SWBGX vs. SWOBX

In the year-to-date period, SWBGX achieves a 1.29% return, which is significantly higher than SWOBX's -0.84% return. Over the past 10 years, SWBGX has underperformed SWOBX with an annualized return of 1.52%, while SWOBX has yielded a comparatively higher 2.91% annualized return.

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

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.

The current SWBGX Sharpe Ratio is -0.06, which is lower than the SWOBX Sharpe Ratio of 0.33. 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.

SWBGX's dividend yield for the trailing twelve months is around 2.62%, more than SWOBX's 2.34% yield.

The maximum SWBGX drawdown since its inception was -42.52%, roughly equal to the maximum SWOBX drawdown of -41.47%. Use the drawdown chart below to compare losses from any high point for SWBGX and SWOBX. For additional features, visit the drawdowns tool.