SWBGX vs. SWLSX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab Large-Cap Growth Fund™ (SWLSX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005.
Performance
SWBGX vs. SWLSX - Performance Comparison
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SWBGX vs. SWLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
SWBGX
SWLSX
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.
| SWBGX | SWLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.87 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.93 | 1.41 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.20 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.24 | +0.58 |
Martin ratioReturn relative to average drawdown | 8.38 | 4.32 | +4.05 |
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 | SWLSX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| SWBGX | SWLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.28% | -12.84% | +8.56% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -7.98% | +2.54% |
Ulcer IndexDepth 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
| SWBGX | SWLSX | Difference | |
|---|---|---|---|
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% |