SWBGX vs. SWTSX

In the year-to-date period, SWBGX achieves a 1.29% return, which is significantly higher than SWTSX's -3.73% return. Over the past 10 years, SWBGX has underperformed SWTSX with an annualized return of 1.52%, while SWTSX has yielded a comparatively higher 11.42% annualized return.

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SWBGX has a 0.40% expense ratio, which is higher than SWTSX's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Schwab Total Stock Market Index Fund (SWTSX). 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 SWTSX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SWBGX and SWTSX, 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 SWTSX's 1.28% yield.

The maximum SWBGX drawdown since its inception was -42.52%, smaller than the maximum SWTSX drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for SWBGX and SWTSX. For additional features, visit the drawdowns tool.