SWCGX vs. SWVXX

Last updated Apr 1, 2026

Compare and contrast key facts about Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab Value Advantage Money Fund (SWVXX).

SWCGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWVXX is an actively managed fund by Charles Schwab. It was launched on Aug 27, 1993.

Performance

SWCGX vs. SWVXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab Value Advantage Money Fund (SWVXX). The values are adjusted to include any dividend payments, if applicable.

SWCGX vs. SWVXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SWCGX Schwab MarketTrack Conservative Portfolio™	-1.40%	11.95%	6.32%	11.61%	-13.76%	3.59%
SWVXX Schwab Value Advantage Money Fund	0.57%	4.15%	5.16%	5.04%	0.00%	0.00%

Returns By Period

In the year-to-date period, SWCGX achieves a -1.40% return, which is significantly lower than SWVXX's 0.57% 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%

SWVXX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.57%
• 6M: 1.55%
• 1Y: 3.68%
• 3Y*: 4.68%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SWCGX vs. SWVXX - Expense Ratio Comparison

SWCGX has a 0.42% expense ratio, which is higher than SWVXX's 0.34% expense ratio.

SWCGX

Schwab MarketTrack Conservative Portfolio™

SWVXX

Schwab Value Advantage Money Fund

Return for Risk

SWCGX vs. SWVXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWCGX

SWCGX Risk / Return Rank: 73
SWCGX Sharpe Ratio Rank: 73
SWCGX Sortino Ratio Rank: 74
SWCGX Omega Ratio Rank: 70
SWCGX Calmar Ratio Rank: 72
SWCGX Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWCGX vs. SWVXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab Value Advantage Money Fund (SWVXX). 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	SWVXX	Difference
Sharpe ratio Return per unit of total volatility	1.28	3.69	-2.41
Sortino ratio Return per unit of downside risk	1.82	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	1.64	—	—
Martin ratio Return relative to average drawdown	7.24	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWCGX vs. SWVXX - Sharpe Ratio Comparison

The current SWCGX Sharpe Ratio is 1.28, which is lower than the SWVXX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of SWCGX and SWVXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SWCGX	SWVXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	3.69	-2.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	2.88	-2.16

Correlation

The correlation between SWCGX and SWVXX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

SWCGX vs. SWVXX - Dividend Comparison

SWCGX's dividend yield for the trailing twelve months is around 6.25%, more than SWVXX's 3.61% 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%
SWVXX Schwab Value Advantage Money Fund	3.61%	4.06%	5.02%	4.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SWCGX vs. SWVXX - Drawdown Comparison

The maximum SWCGX drawdown since its inception was -30.18%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SWCGX and SWVXX.

Drawdown Indicators

	SWCGX	SWVXX	Difference
Max Drawdown Largest peak-to-trough decline	-30.18%	0.00%	-30.18%
Max Drawdown (1Y) Largest decline over 1 year	-5.42%	0.00%	-5.42%
Max Drawdown (5Y) Largest decline over 5 years	-21.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-21.83%	—	—
Current Drawdown Current decline from peak	-4.39%	0.00%	-4.39%
Average Drawdown Average peak-to-trough decline	-3.36%	0.00%	-3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.23%	0.00%	+1.23%

Volatility

SWCGX vs. SWVXX - Volatility Comparison

Schwab MarketTrack Conservative Portfolio™ (SWCGX) has a higher volatility of 2.55% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.00%. This indicates that SWCGX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWCGX	SWVXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.55%	0.00%	+2.55%
Volatility (6M) Calculated over the trailing 6-month period	4.15%	0.75%	+3.40%
Volatility (1Y) Calculated over the trailing 1-year period	7.26%	1.14%	+6.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.89%	1.09%	+7.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.09%	1.09%	+7.00%