FNDB vs. SWBGX
Compare and contrast key facts about Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and Schwab MarketTrack Balanced Portfolio™ (SWBGX).
FNDB is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US. It was launched on Aug 8, 2013. SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995.
Performance
FNDB vs. SWBGX - Performance Comparison
Loading graphics...
FNDB vs. SWBGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNDB Schwab Fundamental U.S. Broad Market Index ETF | 2.77% | 16.23% | 16.25% | 18.42% | -7.53% | 31.55% | 9.40% | 28.88% | -8.20% | 16.94% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | -2.12% | 14.73% | 9.10% | 14.99% | -14.35% | 12.85% | 10.50% | 18.56% | -5.43% | 12.70% |
Returns By Period
In the year-to-date period, FNDB achieves a 2.77% return, which is significantly higher than SWBGX's -2.12% return. Over the past 10 years, FNDB has outperformed SWBGX with an annualized return of 13.03%, while SWBGX has yielded a comparatively lower 7.36% annualized return.
FNDB
- 1D
- 2.03%
- 1M
- -3.82%
- YTD
- 2.77%
- 6M
- 6.56%
- 1Y
- 20.23%
- 3Y*
- 16.75%
- 5Y*
- 11.53%
- 10Y*
- 13.03%
SWBGX
- 1D
- 0.05%
- 1M
- -5.65%
- YTD
- -2.12%
- 6M
- -0.09%
- 1Y
- 11.81%
- 3Y*
- 10.36%
- 5Y*
- 5.62%
- 10Y*
- 7.36%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FNDB vs. SWBGX - Expense Ratio Comparison
FNDB has a 0.25% expense ratio, which is lower than SWBGX's 0.40% expense ratio.
Return for Risk
FNDB vs. SWBGX — Risk / Return Rank
FNDB
SWBGX
FNDB vs. SWBGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental U.S. Broad Market Index ETF (FNDB) and Schwab MarketTrack Balanced Portfolio™ (SWBGX). 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.
| FNDB | SWBGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.18 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.71 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.47 | +0.26 |
Martin ratioReturn relative to average drawdown | 8.07 | 6.84 | +1.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FNDB | SWBGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.18 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.51 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.68 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.58 | +0.16 |
Correlation
The correlation between FNDB and SWBGX 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
FNDB vs. SWBGX - Dividend Comparison
FNDB's dividend yield for the trailing twelve months is around 1.61%, less than SWBGX's 7.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDB Schwab Fundamental U.S. Broad Market Index ETF | 1.61% | 1.62% | 1.74% | 1.80% | 1.98% | 1.63% | 2.15% | 2.23% | 2.41% | 1.91% | 2.06% | 2.26% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | 7.86% | 7.69% | 10.74% | 4.23% | 4.13% | 5.02% | 6.41% | 4.42% | 7.11% | 5.30% | 3.18% | 14.29% |
Drawdowns
FNDB vs. SWBGX - Drawdown Comparison
The maximum FNDB drawdown since its inception was -38.17%, smaller than the maximum SWBGX drawdown of -40.37%. Use the drawdown chart below to compare losses from any high point for FNDB and SWBGX.
Loading graphics...
Drawdown Indicators
| FNDB | SWBGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.17% | -40.37% | +2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | -7.57% | -4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -19.29% | -23.97% | +4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -23.97% | -14.20% |
Current DrawdownCurrent decline from peak | -4.39% | -5.84% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -5.44% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 1.62% | +1.00% |
Volatility
FNDB vs. SWBGX - Volatility Comparison
Schwab Fundamental U.S. Broad Market Index ETF (FNDB) has a higher volatility of 4.19% compared to Schwab MarketTrack Balanced Portfolio™ (SWBGX) at 3.22%. This indicates that FNDB's price experiences larger fluctuations and is considered to be riskier than SWBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FNDB | SWBGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 3.22% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 5.68% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 10.13% | +6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 10.97% | +4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 10.93% | +6.56% |