SWEGX vs. IOEZX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and ICON Equity Income Fund (IOEZX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. IOEZX is managed by ICON Funds. It was launched on May 9, 2004.
Performance
SWEGX vs. IOEZX - Performance Comparison
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SWEGX vs. IOEZX - 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% |
IOEZX ICON Equity Income Fund | 8.64% | 14.29% | 6.12% | 3.82% | -13.56% | 24.15% | 3.16% | 27.70% | -10.11% | 13.59% |
Returns By Period
In the year-to-date period, SWEGX achieves a -3.20% return, which is significantly lower than IOEZX's 8.64% return. Over the past 10 years, SWEGX has outperformed IOEZX with an annualized return of 11.28%, while IOEZX has yielded a comparatively lower 8.27% 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%
IOEZX
- 1D
- -0.67%
- 1M
- -4.99%
- YTD
- 8.64%
- 6M
- 12.25%
- 1Y
- 19.34%
- 3Y*
- 11.13%
- 5Y*
- 4.83%
- 10Y*
- 8.27%
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SWEGX vs. IOEZX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is lower than IOEZX's 1.00% expense ratio.
Return for Risk
SWEGX vs. IOEZX — Risk / Return Rank
SWEGX
IOEZX
SWEGX vs. IOEZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and ICON Equity Income Fund (IOEZX). 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 | IOEZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.28 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.84 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.62 | -0.29 |
Martin ratioReturn relative to average drawdown | 6.41 | 6.69 | -0.28 |
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 | IOEZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.28 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.35 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.50 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | -0.01 |
Correlation
The correlation between SWEGX and IOEZX is 0.89, 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. IOEZX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.56%, more than IOEZX's 2.50% 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% |
IOEZX ICON Equity Income Fund | 2.50% | 3.56% | 4.32% | 3.75% | 13.63% | 12.92% | 3.68% | 4.74% | 3.80% | 3.13% | 3.32% | 4.24% |
Drawdowns
SWEGX vs. IOEZX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, roughly equal to the maximum IOEZX drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for SWEGX and IOEZX.
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Drawdown Indicators
| SWEGX | IOEZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -56.15% | -1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -11.71% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -21.47% | -3.40% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -38.12% | +2.04% |
Current DrawdownCurrent decline from peak | -8.93% | -4.99% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -8.64% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.84% | -0.36% |
Volatility
SWEGX vs. IOEZX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 4.88% compared to ICON Equity Income Fund (IOEZX) at 4.25%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than IOEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | IOEZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 4.25% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 8.69% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 15.56% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 13.90% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 16.44% | +0.84% |