SWCGX vs. FSRKX
SWCGX (Schwab MarketTrack Conservative Portfolio™) and FSRKX (Fidelity Strategic Real Return Fund Class K6) are both Diversified Portfolio funds. Over the past 5 years, SWCGX returned 4.33%/yr vs 6.12%/yr for FSRKX. A 0.66 correlation means they provide meaningful diversification when combined. SWCGX charges 0.42%/yr vs 0.51%/yr for FSRKX.
Performance
SWCGX vs. FSRKX - Performance Comparison
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Returns By Period
In the year-to-date period, SWCGX achieves a 4.88% return, which is significantly lower than FSRKX's 6.65% return.
SWCGX
- 1D
- -0.18%
- 1M
- 0.49%
- YTD
- 4.88%
- 6M
- 4.64%
- 1Y
- 12.66%
- 3Y*
- 9.83%
- 5Y*
- 4.33%
- 10Y*
- 5.89%
FSRKX
- 1D
- -0.11%
- 1M
- -1.77%
- YTD
- 6.65%
- 6M
- 6.42%
- 1Y
- 12.95%
- 3Y*
- 9.47%
- 5Y*
- 6.12%
- 10Y*
- —
SWCGX vs. FSRKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | 4.88% | 11.95% | 6.32% | 11.61% | -13.76% | 7.66% | 9.41% | 4.21% |
FSRKX Fidelity Strategic Real Return Fund Class K6 | 6.65% | 10.59% | 6.00% | 4.81% | -3.13% | 16.06% | 3.94% | 1.66% |
Correlation
The correlation between SWCGX and FSRKX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2019 | 0.66 |
Over the past year, the correlation between SWCGX and FSRKX has dropped to 0.44 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
SWCGX vs. FSRKX — Risk / Return Rank
SWCGX
FSRKX
SWCGX vs. FSRKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Fidelity Strategic Real Return Fund Class K6 (FSRKX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWCGX | FSRKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.51 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 4.78 | -1.89 |
| Martin ratioReturn relative to average drawdown | 12.41 | 19.34 | -6.93 |
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Drawdowns
SWCGX vs. FSRKX - Drawdown Comparison
The maximum SWCGX drawdown since its inception was -30.18%, which is greater than FSRKX's maximum drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for SWCGX and FSRKX.
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Drawdown Indicators
| SWCGX | FSRKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.18% | -19.93% | -10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -4.58% | -2.68% | -1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -7.34% | -5.84% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -12.74% | -9.09% |
Max Drawdown (10Y)Largest decline over 10 years | -21.83% | — | — |
Current DrawdownCurrent decline from peak | -0.43% | -2.68% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -3.20% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 0.66% | +0.40% |
Volatility
SWCGX vs. FSRKX - Volatility Comparison
Schwab MarketTrack Conservative Portfolio™ (SWCGX) has a higher volatility of 2.21% compared to Fidelity Strategic Real Return Fund Class K6 (FSRKX) at 1.32%. This indicates that SWCGX's price experiences larger fluctuations and is considered to be riskier than FSRKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWCGX | FSRKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.21% | 1.32% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 4.92% | 3.75% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.08% | 4.88% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.96% | 6.93% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.14% | 7.78% | +0.36% |
SWCGX vs. FSRKX - Expense Ratio Comparison
SWCGX has a 0.42% expense ratio, which is lower than FSRKX's 0.51% expense ratio.
Dividends
SWCGX vs. FSRKX - Dividend Comparison
SWCGX's dividend yield for the trailing twelve months is around 6.40%, more than FSRKX's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSRKX Fidelity Strategic Real Return Fund Class K6 | 4.34% | 4.83% | 4.98% | 5.38% | 7.38% | 5.43% | 2.31% | 1.16% | 0.00% | 0.00% | 0.00% | 0.00% |
SWCGX Schwab MarketTrack Conservative Portfolio™ | 6.40% | 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
SWCGX and FSRKX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWCGX has higher volatility (2.21%) compared to FSRKX (1.32%). In terms of maximum drawdown, SWCGX dropped -30.18% vs FSRKX's -19.93%.
FSRKX currently has the higher Sharpe Ratio (2.63 vs 2.18), 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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