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SWBGX vs. SWNTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWBGX vs. SWNTX - Performance Comparison

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

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SWBGX vs. SWNTX - 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%12.70%
SWNTX
Schwab Tax-Free Bond Fund™
-0.62%4.20%1.57%5.09%-8.57%0.37%4.45%6.55%0.88%4.29%

Returns By Period

In the year-to-date period, SWBGX achieves a -2.12% return, which is significantly lower than SWNTX's -0.62% return. Over the past 10 years, SWBGX has outperformed SWNTX with an annualized return of 7.36%, while SWNTX has yielded a comparatively lower 1.55% annualized 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%

SWNTX

1D
0.19%
1M
-2.70%
YTD
-0.62%
6M
0.90%
1Y
3.60%
3Y*
2.58%
5Y*
0.44%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

SWBGX vs. SWNTX — 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

SWNTX
SWNTX Risk / Return Rank: 5252
Overall Rank
SWNTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SWNTX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SWNTX Omega Ratio Rank: 7878
Omega Ratio Rank
SWNTX Calmar Ratio Rank: 4343
Calmar Ratio Rank
SWNTX Martin Ratio Rank: 3434
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. SWNTX - Risk-Adjusted Trends 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.


SWBGXSWNTXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.02

+0.17

Sortino ratio

Return per unit of downside risk

1.71

1.38

+0.33

Omega ratio

Gain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

1.47

1.08

+0.38

Martin ratio

Return relative to average drawdown

6.84

3.58

+3.26

SWBGX vs. SWNTX - Sharpe Ratio Comparison

The current SWBGX Sharpe Ratio is 1.18, which is comparable to the SWNTX Sharpe Ratio of 1.02. 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.


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Sharpe Ratios by Period


SWBGXSWNTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.02

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.13

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.44

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.15

-0.58

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.


Dividends

SWBGX vs. SWNTX - Dividend Comparison

SWBGX's dividend yield for the trailing twelve months is around 7.86%, more than SWNTX's 3.26% 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%
SWNTX
Schwab Tax-Free Bond Fund™
3.26%3.78%3.20%2.54%1.73%1.62%2.34%2.58%2.41%2.21%3.14%2.71%

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 -13.26%. Use the drawdown chart below to compare losses from any high point for SWBGX and SWNTX.


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Drawdown Indicators


SWBGXSWNTXDifference

Max Drawdown

Largest peak-to-trough decline

-40.37%

-13.26%

-27.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-4.40%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-23.97%

-13.26%

-10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-23.97%

-13.26%

-10.71%

Current Drawdown

Current decline from peak

-5.84%

-2.70%

-3.14%

Average Drawdown

Average peak-to-trough decline

-5.44%

-1.89%

-3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.33%

+0.29%

Volatility

SWBGX vs. SWNTX - Volatility Comparison

Schwab MarketTrack Balanced Portfolio™ (SWBGX) has a higher volatility of 3.22% compared to Schwab Tax-Free Bond Fund™ (SWNTX) at 0.94%. 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.


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Volatility by Period


SWBGXSWNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

0.94%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

1.57%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

10.13%

4.43%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

3.45%

+7.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.93%

3.56%

+7.37%