SWBGX vs. VIGIX

In the year-to-date period, SWBGX achieves a 1.29% return, which is significantly higher than VIGIX's -5.39% return. Over the past 10 years, SWBGX has underperformed VIGIX with an annualized return of 1.52%, while VIGIX has yielded a comparatively higher 14.68% annualized return.

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SWBGX has a 0.40% expense ratio, which is higher than VIGIX's 0.04% expense ratio.

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.

The current SWBGX Sharpe Ratio is -0.06, which is lower than the VIGIX Sharpe Ratio of 0.53. 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.

SWBGX's dividend yield for the trailing twelve months is around 2.62%, more than VIGIX's 0.50% yield.

The maximum SWBGX drawdown since its inception was -42.52%, 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.