SWEGX vs. GABEX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Gabelli Equity Income Fund (GABEX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. GABEX is managed by Gabelli. It was launched on Jan 2, 1992.
Performance
SWEGX vs. GABEX - Performance Comparison
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SWEGX vs. GABEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 0.34% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
GABEX Gabelli Equity Income Fund | 0.91% | 4.33% | 6.62% | 8.25% | -5.22% | 23.28% | 7.54% | 75.11% | -11.37% | 15.16% |
Returns By Period
In the year-to-date period, SWEGX achieves a 0.34% return, which is significantly lower than GABEX's 0.91% return. Both investments have delivered pretty close results over the past 10 years, with SWEGX having a 11.68% annualized return and GABEX not far behind at 11.47%.
SWEGX
- 1D
- 0.88%
- 1M
- -2.92%
- YTD
- 0.34%
- 6M
- 2.82%
- 1Y
- 20.97%
- 3Y*
- 17.60%
- 5Y*
- 10.16%
- 10Y*
- 11.68%
GABEX
- 1D
- 0.78%
- 1M
- -5.34%
- YTD
- 0.91%
- 6M
- 3.21%
- 1Y
- 2.32%
- 3Y*
- 5.92%
- 5Y*
- 5.13%
- 10Y*
- 11.47%
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SWEGX vs. GABEX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is lower than GABEX's 1.42% expense ratio.
Return for Risk
SWEGX vs. GABEX — Risk / Return Rank
SWEGX
GABEX
SWEGX vs. GABEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Gabelli Equity Income Fund (GABEX). 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 | GABEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.16 | +1.16 |
Sortino ratioReturn per unit of downside risk | 1.91 | 0.32 | +1.59 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.05 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 0.27 | +1.58 |
Martin ratioReturn relative to average drawdown | 8.70 | 0.57 | +8.13 |
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 | GABEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.16 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.34 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.54 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.60 | -0.21 |
Correlation
The correlation between SWEGX and GABEX 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
SWEGX vs. GABEX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.29%, less than GABEX's 19.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 7.29% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
GABEX Gabelli Equity Income Fund | 19.46% | 20.83% | 33.06% | 23.48% | 20.49% | 19.96% | 32.82% | 65.43% | 31.87% | 17.83% | 16.63% | 7.78% |
Drawdowns
SWEGX vs. GABEX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than GABEX's maximum drawdown of -52.25%. Use the drawdown chart below to compare losses from any high point for SWEGX and GABEX.
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Drawdown Indicators
| SWEGX | GABEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -52.25% | -5.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -13.11% | +4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -17.59% | -7.28% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -37.27% | +1.19% |
Current DrawdownCurrent decline from peak | -5.60% | -8.68% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -5.16% | -5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 6.16% | -3.62% |
Volatility
SWEGX vs. GABEX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 5.67% compared to Gabelli Equity Income Fund (GABEX) at 5.30%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than GABEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | GABEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 5.30% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.38% | 9.09% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 18.10% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 15.26% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 21.32% | -4.02% |