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SWBGX vs. SWLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWBGX vs. SWLSX - Performance Comparison

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

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SWBGX vs. SWLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWBGX
Schwab MarketTrack Balanced Portfolio™
-0.51%14.73%9.10%14.99%-14.35%12.85%10.50%18.56%-5.43%12.70%
SWLSX
Schwab Large-Cap Growth Fund™
-9.26%19.69%29.41%38.27%-27.00%29.03%29.03%31.02%-7.93%29.01%

Returns By Period

In the year-to-date period, SWBGX achieves a -0.51% return, which is significantly higher than SWLSX's -9.26% return. Over the past 10 years, SWBGX has underperformed SWLSX with an annualized return of 7.54%, while SWLSX has yielded a comparatively higher 14.47% annualized return.


SWBGX

1D
1.65%
1M
-3.77%
YTD
-0.51%
6M
1.22%
1Y
13.35%
3Y*
10.97%
5Y*
5.78%
10Y*
7.54%

SWLSX

1D
3.97%
1M
-5.24%
YTD
-9.26%
6M
-8.22%
1Y
18.95%
3Y*
19.82%
5Y*
12.04%
10Y*
14.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWBGX vs. SWLSX - Expense Ratio Comparison

SWBGX has a 0.40% expense ratio, which is lower than SWLSX's 0.99% expense ratio.


Return for Risk

SWBGX vs. SWLSX — Risk / Return Rank

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

SWBGX
SWBGX Risk / Return Rank: 7575
Overall Rank
SWBGX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SWBGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SWBGX Omega Ratio Rank: 7272
Omega Ratio Rank
SWBGX Calmar Ratio Rank: 7474
Calmar Ratio Rank
SWBGX Martin Ratio Rank: 8181
Martin Ratio Rank

SWLSX
SWLSX Risk / Return Rank: 4444
Overall Rank
SWLSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SWLSX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SWLSX Omega Ratio Rank: 4444
Omega Ratio Rank
SWLSX Calmar Ratio Rank: 4949
Calmar Ratio Rank
SWLSX Martin Ratio Rank: 4141
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. SWLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab Large-Cap Growth Fund™ (SWLSX). 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.


SWBGXSWLSXDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.87

+0.46

Sortino ratio

Return per unit of downside risk

1.93

1.41

+0.53

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

1.82

1.24

+0.58

Martin ratio

Return relative to average drawdown

8.38

4.32

+4.05

SWBGX vs. SWLSX - Sharpe Ratio Comparison

The current SWBGX Sharpe Ratio is 1.34, which is higher than the SWLSX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SWBGX and SWLSX, 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


SWBGXSWLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.87

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.58

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.70

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.52

+0.06

Correlation

The correlation between SWBGX and SWLSX is 0.89, 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. SWLSX - Dividend Comparison

SWBGX's dividend yield for the trailing twelve months is around 7.73%, more than SWLSX's 1.29% yield.


TTM20252024202320222021202020192018201720162015
SWBGX
Schwab MarketTrack Balanced Portfolio™
7.73%7.69%10.74%4.23%4.13%5.02%6.41%4.42%7.11%5.30%3.18%14.29%
SWLSX
Schwab Large-Cap Growth Fund™
1.29%1.17%0.11%0.04%2.07%7.77%1.07%5.32%12.35%7.92%4.46%17.08%

Drawdowns

SWBGX vs. SWLSX - Drawdown Comparison

The maximum SWBGX drawdown since its inception was -40.37%, smaller than the maximum SWLSX drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for SWBGX and SWLSX.


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Drawdown Indicators


SWBGXSWLSXDifference

Max Drawdown

Largest peak-to-trough decline

-40.37%

-49.89%

+9.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-16.17%

+8.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.97%

-31.32%

+7.35%

Max Drawdown (10Y)

Largest decline over 10 years

-23.97%

-31.32%

+7.35%

Current Drawdown

Current decline from peak

-4.28%

-12.84%

+8.56%

Average Drawdown

Average peak-to-trough decline

-5.44%

-7.98%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

4.65%

-3.01%

Volatility

SWBGX vs. SWLSX - Volatility Comparison

The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 3.74%, while Schwab Large-Cap Growth Fund™ (SWLSX) has a volatility of 7.17%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than SWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWBGXSWLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

7.17%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

5.91%

13.03%

-7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.24%

22.89%

-12.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.00%

21.04%

-10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.95%

20.79%

-9.84%