SWBGX vs. NWQIX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Nuveen Flexible Income Fund (NWQIX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. NWQIX is managed by Nuveen. It was launched on Dec 8, 2009.
Performance
SWBGX vs. NWQIX - Performance Comparison
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SWBGX vs. NWQIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NWQIX Nuveen Flexible Income Fund | -0.33% | 12.22% | 6.03% | 11.61% | -13.64% | 4.94% | 5.54% | 18.57% | -4.07% | 9.18% |
Returns By Period
In the year-to-date period, SWBGX achieves a -2.12% return, which is significantly lower than NWQIX's -0.33% return. Over the past 10 years, SWBGX has outperformed NWQIX with an annualized return of 7.36%, while NWQIX has yielded a comparatively lower 5.38% annualized return.
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%
NWQIX
- 1D
- 0.00%
- 1M
- -2.94%
- YTD
- -0.33%
- 6M
- 2.27%
- 1Y
- 10.77%
- 3Y*
- 9.04%
- 5Y*
- 3.81%
- 10Y*
- 5.38%
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SWBGX vs. NWQIX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is lower than NWQIX's 0.70% expense ratio.
Return for Risk
SWBGX vs. NWQIX — Risk / Return Rank
SWBGX
NWQIX
SWBGX vs. NWQIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Nuveen Flexible Income Fund (NWQIX). 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 | NWQIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 2.58 | -1.40 |
Sortino ratioReturn per unit of downside risk | 1.71 | 3.49 | -1.78 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.56 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.91 | -1.45 |
Martin ratioReturn relative to average drawdown | 6.84 | 11.90 | -5.07 |
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 | NWQIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 2.58 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.68 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.86 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.72 | -0.14 |
Correlation
The correlation between SWBGX and NWQIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SWBGX vs. NWQIX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.86%, more than NWQIX's 5.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NWQIX Nuveen Flexible Income Fund | 5.75% | 6.52% | 5.20% | 7.84% | 7.02% | 4.39% | 4.82% | 5.71% | 6.23% | 5.67% | 5.52% | 5.70% |
Drawdowns
SWBGX vs. NWQIX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, which is greater than NWQIX's maximum drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for SWBGX and NWQIX.
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Drawdown Indicators
| SWBGX | NWQIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -23.89% | -16.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -3.75% | -3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -17.75% | -6.22% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | -23.89% | -0.08% |
Current DrawdownCurrent decline from peak | -5.84% | -2.94% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -3.04% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 0.92% | +0.70% |
Volatility
SWBGX vs. NWQIX - Volatility Comparison
Schwab MarketTrack Balanced Portfolio™ (SWBGX) has a higher volatility of 3.22% compared to Nuveen Flexible Income Fund (NWQIX) at 1.50%. This indicates that SWBGX's price experiences larger fluctuations and is considered to be riskier than NWQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWBGX | NWQIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 1.50% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 5.68% | 2.76% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 4.41% | +5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 5.64% | +5.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.93% | 6.31% | +4.62% |