SWDSX vs. SWEGX
Compare and contrast key facts about Schwab Dividend Equity Fund™ (SWDSX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX).
SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003. SWEGX is managed by Charles Schwab. It was launched on May 19, 1998.
Performance
SWDSX vs. SWEGX - Performance Comparison
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SWDSX vs. SWEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.45% | 12.31% | 17.06% | 6.92% | -5.84% | 28.24% | -4.33% | 24.32% | -12.18% | 15.40% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | -3.20% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
Returns By Period
In the year-to-date period, SWDSX achieves a 0.45% return, which is significantly higher than SWEGX's -3.20% return. Over the past 10 years, SWDSX has underperformed SWEGX with an annualized return of 8.74%, while SWEGX has yielded a comparatively higher 11.28% annualized return.
SWDSX
- 1D
- 0.00%
- 1M
- -5.46%
- YTD
- 0.45%
- 6M
- 0.22%
- 1Y
- 9.25%
- 3Y*
- 12.77%
- 5Y*
- 8.89%
- 10Y*
- 8.74%
SWEGX
- 1D
- -0.24%
- 1M
- -8.44%
- YTD
- -3.20%
- 6M
- -0.35%
- 1Y
- 17.76%
- 3Y*
- 16.20%
- 5Y*
- 9.63%
- 10Y*
- 11.28%
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SWDSX vs. SWEGX - Expense Ratio Comparison
SWDSX has a 0.89% expense ratio, which is higher than SWEGX's 0.39% expense ratio.
Return for Risk
SWDSX vs. SWEGX — Risk / Return Rank
SWDSX
SWEGX
SWDSX vs. SWEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX). 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.
| SWDSX | SWEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.09 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.60 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.33 | -0.37 |
Martin ratioReturn relative to average drawdown | 4.38 | 6.41 | -2.03 |
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
| SWDSX | SWEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.09 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.61 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.66 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.38 | +0.10 |
Correlation
The correlation between SWDSX and SWEGX is 0.92, 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
SWDSX vs. SWEGX - Dividend Comparison
SWDSX's dividend yield for the trailing twelve months is around 0.79%, less than SWEGX's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.79% | 1.22% | 2.59% | 2.25% | 6.83% | 16.25% | 2.09% | 6.86% | 11.63% | 10.24% | 1.68% | 14.46% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | 7.56% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
Drawdowns
SWDSX vs. SWEGX - Drawdown Comparison
The maximum SWDSX drawdown since its inception was -50.01%, smaller than the maximum SWEGX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for SWDSX and SWEGX.
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Drawdown Indicators
| SWDSX | SWEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.01% | -57.57% | +7.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -11.92% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -24.87% | +6.93% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -36.08% | -4.12% |
Current DrawdownCurrent decline from peak | -6.00% | -8.93% | +2.93% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -10.42% | +3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.48% | -0.31% |
Volatility
SWDSX vs. SWEGX - Volatility Comparison
The current volatility for Schwab Dividend Equity Fund™ (SWDSX) is 2.68%, while Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a volatility of 4.88%. This indicates that SWDSX experiences smaller price fluctuations and is considered to be less risky than SWEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWDSX | SWEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 4.88% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 8.95% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 16.31% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 15.81% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 17.28% | -0.36% |