SWBGX vs. SWISX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab International Index Fund (SWISX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997.
Performance
SWBGX vs. SWISX - Performance Comparison
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SWBGX vs. SWISX - 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% |
SWISX Schwab International Index Fund | -1.95% | 31.59% | 3.54% | 18.13% | -14.30% | 11.25% | 8.14% | 21.87% | -13.38% | 25.32% |
Returns By Period
In the year-to-date period, SWBGX achieves a -2.12% return, which is significantly lower than SWISX's -1.95% return. Over the past 10 years, SWBGX has underperformed SWISX with an annualized return of 7.36%, while SWISX has yielded a comparatively higher 8.51% 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%
SWISX
- 1D
- 0.32%
- 1M
- -10.91%
- YTD
- -1.95%
- 6M
- 2.32%
- 1Y
- 19.51%
- 3Y*
- 13.26%
- 5Y*
- 7.79%
- 10Y*
- 8.51%
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SWBGX vs. SWISX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is higher than SWISX's 0.06% expense ratio.
Return for Risk
SWBGX vs. SWISX — Risk / Return Rank
SWBGX
SWISX
SWBGX vs. SWISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab International Index Fund (SWISX). 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 | SWISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.08 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.52 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.51 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.84 | 5.81 | +1.03 |
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 | SWISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.08 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.49 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.51 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.29 | +0.29 |
Correlation
The correlation between SWBGX and SWISX is 0.80, 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. SWISX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.86%, more than SWISX's 3.62% 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% |
SWISX Schwab International Index Fund | 3.62% | 3.55% | 3.29% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% |
Drawdowns
SWBGX vs. SWISX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for SWBGX and SWISX.
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Drawdown Indicators
| SWBGX | SWISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -60.65% | +20.28% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -11.39% | +3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -29.42% | +5.45% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | -33.83% | +9.86% |
Current DrawdownCurrent decline from peak | -5.84% | -10.91% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -14.88% | +9.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.97% | -1.35% |
Volatility
SWBGX vs. SWISX - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 3.22%, while Schwab International Index Fund (SWISX) has a volatility of 7.16%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWBGX | SWISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 7.16% | -3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 5.68% | 10.88% | -5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 17.01% | -6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 16.06% | -5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.93% | 16.79% | -5.86% |