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.
Performance
SWBGX vs. SWOBX - Performance Comparison
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SWBGX vs. SWOBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWOBX Schwab Balanced Fund™ | -4.75% | 12.76% | 12.51% | 18.25% | -18.86% | 14.76% | 14.73% | 20.13% | -4.35% | 15.52% |
Returns By Period
In the year-to-date period, SWBGX achieves a -2.12% return, which is significantly higher than SWOBX's -4.75% return. Over the past 10 years, SWBGX has underperformed SWOBX with an annualized return of 7.36%, while SWOBX has yielded a comparatively higher 7.90% 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%
SWOBX
- 1D
- -0.06%
- 1M
- -6.07%
- YTD
- -4.75%
- 6M
- -2.83%
- 1Y
- 9.96%
- 3Y*
- 10.26%
- 5Y*
- 5.35%
- 10Y*
- 7.90%
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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.
Return for Risk
SWBGX vs. SWOBX — Risk / Return Rank
SWBGX
SWOBX
SWBGX vs. SWOBX - Risk-Adjusted Trends 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.
| SWBGX | SWOBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.90 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.37 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.23 | +0.24 |
Martin ratioReturn relative to average drawdown | 6.84 | 5.34 | +1.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWBGX | SWOBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.90 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.39 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.62 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.58 | 0.00 |
Correlation
The correlation between SWBGX and SWOBX is 0.96, 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.
Dividends
SWBGX vs. SWOBX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.86%, more than SWOBX's 5.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWOBX Schwab Balanced Fund™ | 5.75% | 5.47% | 4.94% | 5.67% | 10.21% | 6.47% | 2.97% | 5.21% | 7.11% | 3.20% | 7.83% | 7.66% |
Drawdowns
SWBGX vs. SWOBX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, which is greater than SWOBX's maximum drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for SWBGX and SWOBX.
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Drawdown Indicators
| SWBGX | SWOBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -35.99% | -4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -7.36% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -28.30% | +4.33% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | -28.30% | +4.33% |
Current DrawdownCurrent decline from peak | -5.84% | -6.58% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -6.25% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.69% | -0.07% |
Volatility
SWBGX vs. SWOBX - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 3.22%, while Schwab Balanced Fund™ (SWOBX) has a volatility of 3.45%. 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.
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Volatility by Period
| SWBGX | SWOBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 3.45% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 5.68% | 6.32% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 11.23% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 13.91% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.93% | 12.83% | -1.90% |