SWEGX vs. PRSGX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and T. Rowe Price Spectrum Diversified Equity Fund (PRSGX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. PRSGX is managed by T. Rowe Price. It was launched on Jun 29, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWEGX or PRSGX.
Correlation
The correlation between SWEGX and PRSGX 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.
Performance
SWEGX vs. PRSGX - Performance Comparison
Key characteristics
SWEGX:
0.18
PRSGX:
-0.03
SWEGX:
0.36
PRSGX:
0.09
SWEGX:
1.05
PRSGX:
1.01
SWEGX:
0.16
PRSGX:
-0.02
SWEGX:
0.57
PRSGX:
-0.07
SWEGX:
5.61%
PRSGX:
6.57%
SWEGX:
18.05%
PRSGX:
18.54%
SWEGX:
-60.17%
PRSGX:
-62.07%
SWEGX:
-10.57%
PRSGX:
-15.90%
Returns By Period
In the year-to-date period, SWEGX achieves a -1.42% return, which is significantly higher than PRSGX's -4.55% return. Over the past 10 years, SWEGX has outperformed PRSGX with an annualized return of 4.65%, while PRSGX has yielded a comparatively lower 0.79% annualized return.
SWEGX
-1.42%
-0.78%
-7.34%
2.90%
9.69%
4.65%
PRSGX
-4.55%
-1.66%
-9.76%
-0.88%
4.71%
0.79%
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SWEGX vs. PRSGX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is lower than PRSGX's 0.73% expense ratio.
Risk-Adjusted Performance
SWEGX vs. PRSGX — Risk-Adjusted Performance Rank
SWEGX
PRSGX
SWEGX vs. PRSGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and T. Rowe Price Spectrum Diversified Equity Fund (PRSGX). 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.
Dividends
SWEGX vs. PRSGX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.69%, more than PRSGX's 1.02% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 7.69% | 7.58% | 3.15% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% | 1.37% |
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | 1.02% | 0.97% | 0.91% | 0.68% | 0.61% | 0.82% | 1.29% | 1.35% | 1.07% | 1.19% | 1.24% | 9.26% |
Drawdowns
SWEGX vs. PRSGX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -60.17%, roughly equal to the maximum PRSGX drawdown of -62.07%. Use the drawdown chart below to compare losses from any high point for SWEGX and PRSGX. For additional features, visit the drawdowns tool.
Volatility
SWEGX vs. PRSGX - Volatility Comparison
The current volatility for Schwab MarketTrack All Equity Portfolio™ (SWEGX) is 12.08%, while T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) has a volatility of 13.39%. This indicates that SWEGX experiences smaller price fluctuations and is considered to be less risky than PRSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.