SWBGX vs. SWOBX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab Balanced Fund™ (SWOBX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWOBX is managed by Charles Schwab. It was launched on Nov 17, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWBGX or SWOBX.
Key characteristics
| SWBGX | SWOBX | |
|---|---|---|
| YTD Return | 11.83% | 14.74% |
| 1Y Return | 21.67% | 19.65% |
| 3Y Return (Ann) | 3.18% | -1.30% |
| 5Y Return (Ann) | 7.08% | 4.23% |
| 10Y Return (Ann) | 6.47% | 3.52% |
| Sharpe Ratio | 2.79 | 2.14 |
| Sortino Ratio | 4.02 | 2.87 |
| Omega Ratio | 1.56 | 1.41 |
| Calmar Ratio | 2.22 | 1.02 |
| Martin Ratio | 18.52 | 11.07 |
| Ulcer Index | 1.22% | 1.87% |
| Daily Std Dev | 8.08% | 9.64% |
| Max Drawdown | -40.37% | -41.46% |
| Current Drawdown | 0.00% | -4.68% |
Correlation
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.
Performance
SWBGX vs. SWOBX - Performance Comparison
In the year-to-date period, SWBGX achieves a 11.83% return, which is significantly lower than SWOBX's 14.74% return. Over the past 10 years, SWBGX has outperformed SWOBX with an annualized return of 6.47%, while SWOBX has yielded a comparatively lower 3.52% 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. SWOBX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is higher than SWOBX's 0.00% expense ratio.
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.
Dividends
SWBGX vs. SWOBX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 2.02%, more than SWOBX's 1.87% 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% |
SWOBX Schwab Balanced Fund™ | 1.87% | 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.
Volatility
SWBGX vs. SWOBX - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 2.14%, while Schwab Balanced Fund™ (SWOBX) has a volatility of 2.46%. 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.