SWCGX vs. AOK
Compare and contrast key facts about Schwab MarketTrack Conservative Portfolio™ (SWCGX) and iShares Core Conservative Allocation ETF (AOK).
SWCGX is managed by Charles Schwab. It was launched on Nov 19, 1995. AOK is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Conservative Index. It was launched on Nov 4, 2008.
Performance
SWCGX vs. AOK - Performance Comparison
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SWCGX vs. AOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | -1.40% | 11.95% | 6.32% | 11.61% | -13.76% | 7.66% | 9.41% | 14.91% | -3.70% | 9.06% |
AOK iShares Core Conservative Allocation ETF | -0.18% | 11.26% | 6.58% | 10.85% | -14.16% | 4.87% | 9.33% | 13.90% | -3.09% | 9.70% |
Returns By Period
In the year-to-date period, SWCGX achieves a -1.40% return, which is significantly lower than AOK's -0.18% return. Over the past 10 years, SWCGX has outperformed AOK with an annualized return of 5.29%, while AOK has yielded a comparatively lower 4.85% annualized return.
SWCGX
- 1D
- 0.19%
- 1M
- -4.33%
- YTD
- -1.40%
- 6M
- 0.25%
- 1Y
- 9.08%
- 3Y*
- 7.91%
- 5Y*
- 3.73%
- 10Y*
- 5.29%
AOK
- 1D
- 1.14%
- 1M
- -3.14%
- YTD
- -0.18%
- 6M
- 1.18%
- 1Y
- 9.65%
- 3Y*
- 7.94%
- 5Y*
- 3.32%
- 10Y*
- 4.85%
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SWCGX vs. AOK - Expense Ratio Comparison
SWCGX has a 0.42% expense ratio, which is higher than AOK's 0.25% expense ratio.
Return for Risk
SWCGX vs. AOK — Risk / Return Rank
SWCGX
AOK
SWCGX vs. AOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Conservative Portfolio™ (SWCGX) and iShares Core Conservative Allocation ETF (AOK). 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.
| SWCGX | AOK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.42 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.98 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.18 | -0.53 |
Martin ratioReturn relative to average drawdown | 7.24 | 8.50 | -1.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWCGX | AOK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.42 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.47 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.73 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.68 | +0.03 |
Correlation
The correlation between SWCGX and AOK is 0.85, 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.
Dividends
SWCGX vs. AOK - Dividend Comparison
SWCGX's dividend yield for the trailing twelve months is around 6.25%, more than AOK's 3.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | 6.25% | 6.66% | 10.09% | 6.62% | 4.07% | 4.86% | 3.28% | 3.32% | 4.85% | 3.14% | 2.49% | 7.97% |
AOK iShares Core Conservative Allocation ETF | 3.35% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
Drawdowns
SWCGX vs. AOK - Drawdown Comparison
The maximum SWCGX drawdown since its inception was -30.18%, which is greater than AOK's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for SWCGX and AOK.
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Drawdown Indicators
| SWCGX | AOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.18% | -18.94% | -11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | -4.50% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -18.94% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -21.83% | -18.94% | -2.89% |
Current DrawdownCurrent decline from peak | -4.39% | -3.18% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -2.38% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 1.15% | +0.08% |
Volatility
SWCGX vs. AOK - Volatility Comparison
The current volatility for Schwab MarketTrack Conservative Portfolio™ (SWCGX) is 2.55%, while iShares Core Conservative Allocation ETF (AOK) has a volatility of 2.89%. This indicates that SWCGX experiences smaller price fluctuations and is considered to be less risky than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWCGX | AOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 2.89% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 4.15% | 4.24% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.26% | 6.80% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 7.05% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.09% | 6.68% | +1.41% |