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SWBGX vs. SWNTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, SWBGX achieves a 7.38% return, which is significantly higher than SWNTX's 1.42% return. Over the past 10 years, SWBGX has outperformed SWNTX with an annualized return of 8.18%, while SWNTX has yielded a comparatively lower 1.64% annualized return.


SWBGX

1D
0.66%
1M
0.76%
YTD
7.38%
6M
7.15%
1Y
18.23%
3Y*
12.66%
5Y*
6.87%
10Y*
8.18%

SWNTX

1D
0.09%
1M
1.48%
YTD
1.42%
6M
1.82%
1Y
6.36%
3Y*
3.39%
5Y*
0.60%
10Y*
1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWBGX vs. SWNTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWBGX
Schwab MarketTrack Balanced Portfolio™
7.38%14.73%9.10%14.99%-14.35%12.85%10.50%18.56%-5.43%12.70%
SWNTX
Schwab Tax-Free Bond Fund™
1.42%4.20%1.57%5.09%-8.57%0.37%4.45%6.55%0.88%4.29%

Correlation

The correlation between SWBGX and SWNTX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1996

0.02

Over the past year, SWBGX and SWNTX have become more correlated (0.28) than their long-term average of 0.02, meaning their price movements have been converging.

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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: 7171
Overall Rank
SWBGX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SWBGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
SWBGX Omega Ratio Rank: 6868
Omega Ratio Rank
SWBGX Calmar Ratio Rank: 7070
Calmar Ratio Rank
SWBGX Martin Ratio Rank: 7575
Martin Ratio Rank

SWNTX
SWNTX Risk / Return Rank: 6969
Overall Rank
SWNTX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SWNTX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SWNTX Omega Ratio Rank: 9393
Omega Ratio Rank
SWNTX Calmar Ratio Rank: 3838
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SWBGXSWNTXDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.42

1.69

-0.27

Calmar ratioReturn relative to maximum drawdown

3.08

2.22

+0.86

Martin ratioReturn relative to average drawdown

13.22

7.25

+5.97

SWBGX vs. SWNTX - Sharpe Ratio Comparison

The current SWBGX Sharpe Ratio is 2.25, which is comparable to the SWNTX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of SWBGX and SWNTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-5.89%

-2.88%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-9.69%

-4.85%

-4.84%

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

-0.42%

-0.70%

+0.28%

Average Drawdown

Average peak-to-trough decline

-5.40%

-1.89%

-3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

0.88%

+0.49%

Volatility

SWBGX vs. SWNTX - Volatility Comparison

Schwab MarketTrack Balanced Portfolio™ (SWBGX) has a higher volatility of 3.01% compared to Schwab Tax-Free Bond Fund™ (SWNTX) at 0.74%. 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

3.01%

0.74%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

1.85%

+4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

8.07%

2.42%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.07%

3.49%

+7.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.99%

3.57%

+7.42%

SWBGX vs. SWNTX - Expense Ratio Comparison

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


Dividends

SWBGX vs. SWNTX - Dividend Comparison

SWBGX's dividend yield for the trailing twelve months is around 7.16%, more than SWNTX's 3.45% yield.


PositionTTM20252024202320222021202020192018201720162015
SWBGX
Schwab MarketTrack Balanced Portfolio™
7.16%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™
3.45%3.78%3.20%2.54%1.73%1.62%2.34%2.58%2.41%2.21%3.14%2.71%

Frequently Asked Questions


SWBGX and SWNTX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWBGX has higher volatility (3.01%) compared to SWNTX (0.74%). In terms of maximum drawdown, SWBGX dropped -40.37% vs SWNTX's -13.26%.

SWNTX currently has the higher Sharpe Ratio (2.64 vs 2.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SWBGX and SWNTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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