DODBX vs. SWEGX
Compare and contrast key facts about Dodge & Cox Balanced Fund (DODBX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX).
DODBX is managed by Dodge & Cox. It was launched on Jun 25, 1931. SWEGX is managed by Charles Schwab. It was launched on May 19, 1998.
Performance
DODBX vs. SWEGX - Performance Comparison
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DODBX vs. SWEGX - 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% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | -3.20% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
Returns By Period
In the year-to-date period, DODBX achieves a -1.71% return, which is significantly higher than SWEGX's -3.20% return. Over the past 10 years, DODBX has underperformed SWEGX with an annualized return of 9.30%, while SWEGX has yielded a comparatively higher 11.28% 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%
SWEGX
- 1D
- -0.24%
- 1M
- -8.44%
- YTD
- -3.20%
- 6M
- -0.35%
- 1Y
- 17.76%
- 3Y*
- 16.20%
- 5Y*
- 9.63%
- 10Y*
- 11.28%
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DODBX vs. SWEGX - Expense Ratio Comparison
DODBX has a 0.52% expense ratio, which is higher than SWEGX's 0.39% expense ratio.
Return for Risk
DODBX vs. SWEGX — Risk / Return Rank
DODBX
SWEGX
DODBX vs. SWEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Balanced Fund (DODBX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX). 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 | SWEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.09 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.60 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.33 | -0.44 |
Martin ratioReturn relative to average drawdown | 3.71 | 6.41 | -2.71 |
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 | SWEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.09 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.61 | +0.03 |
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 | 0.38 | +0.35 |
Correlation
The correlation between DODBX and SWEGX is 0.90, 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. SWEGX - Dividend Comparison
DODBX's dividend yield for the trailing twelve months is around 7.35%, less than SWEGX's 7.56% 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% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | 7.56% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
Drawdowns
DODBX vs. SWEGX - Drawdown Comparison
The maximum DODBX drawdown since its inception was -50.20%, smaller than the maximum SWEGX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for DODBX and SWEGX.
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Drawdown Indicators
| DODBX | SWEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.20% | -57.57% | +7.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -11.92% | +4.21% |
Max Drawdown (5Y)Largest decline over 5 years | -17.74% | -24.87% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -31.29% | -36.08% | +4.79% |
Current DrawdownCurrent decline from peak | -5.43% | -8.93% | +3.50% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -10.42% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 2.48% | -0.62% |
Volatility
DODBX vs. SWEGX - Volatility Comparison
The current volatility for Dodge & Cox Balanced Fund (DODBX) is 2.56%, while Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a volatility of 4.88%. This indicates that DODBX experiences smaller price fluctuations and is considered to be less risky than SWEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODBX | SWEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 4.88% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 5.40% | 8.95% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.72% | 16.31% | -6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.81% | 15.81% | -5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.26% | 17.28% | -4.02% |