SWCGX vs. SNXFX
Compare and contrast key facts about Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab 1000 Index Fund (SNXFX).
SWCGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SNXFX is a passively managed fund by Charles Schwab that tracks the performance of the Schwab 1000 Index. It was launched on Apr 2, 1991.
Performance
SWCGX vs. SNXFX - Performance Comparison
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SWCGX vs. SNXFX - 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% |
SNXFX Schwab 1000 Index Fund | -6.94% | 17.23% | 24.46% | 26.53% | -19.46% | 26.10% | 20.71% | 31.43% | -5.04% | 21.71% |
Returns By Period
In the year-to-date period, SWCGX achieves a -1.40% return, which is significantly higher than SNXFX's -6.94% return. Over the past 10 years, SWCGX has underperformed SNXFX with an annualized return of 5.29%, while SNXFX has yielded a comparatively higher 13.39% 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%
SNXFX
- 1D
- -0.44%
- 1M
- -7.77%
- YTD
- -6.94%
- 6M
- -4.75%
- 1Y
- 14.35%
- 3Y*
- 16.93%
- 5Y*
- 10.55%
- 10Y*
- 13.39%
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SWCGX vs. SNXFX - Expense Ratio Comparison
SWCGX has a 0.42% expense ratio, which is higher than SNXFX's 0.05% expense ratio.
Return for Risk
SWCGX vs. SNXFX — Risk / Return Rank
SWCGX
SNXFX
SWCGX vs. SNXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab 1000 Index Fund (SNXFX). 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 | SNXFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.82 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.27 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.02 | +0.62 |
Martin ratioReturn relative to average drawdown | 7.24 | 4.97 | +2.28 |
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 | SNXFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.82 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.61 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.72 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.55 | +0.16 |
Correlation
The correlation between SWCGX and SNXFX is 0.89, 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. SNXFX - Dividend Comparison
SWCGX's dividend yield for the trailing twelve months is around 6.25%, more than SNXFX's 1.56% 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% |
SNXFX Schwab 1000 Index Fund | 1.56% | 1.45% | 1.23% | 1.41% | 1.61% | 1.74% | 2.76% | 3.01% | 6.49% | 4.23% | 3.41% | 6.31% |
Drawdowns
SWCGX vs. SNXFX - Drawdown Comparison
The maximum SWCGX drawdown since its inception was -30.18%, smaller than the maximum SNXFX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SWCGX and SNXFX.
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Drawdown Indicators
| SWCGX | SNXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.18% | -55.08% | +24.90% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | -12.33% | +6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -25.36% | +3.53% |
Max Drawdown (10Y)Largest decline over 10 years | -21.83% | -34.58% | +12.75% |
Current DrawdownCurrent decline from peak | -4.39% | -8.94% | +4.55% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -8.80% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 2.54% | -1.31% |
Volatility
SWCGX vs. SNXFX - Volatility Comparison
The current volatility for Schwab MarketTrack Conservative Portfolio™ (SWCGX) is 2.55%, while Schwab 1000 Index Fund (SNXFX) has a volatility of 4.35%. This indicates that SWCGX experiences smaller price fluctuations and is considered to be less risky than SNXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWCGX | SNXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 4.35% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 4.15% | 9.32% | -5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.26% | 18.40% | -11.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 17.28% | -8.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.09% | 18.69% | -10.60% |