SWBGX vs. SWNTX

In the year-to-date period, SWBGX achieves a 1.29% return, which is significantly higher than SWNTX's -1.25% return. Over the past 10 years, SWBGX has outperformed SWNTX with an annualized return of 1.52%, while SWNTX has yielded a comparatively lower 1.44% annualized return.

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SWBGX has a 0.40% expense ratio, which is lower than SWNTX's 0.48% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab Tax-Free Bond Fund™ (SWNTX). 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.

The current SWBGX Sharpe Ratio is -0.06, which is lower than the SWNTX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SWBGX and SWNTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWBGX's dividend yield for the trailing twelve months is around 2.62%, less than SWNTX's 3.27% yield.

The maximum SWBGX drawdown since its inception was -42.52%, which is greater than SWNTX's maximum drawdown of -12.93%. Use the drawdown chart below to compare losses from any high point for SWBGX and SWNTX. For additional features, visit the drawdowns tool.