SWBGX vs. FIQDX
SWBGX (Schwab MarketTrack Balanced Portfolio™) and FIQDX (Fidelity Advisor Strategic Real Return Fund Class Z) are both Diversified Portfolio funds. Over the past 5 years, SWBGX returned 6.35%/yr vs 5.62%/yr for FIQDX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. SWBGX charges 0.40%/yr vs 0.61%/yr for FIQDX.
Performance
SWBGX vs. FIQDX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SWBGX having a 7.08% return and FIQDX slightly lower at 7.02%.
SWBGX
- 1D
- 1.05%
- 1M
- -0.09%
- 6M
- 4.96%
- YTD
- 7.08%
- 1Y
- 15.04%
- 3Y*
- 11.67%
- 5Y*
- 6.35%
- 10Y*
- 7.85%
- ALL TIME*
- 6.61%
FIQDX
- 1D
- 0.11%
- 1M
- 0.64%
- 6M
- 3.39%
- YTD
- 7.02%
- 1Y
- 13.24%
- 3Y*
- 8.25%
- 5Y*
- 5.62%
- 10Y*
- —
- ALL TIME*
- 6.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SWBGX vs. FIQDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SWBGX Schwab MarketTrack Balanced Portfolio™ | 7.08% | 14.73% | 9.10% | 14.99% | -14.35% | 12.85% | 10.50% | 18.56% | -8.24% |
FIQDX Fidelity Advisor Strategic Real Return Fund Class Z | 7.02% | 10.40% | 6.03% | 4.55% | -3.17% | 15.96% | 3.79% | 10.63% | -4.90% |
Correlation
The correlation between SWBGX and FIQDX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.65 |
Over the past year, the correlation between SWBGX and FIQDX has dropped to 0.39 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
SWBGX vs. FIQDX — Risk / Return Rank
SWBGX
FIQDX
SWBGX vs. FIQDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Fidelity Advisor Strategic Real Return Fund Class Z (FIQDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWBGX | FIQDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.51 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 3.52 | -1.10 |
| Martin ratioReturn relative to average drawdown | 10.24 | 11.39 | -1.15 |
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Drawdowns
SWBGX vs. FIQDX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, which is greater than FIQDX's maximum drawdown of -19.98%. Use the drawdown chart below to compare losses from any high point for SWBGX and FIQDX.
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Drawdown Indicators
| SWBGX | FIQDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -19.98% | -20.39% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -3.63% | -2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -9.69% | -5.91% | -3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -12.79% | -11.18% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | — | — |
Current DrawdownCurrent decline from peak | -0.70% | -2.38% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -2.96% | -2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.12% | +0.27% |
Volatility
SWBGX vs. FIQDX - Volatility Comparison
Schwab MarketTrack Balanced Portfolio™ (SWBGX) has a higher volatility of 2.24% compared to Fidelity Advisor Strategic Real Return Fund Class Z (FIQDX) at 1.71%. This indicates that SWBGX's price experiences larger fluctuations and is considered to be riskier than FIQDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWBGX | FIQDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 1.71% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 6.66% | 3.82% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.20% | 4.96% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.08% | 6.91% | +4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 7.38% | +3.57% |
SWBGX vs. FIQDX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is lower than FIQDX's 0.61% expense ratio.
Dividends
SWBGX vs. FIQDX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.18%, more than FIQDX's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIQDX Fidelity Advisor Strategic Real Return Fund Class Z | 3.26% | 4.75% | 4.88% | 5.38% | 7.39% | 5.44% | 2.29% | 3.17% | 8.46% | 0.00% | 0.00% | 0.00% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | 7.18% | 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
SWBGX and FIQDX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWBGX has higher volatility (2.24%) compared to FIQDX (1.71%). In terms of maximum drawdown, SWBGX dropped -40.37% vs FIQDX's -19.98%.
FIQDX currently has the higher Sharpe Ratio (2.61 vs 1.74), 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.
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