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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWBGX or SWISX.
Key characteristics
| SWBGX | SWISX | |
|---|---|---|
| YTD Return | 10.87% | 4.43% |
| 1Y Return | 18.13% | 12.23% |
| 3Y Return (Ann) | 2.87% | 1.45% |
| 5Y Return (Ann) | 6.80% | 5.55% |
| 10Y Return (Ann) | 6.38% | 5.06% |
| Sharpe Ratio | 2.54 | 1.16 |
| Sortino Ratio | 3.67 | 1.67 |
| Omega Ratio | 1.51 | 1.20 |
| Calmar Ratio | 2.46 | 1.77 |
| Martin Ratio | 16.91 | 5.87 |
| Ulcer Index | 1.22% | 2.59% |
| Daily Std Dev | 8.11% | 13.16% |
| Max Drawdown | -40.37% | -60.65% |
| Current Drawdown | -0.95% | -8.61% |
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.
Performance
SWBGX vs. SWISX - Performance Comparison
In the year-to-date period, SWBGX achieves a 10.87% return, which is significantly higher than SWISX's 4.43% return. Over the past 10 years, SWBGX has outperformed SWISX with an annualized return of 6.38%, while SWISX has yielded a comparatively lower 5.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
SWBGX vs. SWISX - Risk-Adjusted Performance 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.
Dividends
SWBGX vs. SWISX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 2.03%, less than SWISX's 3.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWBGX Schwab MarketTrack Balanced Portfolio™ | 2.03% | 2.25% | 1.82% | 1.60% | 1.64% | 2.09% | 2.37% | 1.79% | 1.72% | 2.04% | 1.60% | 1.43% |
SWISX Schwab International Index Fund | 3.17% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
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. For additional features, visit the drawdowns tool.
Volatility
SWBGX vs. SWISX - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 2.17%, while Schwab International Index Fund (SWISX) has a volatility of 3.88%. 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.