DODBX vs. SWHGX
Compare and contrast key facts about Dodge & Cox Balanced Fund (DODBX) and Schwab MarketTrack Growth Portfolio™ (SWHGX).
DODBX is managed by Dodge & Cox. It was launched on Jun 25, 1931. SWHGX is managed by Charles Schwab. It was launched on Nov 19, 1995.
Performance
DODBX vs. SWHGX - Performance Comparison
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DODBX vs. SWHGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODBX Dodge & Cox Balanced Fund | -0.36% | 14.44% | 8.76% | 13.77% | -7.30% | 19.21% | 7.93% | 19.64% | -4.66% | 11.51% |
SWHGX Schwab MarketTrack Growth Portfolio™ | -0.60% | 17.49% | 11.76% | 18.22% | -15.06% | 18.09% | 11.02% | 22.23% | -7.19% | 16.11% |
Returns By Period
In the year-to-date period, DODBX achieves a -0.36% return, which is significantly higher than SWHGX's -0.60% return. Both investments have delivered pretty close results over the past 10 years, with DODBX having a 9.45% annualized return and SWHGX not far ahead at 9.54%.
DODBX
- 1D
- 1.37%
- 1M
- -3.79%
- YTD
- -0.36%
- 6M
- 1.20%
- 1Y
- 8.67%
- 3Y*
- 11.26%
- 5Y*
- 7.08%
- 10Y*
- 9.45%
SWHGX
- 1D
- 2.23%
- 1M
- -4.60%
- YTD
- -0.60%
- 6M
- 1.51%
- 1Y
- 16.78%
- 3Y*
- 13.53%
- 5Y*
- 7.64%
- 10Y*
- 9.54%
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DODBX vs. SWHGX - Expense Ratio Comparison
DODBX has a 0.52% expense ratio, which is higher than SWHGX's 0.39% expense ratio.
Return for Risk
DODBX vs. SWHGX — Risk / Return Rank
DODBX
SWHGX
DODBX vs. SWHGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Balanced Fund (DODBX) and Schwab MarketTrack Growth Portfolio™ (SWHGX). 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 | SWHGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.28 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.86 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.76 | -0.65 |
Martin ratioReturn relative to average drawdown | 4.57 | 8.29 | -3.72 |
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 | SWHGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.28 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.57 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.67 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.50 | +0.23 |
Correlation
The correlation between DODBX and SWHGX 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. SWHGX - Dividend Comparison
DODBX's dividend yield for the trailing twelve months is around 7.25%, less than SWHGX's 9.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODBX Dodge & Cox Balanced Fund | 7.25% | 7.53% | 8.21% | 4.64% | 8.67% | 10.62% | 6.92% | 9.35% | 9.57% | 7.53% | 5.59% | 5.44% |
SWHGX Schwab MarketTrack Growth Portfolio™ | 9.65% | 9.59% | 11.68% | 4.00% | 4.53% | 5.04% | 8.15% | 5.76% | 5.76% | 4.87% | 3.73% | 14.80% |
Drawdowns
DODBX vs. SWHGX - Drawdown Comparison
The maximum DODBX drawdown since its inception was -50.20%, roughly equal to the maximum SWHGX drawdown of -49.19%. Use the drawdown chart below to compare losses from any high point for DODBX and SWHGX.
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Drawdown Indicators
| DODBX | SWHGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.20% | -49.19% | -1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -9.78% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -17.74% | -25.63% | +7.89% |
Max Drawdown (10Y)Largest decline over 10 years | -31.29% | -29.77% | -1.52% |
Current DrawdownCurrent decline from peak | -4.13% | -5.31% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -7.21% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.08% | -0.20% |
Volatility
DODBX vs. SWHGX - Volatility Comparison
The current volatility for Dodge & Cox Balanced Fund (DODBX) is 3.03%, while Schwab MarketTrack Growth Portfolio™ (SWHGX) has a volatility of 4.74%. This indicates that DODBX experiences smaller price fluctuations and is considered to be less risky than SWHGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DODBX | SWHGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 4.74% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 5.55% | 7.61% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.79% | 13.38% | -3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.82% | 13.53% | -2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.26% | 14.23% | -0.97% |