SWCGX vs. DODBX

In the year-to-date period, SWCGX achieves a 3.01% return, which is significantly lower than DODBX's 5.86% return. Over the past 10 years, SWCGX has underperformed DODBX with an annualized return of 4.52%, while DODBX has yielded a comparatively higher 8.30% annualized return.

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SWCGX has a 0.42% expense ratio, which is lower than DODBX's 0.52% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Dodge & Cox Balanced Fund (DODBX). 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 SWCGX Sharpe Ratio is 1.07, which is comparable to the DODBX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SWCGX and DODBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWCGX's dividend yield for the trailing twelve months is around 9.88%, more than DODBX's 7.81% yield.

The maximum SWCGX drawdown since its inception was -30.18%, smaller than the maximum DODBX drawdown of -50.20%. Use the drawdown chart below to compare losses from any high point for SWCGX and DODBX.

The current volatility for Schwab MarketTrack Conservative Portfolio™ (SWCGX) is 1.90%, while Dodge & Cox Balanced Fund (DODBX) has a volatility of 2.46%. This indicates that SWCGX experiences smaller price fluctuations and is considered to be less risky than DODBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.