SWCGX vs. SWPPX
Compare and contrast key facts about Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab S&P 500 Index Fund (SWPPX).
SWCGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWCGX or SWPPX.
Key characteristics
| SWCGX | SWPPX | |
|---|---|---|
| YTD Return | 7.45% | 23.21% |
| 1Y Return | 19.05% | 40.57% |
| 3Y Return (Ann) | 1.32% | 9.76% |
| 5Y Return (Ann) | 4.40% | 15.50% |
| 10Y Return (Ann) | 4.58% | 13.18% |
| Sharpe Ratio | 2.92 | 3.41 |
| Sortino Ratio | 4.46 | 4.49 |
| Omega Ratio | 1.57 | 1.64 |
| Calmar Ratio | 1.40 | 4.16 |
| Martin Ratio | 19.04 | 22.41 |
| Ulcer Index | 1.02% | 1.85% |
| Daily Std Dev | 6.62% | 12.18% |
| Max Drawdown | -30.18% | -55.06% |
| Current Drawdown | -1.67% | -0.86% |
Correlation
The correlation between SWCGX and SWPPX 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.
Performance
SWCGX vs. SWPPX - Performance Comparison
In the year-to-date period, SWCGX achieves a 7.45% return, which is significantly lower than SWPPX's 23.21% return. Over the past 10 years, SWCGX has underperformed SWPPX with an annualized return of 4.58%, while SWPPX has yielded a comparatively higher 13.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWCGX vs. SWPPX - Expense Ratio Comparison
SWCGX has a 0.42% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
SWCGX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
SWCGX vs. SWPPX - Dividend Comparison
SWCGX's dividend yield for the trailing twelve months is around 6.56%, more than SWPPX's 1.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | 6.56% | 6.64% | 4.07% | 4.86% | 3.28% | 3.32% | 4.85% | 3.39% | 2.49% | 7.97% | 1.58% | 1.50% |
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
Drawdowns
SWCGX vs. SWPPX - Drawdown Comparison
The maximum SWCGX drawdown since its inception was -30.18%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SWCGX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
SWCGX vs. SWPPX - Volatility Comparison
The current volatility for Schwab MarketTrack Conservative Portfolio™ (SWCGX) is 1.25%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 2.53%. This indicates that SWCGX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.