SWEGX vs. DODBX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Dodge & Cox Balanced Fund (DODBX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. DODBX is managed by Dodge & Cox. It was launched on Jun 25, 1931.
Performance
SWEGX vs. DODBX - Performance Comparison
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SWEGX vs. DODBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | -0.53% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
DODBX Dodge & Cox Balanced Fund | -0.36% | 14.44% | 8.76% | 13.77% | -7.30% | 19.21% | 7.93% | 19.64% | -4.66% | 11.51% |
Returns By Period
In the year-to-date period, SWEGX achieves a -0.53% return, which is significantly lower than DODBX's -0.36% return. Over the past 10 years, SWEGX has outperformed DODBX with an annualized return of 11.58%, while DODBX has yielded a comparatively lower 9.45% annualized return.
SWEGX
- 1D
- 2.76%
- 1M
- -5.51%
- YTD
- -0.53%
- 6M
- 1.99%
- 1Y
- 20.64%
- 3Y*
- 17.25%
- 5Y*
- 9.96%
- 10Y*
- 11.58%
DODBX
- 1D
- 1.37%
- 1M
- -3.79%
- YTD
- -0.36%
- 6M
- 1.20%
- 1Y
- 8.67%
- 3Y*
- 11.26%
- 5Y*
- 7.08%
- 10Y*
- 9.45%
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SWEGX vs. DODBX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is lower than DODBX's 0.52% expense ratio.
Return for Risk
SWEGX vs. DODBX — Risk / Return Rank
SWEGX
DODBX
SWEGX vs. DODBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Dodge & Cox Balanced Fund (DODBX). 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 | DODBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.90 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.28 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.19 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.11 | +0.65 |
Martin ratioReturn relative to average drawdown | 8.34 | 4.57 | +3.77 |
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
| SWEGX | DODBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.90 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.66 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.72 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.73 | -0.34 |
Correlation
The correlation between SWEGX and DODBX is 0.90, 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. DODBX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.35%, more than DODBX's 7.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 7.35% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
DODBX Dodge & Cox Balanced Fund | 7.25% | 7.53% | 8.21% | 4.64% | 8.67% | 10.62% | 6.92% | 9.35% | 9.57% | 7.53% | 5.59% | 5.44% |
Drawdowns
SWEGX vs. DODBX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than DODBX's maximum drawdown of -50.20%. Use the drawdown chart below to compare losses from any high point for SWEGX and DODBX.
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Drawdown Indicators
| SWEGX | DODBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -50.20% | -7.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -7.71% | -4.21% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -17.74% | -7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -31.29% | -4.79% |
Current DrawdownCurrent decline from peak | -6.42% | -4.13% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -4.69% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.88% | +0.63% |
Volatility
SWEGX vs. DODBX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 5.80% compared to Dodge & Cox Balanced Fund (DODBX) at 3.03%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than DODBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | DODBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 3.03% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 5.55% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.50% | 9.79% | +6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 10.82% | +5.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 13.26% | +4.04% |