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

Key characteristics


SWBGXVIGIX
YTD Return11.83%31.66%
1Y Return22.56%44.91%
3Y Return (Ann)3.04%9.05%
5Y Return (Ann)7.05%19.62%
10Y Return (Ann)6.47%15.84%
Sharpe Ratio2.672.56
Sortino Ratio3.843.26
Omega Ratio1.531.47
Calmar Ratio2.003.38
Martin Ratio17.8013.33
Ulcer Index1.22%3.28%
Daily Std Dev8.13%17.10%
Max Drawdown-40.37%-57.17%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between SWBGX and VIGIX is 0.89, 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. VIGIX - Performance Comparison

In the year-to-date period, SWBGX achieves a 11.83% return, which is significantly lower than VIGIX's 31.66% return. Over the past 10 years, SWBGX has underperformed VIGIX with an annualized return of 6.47%, while VIGIX has yielded a comparatively higher 15.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.09%
18.86%
SWBGX
VIGIX

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SWBGX vs. VIGIX - Expense Ratio Comparison

SWBGX has a 0.40% expense ratio, which is higher than VIGIX's 0.04% 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 VIGIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SWBGX vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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
Sharpe ratio
The chart of Sharpe ratio for SWBGX, currently valued at 2.67, compared to the broader market0.002.004.002.67
Sortino ratio
The chart of Sortino ratio for SWBGX, currently valued at 3.84, compared to the broader market0.005.0010.003.84
Omega ratio
The chart of Omega ratio for SWBGX, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for SWBGX, currently valued at 2.00, compared to the broader market0.005.0010.0015.0020.0025.002.00
Martin ratio
The chart of Martin ratio for SWBGX, currently valued at 17.80, compared to the broader market0.0020.0040.0060.0080.00100.0017.80
VIGIX
Sharpe ratio
The chart of Sharpe ratio for VIGIX, currently valued at 2.56, compared to the broader market0.002.004.002.56
Sortino ratio
The chart of Sortino ratio for VIGIX, currently valued at 3.26, compared to the broader market0.005.0010.003.26
Omega ratio
The chart of Omega ratio for VIGIX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for VIGIX, currently valued at 3.38, compared to the broader market0.005.0010.0015.0020.0025.003.38
Martin ratio
The chart of Martin ratio for VIGIX, currently valued at 13.33, compared to the broader market0.0020.0040.0060.0080.00100.0013.33

SWBGX vs. VIGIX - Sharpe Ratio Comparison

The current SWBGX Sharpe Ratio is 2.67, which is comparable to the VIGIX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of SWBGX and VIGIX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.67
2.56
SWBGX
VIGIX

Dividends

SWBGX vs. VIGIX - Dividend Comparison

SWBGX's dividend yield for the trailing twelve months is around 2.02%, more than VIGIX's 0.48% yield.


TTM20232022202120202019201820172016201520142013
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%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.48%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

SWBGX vs. VIGIX - Drawdown Comparison

The maximum SWBGX drawdown since its inception was -40.37%, smaller than the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for SWBGX and VIGIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
SWBGX
VIGIX

Volatility

SWBGX vs. VIGIX - Volatility Comparison

The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 2.14%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.06%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.14%
5.06%
SWBGX
VIGIX