SWBGX vs. WWWEX
Compare and contrast key facts about Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Kinetics The Global Fund (WWWEX).
SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995. WWWEX is managed by Kinetics. It was launched on Dec 30, 1999.
Performance
SWBGX vs. WWWEX - Performance Comparison
Loading graphics...
SWBGX vs. WWWEX - 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% |
WWWEX Kinetics The Global Fund | 5.17% | 2.89% | 72.15% | 11.83% | -6.45% | 16.29% | 25.00% | 21.61% | -23.57% | 48.93% |
Returns By Period
In the year-to-date period, SWBGX achieves a -2.12% return, which is significantly lower than WWWEX's 5.17% return. Over the past 10 years, SWBGX has underperformed WWWEX with an annualized return of 7.36%, while WWWEX has yielded a comparatively higher 16.02% 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%
WWWEX
- 1D
- -2.26%
- 1M
- -7.55%
- YTD
- 5.17%
- 6M
- -1.12%
- 1Y
- 5.51%
- 3Y*
- 28.42%
- 5Y*
- 11.80%
- 10Y*
- 16.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWBGX vs. WWWEX - Expense Ratio Comparison
SWBGX has a 0.40% expense ratio, which is lower than WWWEX's 1.39% expense ratio.
Return for Risk
SWBGX vs. WWWEX — Risk / Return Rank
SWBGX
WWWEX
SWBGX vs. WWWEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Balanced Portfolio™ (SWBGX) and Kinetics The Global Fund (WWWEX). 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 | WWWEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.30 | +0.89 |
Sortino ratioReturn per unit of downside risk | 1.71 | 0.53 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.07 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.30 | +1.17 |
Martin ratioReturn relative to average drawdown | 6.84 | 0.74 | +6.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWBGX | WWWEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.30 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.60 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.84 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.24 | +0.34 |
Correlation
The correlation between SWBGX and WWWEX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SWBGX vs. WWWEX - Dividend Comparison
SWBGX's dividend yield for the trailing twelve months is around 7.86%, more than WWWEX's 2.45% 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% |
WWWEX Kinetics The Global Fund | 2.45% | 2.58% | 0.98% | 2.50% | 1.47% | 3.50% | 0.00% | 0.00% | 0.08% | 9.04% | 0.40% | 0.06% |
Drawdowns
SWBGX vs. WWWEX - Drawdown Comparison
The maximum SWBGX drawdown since its inception was -40.37%, smaller than the maximum WWWEX drawdown of -82.60%. Use the drawdown chart below to compare losses from any high point for SWBGX and WWWEX.
Loading graphics...
Drawdown Indicators
| SWBGX | WWWEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.37% | -82.60% | +42.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -12.14% | +4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -26.94% | +2.97% |
Max Drawdown (10Y)Largest decline over 10 years | -23.97% | -36.00% | +12.03% |
Current DrawdownCurrent decline from peak | -5.84% | -9.29% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -41.55% | +36.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 4.85% | -3.23% |
Volatility
SWBGX vs. WWWEX - Volatility Comparison
The current volatility for Schwab MarketTrack Balanced Portfolio™ (SWBGX) is 3.22%, while Kinetics The Global Fund (WWWEX) has a volatility of 5.99%. This indicates that SWBGX experiences smaller price fluctuations and is considered to be less risky than WWWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SWBGX | WWWEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 5.99% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 5.68% | 14.18% | -8.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 18.30% | -8.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 19.90% | -8.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.93% | 19.12% | -8.19% |