SWBGX vs. SNXFX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab 1000 Index Fund (SNXFX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SNXFX is a passively managed fund by Charles Schwab that tracks the performance of the Schwab 1000 Index. It was launched on Apr 2, 1991.
Performance
SWBGX vs. SNXFX - Performance Comparison
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SWBGX vs. SNXFX - 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% |
SNXFX Schwab 1000 Index Fund | -6.94% | 17.23% | 24.46% | 26.53% | -19.46% | 26.10% | 20.71% | 31.43% | -5.04% | 21.71% |
Returns By Period
In the year-to-date period, SWBGX achieves a -2.12% return, which is significantly higher than SNXFX's -6.94% return. Over the past 10 years, SWBGX has underperformed SNXFX with an annualized return of 7.36%, while SNXFX has yielded a comparatively higher 13.39% 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%
SNXFX
- 1D
- -0.44%
- 1M
- -7.77%
- YTD
- -6.94%
- 6M
- -4.75%
- 1Y
- 14.35%
- 3Y*
- 16.93%
- 5Y*
- 10.55%
- 10Y*
- 13.39%
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SWBGX vs. SNXFX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is higher than SNXFX's 0.05% expense ratio.
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.
| SWBGX | SNXFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.82 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.27 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.02 | +0.44 |
Martin ratioReturn relative to average drawdown | 6.84 | 4.97 | +1.87 |
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 | SNXFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.82 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.61 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.72 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.55 | +0.02 |
Correlation
The correlation between SWBGX and SNXFX is 0.95, 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. SNXFX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.86%, more than SNXFX's 1.56% 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% |
SNXFX Schwab 1000 Index Fund | 1.56% | 1.45% | 1.23% | 1.41% | 1.61% | 1.74% | 2.76% | 3.01% | 6.49% | 4.23% | 3.41% | 6.31% |
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 | -7.57% | -12.33% | +4.76% |
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 | -5.84% | -8.94% | +3.10% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -8.80% | +3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.54% | -0.92% |
Volatility
SWBGX vs. SNXFX - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 3.22%, while Schwab 1000 Index Fund (SNXFX) has a volatility of 4.35%. 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 | 3.22% | 4.35% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 5.68% | 9.32% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 18.40% | -8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 17.28% | -6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.93% | 18.69% | -7.76% |