SWEGX vs. FBALX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Fidelity Balanced Fund (FBALX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. FBALX is managed by Fidelity. It was launched on Nov 6, 1986.
Performance
SWEGX vs. FBALX - Performance Comparison
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SWEGX vs. FBALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FBALX Fidelity Balanced Fund | -3.70% | 15.11% | 16.09% | 20.31% | -18.29% | 18.27% | 22.45% | 24.40% | -3.98% | 16.52% |
Returns By Period
In the year-to-date period, SWEGX achieves a -3.20% return, which is significantly higher than FBALX's -3.70% return. Over the past 10 years, SWEGX has outperformed FBALX with an annualized return of 11.28%, while FBALX has yielded a comparatively lower 10.51% annualized 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%
FBALX
- 1D
- -0.16%
- 1M
- -5.81%
- YTD
- -3.70%
- 6M
- -0.91%
- 1Y
- 13.97%
- 3Y*
- 12.91%
- 5Y*
- 7.44%
- 10Y*
- 10.51%
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SWEGX vs. FBALX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is lower than FBALX's 0.51% expense ratio.
Return for Risk
SWEGX vs. FBALX — Risk / Return Rank
SWEGX
FBALX
SWEGX vs. FBALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Fidelity Balanced Fund (FBALX). 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 | FBALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.22 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.78 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.61 | -0.28 |
Martin ratioReturn relative to average drawdown | 6.41 | 7.56 | -1.14 |
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 | FBALX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.22 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.62 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.83 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.78 | -0.41 |
Correlation
The correlation between SWEGX and FBALX is 0.94, 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. FBALX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.56%, more than FBALX's 5.90% 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% |
FBALX Fidelity Balanced Fund | 5.90% | 5.69% | 5.67% | 2.28% | 8.06% | 9.66% | 5.90% | 4.24% | 10.99% | 7.90% | 3.07% | 7.70% |
Drawdowns
SWEGX vs. FBALX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than FBALX's maximum drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for SWEGX and FBALX.
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Drawdown Indicators
| SWEGX | FBALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -43.57% | -14.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -8.14% | -3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -22.89% | -1.98% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -26.68% | -9.40% |
Current DrawdownCurrent decline from peak | -8.93% | -6.47% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -4.39% | -6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 1.74% | +0.74% |
Volatility
SWEGX vs. FBALX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 4.88% compared to Fidelity Balanced Fund (FBALX) at 3.50%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than FBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | FBALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 3.50% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 6.47% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 11.80% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 12.15% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 12.73% | +4.55% |