0.64%-0.44%0.13%1.46%2.31%-2.29%15.75%
20183.17%-2.44%-0.77%0.06%2.13%0.32%1.45%2.24%-0.61%-5.63%1.43%-9.38%-8.44%
20171.52%2.71%0.35%1.31%0.89%0.54%1.55%0.66%1.05%1.63%1.60%0.60%15.38%
2016-4.31%-0.44%4.23%0.14%1.63%-0.14%2.94%0.27%0.27%-1.83%1.58%-4.86%-0.89%
2015-0.86%3.48%-0.13%-0.39%1.30%-1.09%1.49%-4.02%-1.93%4.48%0.78%-6.86%-4.20%
2014-1.37%3.06%-0.41%-0.48%1.91%1.81%-1.51%3.07%-1.49%2.23%1.86%-2.74%5.88%
20133.05%0.86%1.93%0.83%0.97%-1.49%3.77%-1.53%2.66%2.66%1.89%1.50%18.33%

Expense Ratio

SWOBX has an expense ratio of 0.00%, indicating no management fees are charged.


Expense ratio chart for SWOBX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SWOBX is 37, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SWOBX is 3737
Combined Rank
The Sharpe Ratio Rank of SWOBX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SWOBX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SWOBX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SWOBX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SWOBX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab Balanced Fund™ (SWOBX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SWOBX, currently valued at 1.60, compared to the broader market-1.000.001.002.003.004.005.001.602.53
The chart of Sortino ratio for SWOBX, currently valued at 2.16, compared to the broader market0.005.0010.002.163.39
The chart of Omega ratio for SWOBX, currently valued at 1.30, compared to the broader market1.002.003.004.001.301.47
The chart of Calmar ratio for SWOBX, currently valued at 0.82, compared to the broader market0.005.0010.0015.0020.000.823.65
The chart of Martin ratio for SWOBX, currently valued at 8.07, compared to the broader market0.0020.0040.0060.0080.00100.008.0716.21
SWOBX
^GSPC

The current Schwab Balanced Fund™ Sharpe ratio is 1.60. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab Balanced Fund™ with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.60
2.53
SWOBX (Schwab Balanced Fund™)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Balanced Fund™ provided a 1.89% dividend yield over the last twelve months, with an annual payout of $0.33 per share.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.33$0.33$0.24$0.85$0.19$0.22$0.37$0.48$0.22$0.33$0.34$0.21

Dividend yield

1.89%2.15%1.72%4.50%1.06%1.42%2.66%3.08%1.57%2.30%2.24%1.42%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.85$0.85
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2013$0.21$0.21

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.69%
-0.53%
SWOBX (Schwab Balanced Fund™)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Balanced Fund™. 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 Balanced Fund™ was 41.46%, occurring on Mar 9, 2009. Recovery took 769 trading sessions.

The current Schwab Balanced Fund™ drawdown is 5.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.46%Oct 11, 2007353Mar 9, 2009769Mar 26, 20121122
-39.02%Dec 31, 1999693Oct 9, 20021036Nov 21, 20061729
-27.03%Dec 28, 2021255Dec 30, 2022
-22.39%Dec 30, 201958Mar 23, 202082Jul 20, 2020140
-16.47%Jul 22, 199858Oct 9, 199857Dec 29, 1998115

Volatility

Volatility Chart

The current Schwab Balanced Fund™ volatility is 2.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.32%
3.97%
SWOBX (Schwab Balanced Fund™)
Benchmark (^GSPC)