SWBGX vs. SWLGX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
SWBGX vs. SWLGX - Performance Comparison
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SWBGX vs. SWLGX - 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% | 0.32% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, SWBGX achieves a -2.12% return, which is significantly higher than SWLGX's -13.06% 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%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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SWBGX vs. SWLGX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
SWBGX vs. SWLGX — Risk / Return Rank
SWBGX
SWLGX
SWBGX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.66 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.10 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.15 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.72 | +0.75 |
Martin ratioReturn relative to average drawdown | 6.84 | 2.51 | +4.33 |
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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.66 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.56 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.68 | -0.10 |
Correlation
The correlation between SWBGX and SWLGX is 0.84, 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. SWLGX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.86%, more than SWLGX's 0.52% 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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWBGX vs. SWLGX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SWBGX and SWLGX.
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Drawdown Indicators
| SWBGX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -32.69% | -7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -16.16% | +8.59% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -32.69% | +8.72% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | — | — |
Current DrawdownCurrent decline from peak | -5.84% | -16.16% | +10.32% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -7.13% | +1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 4.62% | -3.00% |
Volatility
SWBGX vs. SWLGX - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 3.22%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWBGX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 5.38% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 5.68% | 11.82% | -6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 22.31% | -12.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 21.47% | -10.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.93% | 22.78% | -11.85% |