SWBGX vs. SWNTX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab Tax-Free Bond Fund™ (SWNTX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWNTX is managed by Charles Schwab. It was launched on Sep 10, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWBGX or SWNTX.
Key characteristics
| SWBGX | SWNTX | |
|---|---|---|
| YTD Return | 11.83% | 1.76% |
| 1Y Return | 22.56% | 6.77% |
| 3Y Return (Ann) | 3.04% | -0.41% |
| 5Y Return (Ann) | 7.05% | 0.82% |
| 10Y Return (Ann) | 6.47% | 1.53% |
| Sharpe Ratio | 2.67 | 2.27 |
| Sortino Ratio | 3.84 | 3.47 |
| Omega Ratio | 1.53 | 1.53 |
| Calmar Ratio | 2.00 | 0.81 |
| Martin Ratio | 17.80 | 9.81 |
| Ulcer Index | 1.22% | 0.70% |
| Daily Std Dev | 8.13% | 3.02% |
| Max Drawdown | -40.37% | -12.93% |
| Current Drawdown | 0.00% | -2.20% |
Correlation
The correlation between SWBGX and SWNTX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SWBGX vs. SWNTX - Performance Comparison
In the year-to-date period, SWBGX achieves a 11.83% return, which is significantly higher than SWNTX's 1.76% return. Over the past 10 years, SWBGX has outperformed SWNTX with an annualized return of 6.47%, while SWNTX has yielded a comparatively lower 1.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SWBGX vs. SWNTX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is lower than SWNTX's 0.48% expense ratio.
Risk-Adjusted Performance
SWBGX vs. SWNTX - Risk-Adjusted Performance Comparison
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.
Dividends
SWBGX vs. SWNTX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 2.02%, less than SWNTX's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWBGX Schwab MarketTrack Balanced Portfolio™ | 2.02% | 2.25% | 1.82% | 1.60% | 1.64% | 2.09% | 2.37% | 1.79% | 1.72% | 2.04% | 1.60% | 1.43% |
SWNTX Schwab Tax-Free Bond Fund™ | 3.41% | 3.06% | 2.33% | 1.67% | 1.97% | 2.31% | 2.42% | 2.34% | 2.24% | 2.22% | 2.30% | 2.38% |
Drawdowns
SWBGX vs. SWNTX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, 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.
Volatility
SWBGX vs. SWNTX - Volatility Comparison
Schwab MarketTrack Balanced Portfolio™ (SWBGX) has a higher volatility of 2.14% compared to Schwab Tax-Free Bond Fund™ (SWNTX) at 1.51%. This indicates that SWBGX's price experiences larger fluctuations and is considered to be riskier than SWNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.