SWBGX vs. SFSNX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab Fundamental US Small Company Index Fund (SFSNX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007.
Performance
SWBGX vs. SFSNX - Performance Comparison
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SWBGX vs. SFSNX - 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% |
SFSNX Schwab Fundamental US Small Company Index Fund | 0.48% | 7.66% | 8.99% | 20.15% | -14.79% | 30.91% | 8.49% | 24.44% | -12.26% | 12.84% |
Returns By Period
In the year-to-date period, SWBGX achieves a -2.12% return, which is significantly lower than SFSNX's 0.48% return. Over the past 10 years, SWBGX has underperformed SFSNX with an annualized return of 7.36%, while SFSNX has yielded a comparatively higher 9.73% 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%
SFSNX
- 1D
- -0.73%
- 1M
- -7.88%
- YTD
- 0.48%
- 6M
- 2.13%
- 1Y
- 16.94%
- 3Y*
- 10.67%
- 5Y*
- 6.04%
- 10Y*
- 9.73%
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SWBGX vs. SFSNX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is higher than SFSNX's 0.25% expense ratio.
Return for Risk
SWBGX vs. SFSNX — Risk / Return Rank
SWBGX
SFSNX
SWBGX vs. SFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab Fundamental US Small Company Index Fund (SFSNX). 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 | SFSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.79 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.25 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.03 | +0.43 |
Martin ratioReturn relative to average drawdown | 6.84 | 3.98 | +2.86 |
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 | SFSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.79 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.29 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.42 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.36 | +0.21 |
Correlation
The correlation between SWBGX and SFSNX is 0.90, 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. SFSNX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.86%, more than SFSNX's 1.36% 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% |
SFSNX Schwab Fundamental US Small Company Index Fund | 1.36% | 1.36% | 1.71% | 1.37% | 7.05% | 12.27% | 1.42% | 3.66% | 11.55% | 6.88% | 1.86% | 6.37% |
Drawdowns
SWBGX vs. SFSNX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, smaller than the maximum SFSNX drawdown of -58.32%. Use the drawdown chart below to compare losses from any high point for SWBGX and SFSNX.
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Drawdown Indicators
| SWBGX | SFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -58.32% | +17.95% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -14.38% | +6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -25.91% | +1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | -44.82% | +20.85% |
Current DrawdownCurrent decline from peak | -5.84% | -9.29% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -8.38% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 3.73% | -2.11% |
Volatility
SWBGX vs. SFSNX - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 3.22%, while Schwab Fundamental US Small Company Index Fund (SFSNX) has a volatility of 5.81%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than SFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWBGX | SFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 5.81% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 5.68% | 12.50% | -6.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 21.89% | -11.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 20.90% | -9.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.93% | 23.25% | -12.32% |