SWCGX vs. AOK
SWCGX (Schwab MarketTrack Conservative Portfolio™) and AOK (iShares Core Conservative Allocation ETF) are both Diversified Portfolio funds. Over the past 10 years, SWCGX returned 5.82%/yr vs 5.14%/yr for AOK. Their correlation of 0.85 suggests significant overlap in exposure. SWCGX charges 0.42%/yr vs 0.25%/yr for AOK.
Performance
SWCGX vs. AOK - Performance Comparison
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Returns By Period
In the year-to-date period, SWCGX achieves a 5.33% return, which is significantly higher than AOK's 4.26% return. Over the past 10 years, SWCGX has outperformed AOK with an annualized return of 5.82%, while AOK has yielded a comparatively lower 5.14% annualized return.
SWCGX
- 1D
- 0.12%
- 1M
- 2.18%
- YTD
- 5.33%
- 6M
- 5.41%
- 1Y
- 14.18%
- 3Y*
- 10.12%
- 5Y*
- 4.50%
- 10Y*
- 5.82%
AOK
- 1D
- -0.41%
- 1M
- 1.66%
- YTD
- 4.26%
- 6M
- 4.14%
- 1Y
- 12.11%
- 3Y*
- 9.28%
- 5Y*
- 3.71%
- 10Y*
- 5.14%
SWCGX vs. AOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | 5.33% | 11.95% | 6.32% | 11.61% | -13.76% | 7.66% | 9.41% | 14.91% | -3.70% | 9.06% |
AOK iShares Core Conservative Allocation ETF | 4.26% | 11.26% | 6.58% | 10.85% | -14.16% | 4.87% | 9.33% | 13.90% | -3.09% | 9.70% |
Correlation
The correlation between SWCGX and AOK is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2008 | 0.85 |
The correlation between SWCGX and AOK has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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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 | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.41 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.70 | +0.42 |
| Martin ratioReturn relative to average drawdown | 13.61 | 11.50 | +2.11 |
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 | 2.48 | 2.11 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.53 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.77 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.71 | +0.03 |
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 | -4.58% | -4.50% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -7.34% | -6.37% | -0.97% |
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 | 0.00% | -0.41% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -2.37% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 1.06% | -0.01% |
Volatility
SWCGX vs. AOK - Volatility Comparison
Schwab MarketTrack Conservative Portfolio™ (SWCGX) and iShares Core Conservative Allocation ETF (AOK) have volatilities of 1.92% and 1.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 1.92% | 1.97% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 4.59% | 4.47% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.77% | 5.76% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.92% | 7.10% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.12% | 6.71% | +1.41% |
SWCGX vs. AOK - Expense Ratio Comparison
SWCGX has a 0.42% expense ratio, which is higher than AOK's 0.25% expense ratio.
Dividends
SWCGX vs. AOK - Dividend Comparison
SWCGX's dividend yield for the trailing twelve months is around 6.37%, more than AOK's 3.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core Conservative Allocation ETF | 3.28% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
SWCGX Schwab MarketTrack Conservative Portfolio™ | 6.37% | 6.66% | 10.09% | 6.62% | 4.07% | 4.86% | 3.28% | 3.32% | 4.85% | 3.14% | 2.49% | 7.97% |
Frequently Asked Questions
With a correlation of 0.93, SWCGX and AOK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AOK has higher volatility (1.97%) compared to SWCGX (1.92%). In terms of maximum drawdown, SWCGX dropped -30.18% vs AOK's -18.94%.
SWCGX currently has the higher Sharpe Ratio (2.48 vs 2.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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