SWCGX vs. SWISX
Compare and contrast key facts about Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab International Index Fund (SWISX).
SWCGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997.
Performance
SWCGX vs. SWISX - Performance Comparison
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SWCGX vs. SWISX - 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% |
SWISX Schwab International Index Fund | -1.95% | 31.59% | 3.54% | 18.13% | -14.30% | 11.25% | 8.14% | 21.87% | -13.38% | 25.32% |
Returns By Period
In the year-to-date period, SWCGX achieves a -1.40% return, which is significantly higher than SWISX's -1.95% return. Over the past 10 years, SWCGX has underperformed SWISX with an annualized return of 5.29%, while SWISX has yielded a comparatively higher 8.51% 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%
SWISX
- 1D
- 0.32%
- 1M
- -10.91%
- YTD
- -1.95%
- 6M
- 2.32%
- 1Y
- 19.51%
- 3Y*
- 13.26%
- 5Y*
- 7.79%
- 10Y*
- 8.51%
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SWCGX vs. SWISX - Expense Ratio Comparison
SWCGX has a 0.42% expense ratio, which is higher than SWISX's 0.06% expense ratio.
Return for Risk
SWCGX vs. SWISX — Risk / Return Rank
SWCGX
SWISX
SWCGX vs. SWISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab International Index Fund (SWISX). 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 | SWISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.08 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.52 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.51 | +0.13 |
Martin ratioReturn relative to average drawdown | 7.24 | 5.81 | +1.43 |
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 | SWISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.08 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.49 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.51 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.29 | +0.43 |
Correlation
The correlation between SWCGX and SWISX is 0.77, 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. SWISX - Dividend Comparison
SWCGX's dividend yield for the trailing twelve months is around 6.25%, more than SWISX's 3.62% 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% |
SWISX Schwab International Index Fund | 3.62% | 3.55% | 3.29% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% |
Drawdowns
SWCGX vs. SWISX - Drawdown Comparison
The maximum SWCGX drawdown since its inception was -30.18%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for SWCGX and SWISX.
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Drawdown Indicators
| SWCGX | SWISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.18% | -60.65% | +30.47% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | -11.39% | +5.97% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -29.42% | +7.59% |
Max Drawdown (10Y)Largest decline over 10 years | -21.83% | -33.83% | +12.00% |
Current DrawdownCurrent decline from peak | -4.39% | -10.91% | +6.52% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -14.88% | +11.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 2.97% | -1.74% |
Volatility
SWCGX vs. SWISX - Volatility Comparison
The current volatility for Schwab MarketTrack Conservative Portfolio™ (SWCGX) is 2.55%, while Schwab International Index Fund (SWISX) has a volatility of 7.16%. This indicates that SWCGX experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWCGX | SWISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 7.16% | -4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 4.15% | 10.88% | -6.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.26% | 17.01% | -9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 16.06% | -7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.09% | 16.79% | -8.70% |