SWEGX vs. SCHB
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab U.S. Broad Market ETF (SCHB).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009.
Performance
SWEGX vs. SCHB - Performance Comparison
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SWEGX vs. SCHB - 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% |
SCHB Schwab U.S. Broad Market ETF | -4.05% | 16.94% | 23.93% | 26.16% | -19.46% | 25.84% | 20.76% | 30.79% | -5.43% | 21.20% |
Returns By Period
In the year-to-date period, SWEGX achieves a -3.20% return, which is significantly higher than SCHB's -4.05% return. Over the past 10 years, SWEGX has underperformed SCHB with an annualized return of 11.28%, while SCHB has yielded a comparatively higher 13.57% 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%
SCHB
- 1D
- 2.91%
- 1M
- -4.99%
- YTD
- -4.05%
- 6M
- -1.80%
- 1Y
- 17.96%
- 3Y*
- 17.85%
- 5Y*
- 10.52%
- 10Y*
- 13.57%
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SWEGX vs. SCHB - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than SCHB's 0.03% expense ratio.
Return for Risk
SWEGX vs. SCHB — Risk / Return Rank
SWEGX
SCHB
SWEGX vs. SCHB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab U.S. Broad Market ETF (SCHB). 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 | SCHB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.98 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.50 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.51 | -0.18 |
Martin ratioReturn relative to average drawdown | 6.41 | 7.15 | -0.74 |
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 | SCHB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.98 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.61 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.74 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.78 | -0.40 |
Correlation
The correlation between SWEGX and SCHB is 0.96, 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. SCHB - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.56%, more than SCHB's 1.18% 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% |
SCHB Schwab U.S. Broad Market ETF | 1.18% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
Drawdowns
SWEGX vs. SCHB - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for SWEGX and SCHB.
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Drawdown Indicators
| SWEGX | SCHB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -35.27% | -22.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.22% | +0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -25.41% | +0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -35.27% | -0.81% |
Current DrawdownCurrent decline from peak | -8.93% | -6.26% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -4.15% | -6.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.58% | -0.10% |
Volatility
SWEGX vs. SCHB - Volatility Comparison
The current volatility for Schwab MarketTrack All Equity Portfolio™ (SWEGX) is 4.88%, while Schwab U.S. Broad Market ETF (SCHB) has a volatility of 5.48%. This indicates that SWEGX experiences smaller price fluctuations and is considered to be less risky than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | SCHB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 5.48% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 9.75% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 18.33% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 17.25% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 18.30% | -1.02% |