DODBX vs. SWCGX
Compare and contrast key facts about Dodge & Cox Balanced Fund (DODBX) and Schwab MarketTrack Conservative Portfolio™ (SWCGX).
DODBX is managed by Dodge & Cox. It was launched on Jun 25, 1931. SWCGX is managed by Charles Schwab. It was launched on Nov 19, 1995.
Performance
DODBX vs. SWCGX - Performance Comparison
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DODBX vs. SWCGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODBX Dodge & Cox Balanced Fund | -1.71% | 14.44% | 8.76% | 13.77% | -7.30% | 19.21% | 7.93% | 19.64% | -4.66% | 11.51% |
SWCGX Schwab MarketTrack Conservative Portfolio™ | -1.40% | 11.95% | 6.32% | 11.61% | -13.76% | 7.66% | 9.41% | 14.91% | -3.70% | 9.06% |
Returns By Period
In the year-to-date period, DODBX achieves a -1.71% return, which is significantly lower than SWCGX's -1.40% return. Over the past 10 years, DODBX has outperformed SWCGX with an annualized return of 9.30%, while SWCGX has yielded a comparatively lower 5.29% annualized return.
DODBX
- 1D
- 0.31%
- 1M
- -5.43%
- YTD
- -1.71%
- 6M
- 0.13%
- 1Y
- 7.31%
- 3Y*
- 10.76%
- 5Y*
- 6.96%
- 10Y*
- 9.30%
SWCGX
- 1D
- 0.19%
- 1M
- -4.33%
- YTD
- -1.40%
- 6M
- 0.25%
- 1Y
- 9.08%
- 3Y*
- 7.91%
- 5Y*
- 3.73%
- 10Y*
- 5.29%
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DODBX vs. SWCGX - Expense Ratio Comparison
DODBX has a 0.52% expense ratio, which is higher than SWCGX's 0.42% expense ratio.
Return for Risk
DODBX vs. SWCGX — Risk / Return Rank
DODBX
SWCGX
DODBX vs. SWCGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Balanced Fund (DODBX) and Schwab MarketTrack Conservative Portfolio™ (SWCGX). 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.
| DODBX | SWCGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.28 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.82 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.64 | -0.75 |
Martin ratioReturn relative to average drawdown | 3.71 | 7.24 | -3.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DODBX | SWCGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.28 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.42 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.66 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.72 | +0.01 |
Correlation
The correlation between DODBX and SWCGX is 0.86, 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.
Dividends
DODBX vs. SWCGX - Dividend Comparison
DODBX's dividend yield for the trailing twelve months is around 7.35%, more than SWCGX's 6.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODBX Dodge & Cox Balanced Fund | 7.35% | 7.53% | 8.21% | 4.64% | 8.67% | 10.62% | 6.92% | 9.35% | 9.57% | 7.53% | 5.59% | 5.44% |
SWCGX Schwab MarketTrack Conservative Portfolio™ | 6.25% | 6.66% | 10.09% | 6.62% | 4.07% | 4.86% | 3.28% | 3.32% | 4.85% | 3.14% | 2.49% | 7.97% |
Drawdowns
DODBX vs. SWCGX - Drawdown Comparison
The maximum DODBX drawdown since its inception was -50.20%, which is greater than SWCGX's maximum drawdown of -30.18%. Use the drawdown chart below to compare losses from any high point for DODBX and SWCGX.
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Drawdown Indicators
| DODBX | SWCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.20% | -30.18% | -20.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -5.42% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -17.74% | -21.83% | +4.09% |
Max Drawdown (10Y)Largest decline over 10 years | -31.29% | -21.83% | -9.46% |
Current DrawdownCurrent decline from peak | -5.43% | -4.39% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -3.36% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.23% | +0.63% |
Volatility
DODBX vs. SWCGX - Volatility Comparison
Dodge & Cox Balanced Fund (DODBX) and Schwab MarketTrack Conservative Portfolio™ (SWCGX) have volatilities of 2.56% and 2.55%, 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
| DODBX | SWCGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 2.55% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 5.40% | 4.15% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.72% | 7.26% | +2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.81% | 8.89% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.26% | 8.09% | +5.17% |