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SWBGX vs. SWLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWBGX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

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SWBGX vs. SWLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWBGX
SWBGX Risk / Return Rank: 6868
Overall Rank
SWBGX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SWBGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SWBGX Omega Ratio Rank: 6868
Omega Ratio Rank
SWBGX Calmar Ratio Rank: 6565
Calmar Ratio Rank
SWBGX Martin Ratio Rank: 7272
Martin Ratio Rank

SWLGX
SWLGX Risk / Return Rank: 2828
Overall Rank
SWLGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SWLGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SWLGX Omega Ratio Rank: 3131
Omega Ratio Rank
SWLGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SWLGX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SWBGXSWLGXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.66

+0.53

Sortino ratio

Return per unit of downside risk

1.71

1.10

+0.61

Omega ratio

Gain probability vs. loss probability

1.25

1.15

+0.09

Calmar ratio

Return relative to maximum drawdown

1.47

0.72

+0.75

Martin ratio

Return relative to average drawdown

6.84

2.51

+4.33

SWBGX vs. SWLGX - Sharpe Ratio Comparison

The current SWBGX Sharpe Ratio is 1.18, which is higher than the SWLGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SWBGX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWBGXSWLGXDifference

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.


TTM20252024202320222021202020192018201720162015
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


SWBGXSWLGXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.84%

-16.16%

+10.32%

Average Drawdown

Average peak-to-trough decline

-5.44%

-7.13%

+1.69%

Ulcer Index

Depth 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


SWBGXSWLGXDifference

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%