SWBGX vs. SWEGX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWEGX is managed by Charles Schwab. It was launched on May 19, 1998.
Performance
SWBGX vs. SWEGX - Performance Comparison
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SWBGX vs. SWEGX - 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% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | -3.20% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
Returns By Period
In the year-to-date period, SWBGX achieves a -2.12% return, which is significantly higher than SWEGX's -3.20% return. Over the past 10 years, SWBGX has underperformed SWEGX with an annualized return of 7.36%, while SWEGX has yielded a comparatively higher 11.28% 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%
SWEGX
- 1D
- -0.24%
- 1M
- -8.44%
- YTD
- -3.20%
- 6M
- -0.35%
- 1Y
- 17.76%
- 3Y*
- 16.20%
- 5Y*
- 9.63%
- 10Y*
- 11.28%
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SWBGX vs. SWEGX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is higher than SWEGX's 0.39% expense ratio.
Return for Risk
SWBGX vs. SWEGX — Risk / Return Rank
SWBGX
SWEGX
SWBGX vs. SWEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX). 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 | SWEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.09 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.60 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.33 | +0.13 |
Martin ratioReturn relative to average drawdown | 6.84 | 6.41 | +0.42 |
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 | SWEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.09 | +0.09 |
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 | 0.66 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.38 | +0.20 |
Correlation
The correlation between SWBGX and SWEGX is 0.98, 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. SWEGX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.86%, more than SWEGX's 7.56% 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% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | 7.56% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
Drawdowns
SWBGX vs. SWEGX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, smaller than the maximum SWEGX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for SWBGX and SWEGX.
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Drawdown Indicators
| SWBGX | SWEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -57.57% | +17.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -11.92% | +4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -24.87% | +0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | -36.08% | +12.11% |
Current DrawdownCurrent decline from peak | -5.84% | -8.93% | +3.09% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -10.42% | +4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.48% | -0.86% |
Volatility
SWBGX vs. SWEGX - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 3.22%, while Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a volatility of 4.88%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than SWEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWBGX | SWEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 4.88% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 5.68% | 8.95% | -3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 16.31% | -6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 15.81% | -4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.93% | 17.28% | -6.35% |