SWCGX vs. VWINX
SWCGX (Schwab MarketTrack Conservative Portfolio™) and VWINX (Vanguard Wellesley Income Fund Investor Shares) are both Diversified Portfolio funds. Over the past 10 years, SWCGX returned 5.80%/yr vs 5.77%/yr for VWINX. Their correlation of 0.83 suggests significant overlap in exposure. SWCGX charges 0.42%/yr vs 0.22%/yr for VWINX.
Performance
SWCGX vs. VWINX - Performance Comparison
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Returns By Period
In the year-to-date period, SWCGX achieves a 5.08% return, which is significantly higher than VWINX's 3.39% return. Both investments have delivered pretty close results over the past 10 years, with SWCGX having a 5.80% annualized return and VWINX not far behind at 5.77%.
SWCGX
- 1D
- 0.49%
- 1M
- 0.68%
- YTD
- 5.08%
- 6M
- 4.96%
- 1Y
- 13.38%
- 3Y*
- 9.59%
- 5Y*
- 4.48%
- 10Y*
- 5.80%
VWINX
- 1D
- 0.26%
- 1M
- 0.45%
- YTD
- 3.39%
- 6M
- 3.31%
- 1Y
- 10.39%
- 3Y*
- 8.40%
- 5Y*
- 4.24%
- 10Y*
- 5.77%
SWCGX vs. VWINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | 5.08% | 11.95% | 6.32% | 11.61% | -13.76% | 7.66% | 9.41% | 14.91% | -3.70% | 9.06% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 3.39% | 10.98% | 5.86% | 6.99% | -9.09% | 8.48% | 8.44% | 16.39% | -2.54% | 9.29% |
Correlation
The correlation between SWCGX and VWINX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1996 | 0.83 |
The correlation between SWCGX and VWINX has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
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Return for Risk
SWCGX vs. VWINX — Risk / Return Rank
SWCGX
VWINX
SWCGX vs. VWINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Vanguard Wellesley Income Fund Investor Shares (VWINX). 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 | VWINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.53 | +0.39 |
| Martin ratioReturn relative to average drawdown | 12.54 | 9.52 | +3.02 |
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Drawdowns
SWCGX vs. VWINX - Drawdown Comparison
The maximum SWCGX drawdown since its inception was -30.18%, which is greater than VWINX's maximum drawdown of -21.72%. Use the drawdown chart below to compare losses from any high point for SWCGX and VWINX.
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Drawdown Indicators
| SWCGX | VWINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.18% | -21.72% | -8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -4.58% | -4.16% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -7.34% | -6.98% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -15.30% | -6.53% |
Max Drawdown (10Y)Largest decline over 10 years | -21.83% | -17.43% | -4.40% |
Current DrawdownCurrent decline from peak | -0.24% | -0.35% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -2.63% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 1.10% | -0.04% |
Volatility
SWCGX vs. VWINX - Volatility Comparison
Schwab MarketTrack Conservative Portfolio™ (SWCGX) has a higher volatility of 2.32% compared to Vanguard Wellesley Income Fund Investor Shares (VWINX) at 1.63%. This indicates that SWCGX's price experiences larger fluctuations and is considered to be riskier than VWINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWCGX | VWINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 1.63% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 4.94% | 3.92% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 5.20% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.96% | 6.99% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.14% | 6.93% | +1.21% |
SWCGX vs. VWINX - Expense Ratio Comparison
SWCGX has a 0.42% expense ratio, which is higher than VWINX's 0.22% expense ratio.
Dividends
SWCGX vs. VWINX - Dividend Comparison
SWCGX's dividend yield for the trailing twelve months is around 6.39%, less than VWINX's 7.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | 6.39% | 6.66% | 10.09% | 6.62% | 4.07% | 4.86% | 3.28% | 3.32% | 4.85% | 3.14% | 2.49% | 7.97% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 7.78% | 7.86% | 6.61% | 4.73% | 7.67% | 6.03% | 4.30% | 3.94% | 7.56% | 3.20% | 4.00% | 5.60% |
Frequently Asked Questions
SWCGX and VWINX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWCGX has higher volatility (2.32%) compared to VWINX (1.63%). In terms of maximum drawdown, SWCGX dropped -30.18% vs VWINX's -21.72%.
SWCGX currently has the higher Sharpe Ratio (2.20 vs 2.03), 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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