SWEGX vs. AVDV
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Avantis International Small Cap Value ETF (AVDV).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. AVDV is an actively managed fund by Avantis. It was launched on Sep 24, 2019.
Performance
SWEGX vs. AVDV - Performance Comparison
Loading graphics...
SWEGX vs. AVDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | -3.20% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 8.63% |
AVDV Avantis International Small Cap Value ETF | 6.39% | 49.37% | 8.67% | 16.85% | -11.47% | 15.80% | 5.01% | 12.05% |
Returns By Period
In the year-to-date period, SWEGX achieves a -3.20% return, which is significantly lower than AVDV's 6.39% return.
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%
AVDV
- 1D
- 3.37%
- 1M
- -9.19%
- YTD
- 6.39%
- 6M
- 14.02%
- 1Y
- 48.30%
- 3Y*
- 24.07%
- 5Y*
- 13.38%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWEGX vs. AVDV - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than AVDV's 0.36% expense ratio.
Return for Risk
SWEGX vs. AVDV — Risk / Return Rank
SWEGX
AVDV
SWEGX vs. AVDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Avantis International Small Cap Value ETF (AVDV). 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.
| SWEGX | AVDV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.64 | -1.55 |
Sortino ratioReturn per unit of downside risk | 1.60 | 3.33 | -1.73 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.55 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 3.54 | -2.20 |
Martin ratioReturn relative to average drawdown | 6.41 | 14.87 | -8.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWEGX | AVDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.64 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.78 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.74 | -0.37 |
Correlation
The correlation between SWEGX and AVDV is 0.82, 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
SWEGX vs. AVDV - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.56%, more than AVDV's 2.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
AVDV Avantis International Small Cap Value ETF | 2.99% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWEGX vs. AVDV - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for SWEGX and AVDV.
Loading graphics...
Drawdown Indicators
| SWEGX | AVDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -43.01% | -14.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -13.19% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -28.08% | +3.21% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | — | — |
Current DrawdownCurrent decline from peak | -8.93% | -9.19% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -6.88% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 3.14% | -0.66% |
Volatility
SWEGX vs. AVDV - Volatility Comparison
The current volatility for Schwab MarketTrack All Equity Portfolio™ (SWEGX) is 4.88%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 7.89%. This indicates that SWEGX experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SWEGX | AVDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 7.89% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 12.07% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 18.40% | -2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 17.14% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 19.76% | -2.48% |