SWBGX vs. SNXFX
SWBGX (Schwab MarketTrack Balanced Portfolio™) and SNXFX (Schwab 1000 Index Fund) are both mutual funds - SWBGX is a Diversified Portfolio fund managed by Charles Schwab, while SNXFX is a Large Cap Blend Equities fund tracking the Schwab 1000 Index. Over the past 10 years, SWBGX returned 8.33%/yr vs 15.45%/yr for SNXFX. Their correlation of 0.95 suggests significant overlap in exposure. SWBGX charges 0.40%/yr vs 0.05%/yr for SNXFX.
Performance
SWBGX vs. SNXFX - Performance Comparison
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Returns By Period
In the year-to-date period, SWBGX achieves a 7.18% return, which is significantly lower than SNXFX's 10.10% return. Over the past 10 years, SWBGX has underperformed SNXFX with an annualized return of 8.33%, while SNXFX has yielded a comparatively higher 15.45% annualized return.
SWBGX
- 1D
- -0.19%
- 1M
- 0.57%
- YTD
- 7.18%
- 6M
- 6.74%
- 1Y
- 17.34%
- 3Y*
- 13.10%
- 5Y*
- 6.63%
- 10Y*
- 8.33%
SNXFX
- 1D
- -0.37%
- 1M
- 0.44%
- YTD
- 10.10%
- 6M
- 8.98%
- 1Y
- 25.34%
- 3Y*
- 21.31%
- 5Y*
- 12.77%
- 10Y*
- 15.45%
SWBGX vs. SNXFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWBGX Schwab MarketTrack Balanced Portfolio™ | 7.18% | 14.73% | 9.10% | 14.99% | -14.35% | 12.85% | 10.50% | 18.56% | -5.43% | 12.70% |
SNXFX Schwab 1000 Index Fund | 10.10% | 17.23% | 24.46% | 26.53% | -19.46% | 26.10% | 20.71% | 31.43% | -5.04% | 21.71% |
Correlation
The correlation between SWBGX and SNXFX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1996 | 0.95 |
The correlation between SWBGX and SNXFX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
SWBGX vs. SNXFX — Risk / Return Rank
SWBGX
SNXFX
SWBGX vs. SNXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab 1000 Index Fund (SNXFX). 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 | SNXFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.38 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 2.98 | +0.09 |
| Martin ratioReturn relative to average drawdown | 13.19 | 13.32 | -0.13 |
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Drawdowns
SWBGX vs. SNXFX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, smaller than the maximum SNXFX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SWBGX and SNXFX.
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Drawdown Indicators
| SWBGX | SNXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -55.08% | +14.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -8.94% | +3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -9.69% | -19.21% | +9.52% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -25.36% | +1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | -34.58% | +10.61% |
Current DrawdownCurrent decline from peak | -0.61% | -1.60% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -8.75% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 2.00% | -0.63% |
Volatility
SWBGX vs. SNXFX - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 2.89%, while Schwab 1000 Index Fund (SNXFX) has a volatility of 4.82%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than SNXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWBGX | SNXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 4.82% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 6.50% | 10.03% | -3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.09% | 12.79% | -4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.07% | 17.41% | -6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.99% | 18.78% | -7.79% |
SWBGX vs. SNXFX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is higher than SNXFX's 0.05% expense ratio.
Dividends
SWBGX vs. SNXFX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.18%, more than SNXFX's 1.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNXFX Schwab 1000 Index Fund | 1.32% | 1.45% | 1.23% | 1.41% | 1.61% | 1.74% | 2.76% | 3.01% | 6.49% | 4.23% | 3.41% | 6.31% |
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
With a correlation of 0.94, SWBGX and SNXFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SNXFX has higher volatility (4.82%) compared to SWBGX (2.89%). In terms of maximum drawdown, SWBGX dropped -40.37% vs SNXFX's -55.08%.
SWBGX currently has the higher Sharpe Ratio (2.24 vs 2.09), 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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