SWEGX vs. KNG

Last updated Apr 2, 2026

Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG).

SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. KNG is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 Dividend Aristocrats Target Income Index Monthly Series. It was launched on Mar 26, 2018.

Performance

SWEGX vs. KNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab MarketTrack All Equity Portfolio™ (SWEGX) and FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). The values are adjusted to include any dividend payments, if applicable.

SWEGX vs. KNG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SWEGX Schwab MarketTrack All Equity Portfolio™	-0.53%	20.82%	13.86%	25.13%	-16.24%	22.68%	11.13%	25.55%	-7.76%
KNG FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF	1.22%	6.63%	5.99%	7.48%	-7.03%	24.78%	7.21%	26.64%	-0.84%

Returns By Period

In the year-to-date period, SWEGX achieves a -0.53% return, which is significantly lower than KNG's 1.22% 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%

KNG

• 1D: -0.02%
• 1M: -6.54%
• YTD: 1.22%
• 6M: 3.22%
• 1Y: 5.13%
• 3Y*: 6.52%
• 5Y*: 5.64%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SWEGX vs. KNG - Expense Ratio Comparison

SWEGX has a 0.39% expense ratio, which is lower than KNG's 0.75% expense ratio.

KNG

FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF

SWEGX

Schwab MarketTrack All Equity Portfolio™

Return for Risk

SWEGX vs. KNG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWEGX

SWEGX Risk / Return Rank: 74
SWEGX Sharpe Ratio Rank: 70
SWEGX Sortino Ratio Rank: 73
SWEGX Omega Ratio Rank: 71
SWEGX Calmar Ratio Rank: 73
SWEGX Martin Ratio Rank: 82

KNG

KNG Risk / Return Rank: 22
KNG Sharpe Ratio Rank: 22
KNG Sortino Ratio Rank: 22
KNG Omega Ratio Rank: 20
KNG Calmar Ratio Rank: 22
KNG Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWEGX vs. KNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). 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	KNG	Difference
Sharpe ratio Return per unit of total volatility	1.28	0.38	+0.90
Sortino ratio Return per unit of downside risk	1.86	0.64	+1.22
Omega ratio Gain probability vs. loss probability	1.28	1.08	+0.19
Calmar ratio Return relative to maximum drawdown	1.76	0.47	+1.28
Martin ratio Return relative to average drawdown	8.34	1.70	+6.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWEGX vs. KNG - Sharpe Ratio Comparison

The current SWEGX Sharpe Ratio is 1.28, which is higher than the KNG Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SWEGX and KNG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SWEGX	KNG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	0.38	+0.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.42	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.49	-0.11

Correlation

The correlation between SWEGX and KNG is 0.79, 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. KNG - Dividend Comparison

SWEGX's dividend yield for the trailing twelve months is around 7.35%, less than KNG's 8.67% 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%
KNG FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF	8.67%	8.61%	9.08%	5.91%	4.00%	3.45%	3.62%	4.09%	3.46%	0.00%	0.00%	0.00%

Drawdowns

SWEGX vs. KNG - Drawdown Comparison

The maximum SWEGX drawdown since its inception was -57.57%, which is greater than KNG's maximum drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for SWEGX and KNG.

Drawdown Indicators

	SWEGX	KNG	Difference
Max Drawdown Largest peak-to-trough decline	-57.57%	-35.12%	-22.45%
Max Drawdown (1Y) Largest decline over 1 year	-11.92%	-10.55%	-1.37%
Max Drawdown (5Y) Largest decline over 5 years	-24.87%	-18.20%	-6.67%
Max Drawdown (10Y) Largest decline over 10 years	-36.08%	—	—
Current Drawdown Current decline from peak	-6.42%	-6.79%	+0.37%
Average Drawdown Average peak-to-trough decline	-10.42%	-4.10%	-6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	2.94%	-0.43%

Volatility

SWEGX vs. KNG - Volatility Comparison

Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 5.80% compared to FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) at 3.36%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than KNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWEGX	KNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.80%	3.36%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	9.35%	7.47%	+1.88%
Volatility (1Y) Calculated over the trailing 1-year period	16.50%	13.64%	+2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.86%	13.63%	+2.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.30%	17.30%	0.00%