POSKX vs. SWBGX

Last updated Jun 4, 2026

POSKX (PrimeCap Odyssey Stock Fund) and SWBGX (Schwab MarketTrack Balanced Portfolio™) are both mutual funds - POSKX is a Large Cap Blend Equities fund managed by PRIMECAP Odyssey Funds, while SWBGX is a Diversified Portfolio fund managed by Charles Schwab. Over the past 10 years, POSKX returned 16.24%/yr vs 8.20%/yr for SWBGX. Their correlation of 0.92 suggests significant overlap in exposure. POSKX charges 0.65%/yr vs 0.40%/yr for SWBGX.

Performance

POSKX vs. SWBGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PrimeCap Odyssey Stock Fund (POSKX) and Schwab MarketTrack Balanced Portfolio™ (SWBGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, POSKX achieves a 22.10% return, which is significantly higher than SWBGX's 7.84% return. Over the past 10 years, POSKX has outperformed SWBGX with an annualized return of 16.24%, while SWBGX has yielded a comparatively lower 8.20% annualized return.

POSKX

• 1D: 0.52%
• 1M: 9.11%
• YTD: 22.10%
• 6M: 22.48%
• 1Y: 50.17%
• 3Y*: 25.06%
• 5Y*: 15.87%
• 10Y*: 16.24%

SWBGX

• 1D: 0.19%
• 1M: 3.09%
• YTD: 7.84%
• 6M: 8.06%
• 1Y: 19.03%
• 3Y*: 13.50%
• 5Y*: 6.81%
• 10Y*: 8.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

POSKX vs. SWBGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
POSKX PrimeCap Odyssey Stock Fund	22.10%	25.73%	12.77%	21.18%	-11.12%	32.48%	10.13%	27.15%	-7.19%	25.99%
SWBGX Schwab MarketTrack Balanced Portfolio™	7.84%	14.73%	9.10%	14.99%	-14.35%	12.85%	10.50%	18.56%	-5.43%	12.70%

Correlation

The correlation between POSKX and SWBGX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Nov 3, 2004	0.92

The correlation between POSKX and SWBGX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

Return for Risk

POSKX vs. SWBGX — Risk / Return Rank

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

POSKX

POSKX Risk / Return Rank: 91
POSKX Sharpe Ratio Rank: 94
POSKX Sortino Ratio Rank: 91
POSKX Omega Ratio Rank: 85
POSKX Calmar Ratio Rank: 93
POSKX Martin Ratio Rank: 94

SWBGX

SWBGX Risk / Return Rank: 73
SWBGX Sharpe Ratio Rank: 75
SWBGX Sortino Ratio Rank: 74
SWBGX Omega Ratio Rank: 71
SWBGX Calmar Ratio Rank: 71
SWBGX Martin Ratio Rank: 76

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.

POSKX vs. SWBGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PrimeCap Odyssey Stock Fund (POSKX) 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.

	POSKX	SWBGX	Difference
Sharpe ratio: Return per unit of total volatility	3.25	2.51	+0.74
Sortino ratio: Return per unit of downside risk	4.48	3.58	+0.89
Omega ratio: Gain probability vs. loss probability	1.57	1.47	+0.10
Calmar ratio: Return relative to maximum drawdown	5.18	3.28	+1.90
Martin ratio: Return relative to average drawdown	21.69	14.31	+7.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

POSKX vs. SWBGX - Sharpe Ratio Comparison

The current POSKX Sharpe Ratio is 3.25, which is comparable to the SWBGX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of POSKX and SWBGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	POSKX	SWBGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.25	2.51	+0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	0.62	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.75	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.60	+0.06

Drawdowns

POSKX vs. SWBGX - Drawdown Comparison

The maximum POSKX drawdown since its inception was -50.18%, which is greater than SWBGX's maximum drawdown of -40.37%. Use the drawdown chart below to compare losses from any high point for POSKX and SWBGX.

Drawdown Indicators

	POSKX	SWBGX	Difference
Max Drawdown Largest peak-to-trough decline	-50.18%	-40.37%	-9.81%
Max Drawdown (1Y) Largest decline over 1 year	-9.99%	-5.89%	-4.10%
Max Drawdown (3Y) Largest decline over 3 years	-20.25%	-9.69%	-10.56%
Max Drawdown (5Y) Largest decline over 5 years	-22.96%	-23.97%	+1.01%
Max Drawdown (10Y) Largest decline over 10 years	-36.88%	-23.97%	-12.91%
Current Drawdown Current decline from peak	-0.12%	0.00%	-0.12%
Average Drawdown Average peak-to-trough decline	-6.15%	-5.41%	-0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	1.35%	+1.03%

Volatility

POSKX vs. SWBGX - Volatility Comparison

PrimeCap Odyssey Stock Fund (POSKX) has a higher volatility of 6.13% compared to Schwab MarketTrack Balanced Portfolio™ (SWBGX) at 2.38%. This indicates that POSKX'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.

Volatility by Period

	POSKX	SWBGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.13%	2.38%	+3.75%
Volatility (6M) Calculated over the trailing 6-month period	12.66%	6.05%	+6.61%
Volatility (1Y) Calculated over the trailing 1-year period	15.92%	7.70%	+8.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	11.02%	+6.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.00%	10.97%	+8.03%

POSKX vs. SWBGX - Expense Ratio Comparison

POSKX has a 0.65% expense ratio, which is higher than SWBGX's 0.40% expense ratio.

Dividends

POSKX vs. SWBGX - Dividend Comparison

POSKX's dividend yield for the trailing twelve months is around 22.47%, more than SWBGX's 7.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
POSKX PrimeCap Odyssey Stock Fund	22.47%	27.44%	18.13%	10.14%	12.13%	14.58%	7.85%	6.03%	3.03%	2.17%	2.93%	1.92%
SWBGX Schwab MarketTrack Balanced Portfolio™	7.13%	7.69%	10.74%	4.23%	4.13%	5.02%	6.41%	4.42%	7.11%	5.30%	3.18%	14.29%

Frequently Asked Questions

Can I hold both POSKX and SWBGX in my portfolio?

POSKX and SWBGX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, POSKX or SWBGX?

POSKX has higher volatility (6.13%) compared to SWBGX (2.38%). In terms of maximum drawdown, POSKX dropped -50.18% vs SWBGX's -40.37%.

Which has better risk-adjusted returns?

POSKX currently has the higher Sharpe Ratio (3.25 vs 2.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.