SWBGX vs. DODBX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Dodge & Cox Balanced Fund (DODBX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. DODBX is managed by Dodge & Cox. It was launched on Jun 25, 1931.
Performance
SWBGX vs. DODBX - Performance Comparison
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SWBGX vs. DODBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWBGX Schwab MarketTrack Balanced Portfolio™ | -0.51% | 14.73% | 9.10% | 14.99% | -14.35% | 12.85% | 10.50% | 18.56% | -5.43% | 12.70% |
DODBX Dodge & Cox Balanced Fund | -0.36% | 14.44% | 8.76% | 13.77% | -7.30% | 19.21% | 7.93% | 19.64% | -4.66% | 11.51% |
Returns By Period
In the year-to-date period, SWBGX achieves a -0.51% return, which is significantly lower than DODBX's -0.36% return. Over the past 10 years, SWBGX has underperformed DODBX with an annualized return of 7.54%, while DODBX has yielded a comparatively higher 9.45% annualized return.
SWBGX
- 1D
- 1.65%
- 1M
- -3.77%
- YTD
- -0.51%
- 6M
- 1.22%
- 1Y
- 13.35%
- 3Y*
- 10.97%
- 5Y*
- 5.78%
- 10Y*
- 7.54%
DODBX
- 1D
- 1.37%
- 1M
- -3.79%
- YTD
- -0.36%
- 6M
- 1.20%
- 1Y
- 8.67%
- 3Y*
- 11.26%
- 5Y*
- 7.08%
- 10Y*
- 9.45%
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SWBGX vs. DODBX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is lower than DODBX's 0.52% expense ratio.
Return for Risk
SWBGX vs. DODBX — Risk / Return Rank
SWBGX
DODBX
SWBGX vs. DODBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Dodge & Cox Balanced Fund (DODBX). 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.
| SWBGX | DODBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.90 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.93 | 1.28 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.19 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.11 | +0.71 |
Martin ratioReturn relative to average drawdown | 8.38 | 4.57 | +3.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWBGX | DODBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.90 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.66 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.72 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.73 | -0.15 |
Correlation
The correlation between SWBGX and DODBX is 0.89, 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
SWBGX vs. DODBX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.73%, more than DODBX's 7.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWBGX Schwab MarketTrack Balanced Portfolio™ | 7.73% | 7.69% | 10.74% | 4.23% | 4.13% | 5.02% | 6.41% | 4.42% | 7.11% | 5.30% | 3.18% | 14.29% |
DODBX Dodge & Cox Balanced Fund | 7.25% | 7.53% | 8.21% | 4.64% | 8.67% | 10.62% | 6.92% | 9.35% | 9.57% | 7.53% | 5.59% | 5.44% |
Drawdowns
SWBGX vs. DODBX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, smaller than the maximum DODBX drawdown of -50.20%. Use the drawdown chart below to compare losses from any high point for SWBGX and DODBX.
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Drawdown Indicators
| SWBGX | DODBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -50.20% | +9.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -7.71% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -17.74% | -6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | -31.29% | +7.32% |
Current DrawdownCurrent decline from peak | -4.28% | -4.13% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -4.69% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 1.88% | -0.24% |
Volatility
SWBGX vs. DODBX - Volatility Comparison
Schwab MarketTrack Balanced Portfolio™ (SWBGX) has a higher volatility of 3.74% compared to Dodge & Cox Balanced Fund (DODBX) at 3.03%. This indicates that SWBGX's price experiences larger fluctuations and is considered to be riskier than DODBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWBGX | DODBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 3.03% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 5.91% | 5.55% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.24% | 9.79% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.00% | 10.82% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 13.26% | -2.31% |