SWBGX vs. SFLNX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007.
Performance
SWBGX vs. SFLNX - Performance Comparison
Loading graphics...
SWBGX vs. SFLNX - 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% |
SFLNX Schwab Fundamental US Large Company Index Fund | 2.71% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
Returns By Period
In the year-to-date period, SWBGX achieves a -0.51% return, which is significantly lower than SFLNX's 2.71% return. Over the past 10 years, SWBGX has underperformed SFLNX with an annualized return of 7.54%, while SFLNX has yielded a comparatively higher 13.25% 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%
SFLNX
- 1D
- 1.98%
- 1M
- -3.63%
- YTD
- 2.71%
- 6M
- 6.30%
- 1Y
- 19.89%
- 3Y*
- 17.10%
- 5Y*
- 11.99%
- 10Y*
- 13.25%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWBGX vs. SFLNX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Return for Risk
SWBGX vs. SFLNX — Risk / Return Rank
SWBGX
SFLNX
SWBGX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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 | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.24 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.93 | 1.79 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.72 | +0.10 |
Martin ratioReturn relative to average drawdown | 8.38 | 8.22 | +0.16 |
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
| SWBGX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.24 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.79 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.72 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.51 | +0.07 |
Correlation
The correlation between SWBGX and SFLNX is 0.93, 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. SFLNX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.73%, more than SFLNX's 1.63% 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% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.63% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
Drawdowns
SWBGX vs. SFLNX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, smaller than the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWBGX and SFLNX.
Loading graphics...
Drawdown Indicators
| SWBGX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -56.18% | +15.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -12.28% | +4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -18.98% | -4.99% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | -37.59% | +13.62% |
Current DrawdownCurrent decline from peak | -4.28% | -4.24% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -6.06% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 2.56% | -0.92% |
Volatility
SWBGX vs. SFLNX - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 3.74%, while Schwab Fundamental US Large Company Index Fund (SFLNX) has a volatility of 4.01%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SWBGX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 4.01% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 5.91% | 8.18% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.24% | 16.24% | -6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.00% | 15.34% | -4.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 18.41% | -7.46% |