SWBGX vs. SCHF
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab International Equity ETF (SCHF).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.
Performance
SWBGX vs. SCHF - Performance Comparison
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SWBGX vs. SCHF - 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% |
SCHF Schwab International Equity ETF | 2.95% | 34.55% | 3.28% | 18.35% | -14.80% | 11.40% | 9.48% | 22.26% | -14.29% | 26.03% |
Returns By Period
In the year-to-date period, SWBGX achieves a -2.12% return, which is significantly lower than SCHF's 2.95% return. Over the past 10 years, SWBGX has underperformed SCHF with an annualized return of 7.36%, while SCHF has yielded a comparatively higher 9.42% 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%
SCHF
- 1D
- 3.25%
- 1M
- -8.44%
- YTD
- 2.95%
- 6M
- 9.36%
- 1Y
- 29.56%
- 3Y*
- 16.15%
- 5Y*
- 8.69%
- 10Y*
- 9.42%
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SWBGX vs. SCHF - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Return for Risk
SWBGX vs. SCHF — Risk / Return Rank
SWBGX
SCHF
SWBGX vs. SCHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab International Equity ETF (SCHF). 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 | SCHF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.68 | -0.49 |
Sortino ratioReturn per unit of downside risk | 1.71 | 2.30 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.47 | -1.01 |
Martin ratioReturn relative to average drawdown | 6.84 | 9.63 | -2.79 |
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 | SCHF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.68 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.54 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.55 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.40 | +0.18 |
Correlation
The correlation between SWBGX and SCHF is 0.88, 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. SCHF - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.86%, more than SCHF's 3.32% 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% |
SCHF Schwab International Equity ETF | 3.32% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Drawdowns
SWBGX vs. SCHF - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for SWBGX and SCHF.
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Drawdown Indicators
| SWBGX | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -34.87% | -5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -11.48% | +3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -29.14% | +5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | -34.87% | +10.90% |
Current DrawdownCurrent decline from peak | -5.84% | -8.60% | +2.76% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -7.44% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.95% | -1.33% |
Volatility
SWBGX vs. SCHF - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 3.22%, while Schwab International Equity ETF (SCHF) has a volatility of 8.47%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWBGX | SCHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 8.47% | -5.25% |
Volatility (6M)Calculated over the trailing 6-month period | 5.68% | 11.70% | -6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 17.72% | -7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 16.14% | -5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.93% | 17.09% | -6.16% |