PortfoliosLab logoPortfoliosLab logo
FBALX vs. SWOBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBALX vs. SWOBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Balanced Fund (FBALX) and Schwab Balanced Fund™ (SWOBX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FBALX vs. SWOBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBALX
Fidelity Balanced Fund
-3.70%15.11%16.09%20.31%-18.29%18.27%22.45%24.40%-3.98%16.52%
SWOBX
Schwab Balanced Fund™
-4.75%12.76%12.51%18.25%-18.86%14.76%14.73%20.13%-4.35%15.52%

Returns By Period

In the year-to-date period, FBALX achieves a -3.70% return, which is significantly higher than SWOBX's -4.75% return. Over the past 10 years, FBALX has outperformed SWOBX with an annualized return of 10.51%, while SWOBX has yielded a comparatively lower 7.90% annualized return.


FBALX

1D
-0.16%
1M
-5.81%
YTD
-3.70%
6M
-0.91%
1Y
13.97%
3Y*
12.91%
5Y*
7.44%
10Y*
10.51%

SWOBX

1D
-0.06%
1M
-6.07%
YTD
-4.75%
6M
-2.83%
1Y
9.96%
3Y*
10.26%
5Y*
5.35%
10Y*
7.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FBALX vs. SWOBX - Expense Ratio Comparison

FBALX has a 0.51% expense ratio, which is higher than SWOBX's 0.00% expense ratio.


Return for Risk

FBALX vs. SWOBX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FBALX
FBALX Risk / Return Rank: 7373
Overall Rank
FBALX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FBALX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FBALX Omega Ratio Rank: 7373
Omega Ratio Rank
FBALX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FBALX Martin Ratio Rank: 7878
Martin Ratio Rank

SWOBX
SWOBX Risk / Return Rank: 5050
Overall Rank
SWOBX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SWOBX Sortino Ratio Rank: 4949
Sortino Ratio Rank
SWOBX Omega Ratio Rank: 4848
Omega Ratio Rank
SWOBX Calmar Ratio Rank: 5151
Calmar Ratio Rank
SWOBX Martin Ratio Rank: 5656
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.

FBALX vs. SWOBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Balanced Fund (FBALX) and Schwab Balanced Fund™ (SWOBX). 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.


FBALXSWOBXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.90

+0.32

Sortino ratio

Return per unit of downside risk

1.78

1.37

+0.41

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.07

Calmar ratio

Return relative to maximum drawdown

1.61

1.23

+0.39

Martin ratio

Return relative to average drawdown

7.56

5.34

+2.22

FBALX vs. SWOBX - Sharpe Ratio Comparison

The current FBALX Sharpe Ratio is 1.22, which is higher than the SWOBX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FBALX and SWOBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FBALXSWOBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.90

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.39

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.62

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.58

+0.21

Correlation

The correlation between FBALX and SWOBX is 0.94, 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

FBALX vs. SWOBX - Dividend Comparison

FBALX's dividend yield for the trailing twelve months is around 5.90%, more than SWOBX's 5.75% yield.


TTM20252024202320222021202020192018201720162015
FBALX
Fidelity Balanced Fund
5.90%5.69%5.67%2.28%8.06%9.66%5.90%4.24%10.99%7.90%3.07%7.70%
SWOBX
Schwab Balanced Fund™
5.75%5.47%4.94%5.67%10.21%6.47%2.97%5.21%7.11%3.20%7.83%7.66%

Drawdowns

FBALX vs. SWOBX - Drawdown Comparison

The maximum FBALX drawdown since its inception was -43.57%, which is greater than SWOBX's maximum drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for FBALX and SWOBX.


Loading graphics...

Drawdown Indicators


FBALXSWOBXDifference

Max Drawdown

Largest peak-to-trough decline

-43.57%

-35.99%

-7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.14%

-7.36%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-22.89%

-28.30%

+5.41%

Max Drawdown (10Y)

Largest decline over 10 years

-26.68%

-28.30%

+1.62%

Current Drawdown

Current decline from peak

-6.47%

-6.58%

+0.11%

Average Drawdown

Average peak-to-trough decline

-4.39%

-6.25%

+1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.69%

+0.05%

Volatility

FBALX vs. SWOBX - Volatility Comparison

Fidelity Balanced Fund (FBALX) and Schwab Balanced Fund™ (SWOBX) have volatilities of 3.50% and 3.45%, 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.


Loading graphics...

Volatility by Period


FBALXSWOBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

3.45%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

6.32%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

11.23%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.15%

13.91%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.73%

12.83%

-0.10%