SFSNX vs. SWBGX
Compare and contrast key facts about Schwab Fundamental US Small Company Index Fund (SFSNX) and Schwab MarketTrack Balanced Portfolio™ (SWBGX).
SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007. SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995.
Performance
SFSNX vs. SWBGX - Performance Comparison
Loading graphics...
SFSNX vs. SWBGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 0.48% | 7.66% | 8.99% | 20.15% | -14.79% | 30.91% | 8.49% | 24.44% | -12.26% | 12.84% |
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, SFSNX achieves a 0.48% return, which is significantly higher than SWBGX's -2.12% return. Over the past 10 years, SFSNX has outperformed SWBGX with an annualized return of 9.73%, while SWBGX has yielded a comparatively lower 7.36% annualized return.
SFSNX
- 1D
- -0.73%
- 1M
- -7.88%
- YTD
- 0.48%
- 6M
- 2.13%
- 1Y
- 16.94%
- 3Y*
- 10.67%
- 5Y*
- 6.04%
- 10Y*
- 9.73%
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.
SFSNX vs. SWBGX - Expense Ratio Comparison
SFSNX has a 0.25% expense ratio, which is lower than SWBGX's 0.40% expense ratio.
Return for Risk
SFSNX vs. SWBGX — Risk / Return Rank
SFSNX
SWBGX
SFSNX vs. SWBGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) 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.
| SFSNX | SWBGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.18 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.71 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.25 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.47 | -0.43 |
Martin ratioReturn relative to average drawdown | 3.98 | 6.84 | -2.86 |
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
| SFSNX | SWBGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.18 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.51 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.68 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.58 | -0.21 |
Correlation
The correlation between SFSNX 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
SFSNX vs. SWBGX - Dividend Comparison
SFSNX's dividend yield for the trailing twelve months is around 1.36%, less than SWBGX's 7.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFSNX Schwab Fundamental US Small Company Index Fund | 1.36% | 1.36% | 1.71% | 1.37% | 7.05% | 12.27% | 1.42% | 3.66% | 11.55% | 6.88% | 1.86% | 6.37% |
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
SFSNX vs. SWBGX - Drawdown Comparison
The maximum SFSNX drawdown since its inception was -58.32%, which is greater than SWBGX's maximum drawdown of -40.37%. Use the drawdown chart below to compare losses from any high point for SFSNX and SWBGX.
Loading graphics...
Drawdown Indicators
| SFSNX | SWBGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.32% | -40.37% | -17.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -7.57% | -6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -23.97% | -1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -44.82% | -23.97% | -20.85% |
Current DrawdownCurrent decline from peak | -9.29% | -5.84% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -5.44% | -2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 1.62% | +2.11% |
Volatility
SFSNX vs. SWBGX - Volatility Comparison
Schwab Fundamental US Small Company Index Fund (SFSNX) has a higher volatility of 5.81% compared to Schwab MarketTrack Balanced Portfolio™ (SWBGX) at 3.22%. This indicates that SFSNX'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
| SFSNX | SWBGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 3.22% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 5.68% | +6.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.89% | 10.13% | +11.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 10.97% | +9.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.25% | 10.93% | +12.32% |