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SWBGX vs. SWTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SWBGX vs. SWTSX - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.29%
12.12%
SWBGX
SWTSX

Returns By Period

In the year-to-date period, SWBGX achieves a 10.28% return, which is significantly lower than SWTSX's 24.77% return. Over the past 10 years, SWBGX has underperformed SWTSX with an annualized return of 6.27%, while SWTSX has yielded a comparatively higher 12.58% annualized return.


SWBGX

YTD

10.28%

1M

-1.19%

6M

5.29%

1Y

16.56%

5Y (annualized)

6.76%

10Y (annualized)

6.27%

SWTSX

YTD

24.77%

1M

1.42%

6M

12.12%

1Y

32.29%

5Y (annualized)

14.94%

10Y (annualized)

12.58%

Key characteristics


SWBGXSWTSX
Sharpe Ratio2.172.62
Sortino Ratio3.083.50
Omega Ratio1.421.48
Calmar Ratio2.183.87
Martin Ratio13.8416.82
Ulcer Index1.23%1.98%
Daily Std Dev7.85%12.70%
Max Drawdown-40.37%-54.60%
Current Drawdown-1.48%-1.54%

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SWBGX vs. SWTSX - Expense Ratio Comparison

SWBGX has a 0.40% expense ratio, which is higher than SWTSX's 0.03% 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 SWTSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.01.0

The correlation between SWBGX and SWTSX is 0.95, 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. SWTSX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for SWBGX, currently valued at 2.17, compared to the broader market0.002.004.002.172.62
The chart of Sortino ratio for SWBGX, currently valued at 3.08, compared to the broader market0.005.0010.003.083.50
The chart of Omega ratio for SWBGX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.48
The chart of Calmar ratio for SWBGX, currently valued at 2.18, compared to the broader market0.005.0010.0015.0020.0025.002.183.87
The chart of Martin ratio for SWBGX, currently valued at 13.84, compared to the broader market0.0020.0040.0060.0080.00100.0013.8416.82
SWBGX
SWTSX

The current SWBGX Sharpe Ratio is 2.17, which is comparable to the SWTSX Sharpe Ratio of 2.62. 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.17
2.62
SWBGX
SWTSX

Dividends

SWBGX vs. SWTSX - Dividend Comparison

SWBGX's dividend yield for the trailing twelve months is around 2.04%, more than SWTSX's 1.13% 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%
SWTSX
Schwab Total Stock Market Index Fund
1.13%1.41%1.62%1.17%1.63%1.68%2.06%1.61%1.85%1.95%1.66%1.51%

Drawdowns

SWBGX vs. SWTSX - Drawdown Comparison

The maximum SWBGX drawdown since its inception was -40.37%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWBGX and SWTSX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.48%
-1.54%
SWBGX
SWTSX

Volatility

SWBGX vs. SWTSX - Volatility Comparison

The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 2.01%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 4.27%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
2.01%
4.27%
SWBGX
SWTSX