PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SWBGX vs. SWOBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SWBGX vs. SWOBX - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.29%
6.18%
SWBGX
SWOBX

Returns By Period

In the year-to-date period, SWBGX achieves a 10.28% return, which is significantly lower than SWOBX's 12.87% return. Over the past 10 years, SWBGX has outperformed SWOBX with an annualized return of 6.27%, while SWOBX has yielded a comparatively lower 3.30% annualized return.


SWBGX

YTD

10.28%

1M

-1.19%

6M

5.29%

1Y

16.56%

5Y (annualized)

6.76%

10Y (annualized)

6.27%

SWOBX

YTD

12.87%

1M

-0.85%

6M

6.17%

1Y

14.61%

5Y (annualized)

3.76%

10Y (annualized)

3.30%

Key characteristics


SWBGXSWOBX
Sharpe Ratio2.171.60
Sortino Ratio3.082.16
Omega Ratio1.421.30
Calmar Ratio2.180.83
Martin Ratio13.848.09
Ulcer Index1.23%1.88%
Daily Std Dev7.85%9.50%
Max Drawdown-40.37%-41.46%
Current Drawdown-1.48%-6.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWBGX vs. SWOBX - Expense Ratio Comparison

SWBGX has a 0.40% expense ratio, which is higher than SWOBX's 0.00% expense ratio.


SWBGX
Schwab MarketTrack Balanced Portfolio™
Expense ratio chart for SWBGX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for SWOBX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Correlation

-0.50.00.51.00.8

The correlation between SWBGX and SWOBX is 0.78, 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.

Risk-Adjusted Performance

SWBGX vs. SWOBX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SWBGX, currently valued at 2.17, compared to the broader market0.002.004.002.171.60
The chart of Sortino ratio for SWBGX, currently valued at 3.08, compared to the broader market0.005.0010.003.082.16
The chart of Omega ratio for SWBGX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.30
The chart of Calmar ratio for SWBGX, currently valued at 2.18, compared to the broader market0.005.0010.0015.0020.0025.002.180.83
The chart of Martin ratio for SWBGX, currently valued at 13.84, compared to the broader market0.0020.0040.0060.0080.00100.0013.848.09
SWBGX
SWOBX

The current SWBGX Sharpe Ratio is 2.17, which is higher than the SWOBX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SWBGX and SWOBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.17
1.60
SWBGX
SWOBX

Dividends

SWBGX vs. SWOBX - Dividend Comparison

SWBGX's dividend yield for the trailing twelve months is around 2.04%, more than SWOBX's 1.90% yield.


TTM20232022202120202019201820172016201520142013
SWBGX
Schwab MarketTrack Balanced Portfolio™
2.04%2.25%1.82%1.60%1.64%2.09%2.37%1.79%1.72%2.04%1.60%1.43%
SWOBX
Schwab Balanced Fund™
1.90%2.15%1.72%4.50%1.06%1.42%2.66%3.08%1.57%2.30%2.24%1.42%

Drawdowns

SWBGX vs. SWOBX - Drawdown Comparison

The maximum SWBGX drawdown since its inception was -40.37%, roughly equal to the maximum SWOBX drawdown of -41.46%. Use the drawdown chart below to compare losses from any high point for SWBGX and SWOBX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.48%
-6.23%
SWBGX
SWOBX

Volatility

SWBGX vs. SWOBX - Volatility Comparison

The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 2.01%, while Schwab Balanced Fund™ (SWOBX) has a volatility of 2.43%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than SWOBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
2.01%
2.43%
SWBGX
SWOBX