SWEGX vs. SCHD
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab U.S. Dividend Equity ETF (SCHD).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
SWEGX vs. SCHD - Performance Comparison
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SWEGX vs. SCHD - 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% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, SWEGX achieves a -3.20% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, SWEGX has underperformed SCHD with an annualized return of 11.28%, while SCHD has yielded a comparatively higher 12.31% 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%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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SWEGX vs. SCHD - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
SWEGX vs. SCHD — Risk / Return Rank
SWEGX
SCHD
SWEGX vs. SCHD - 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. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.89 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.35 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.19 | +0.14 |
Martin ratioReturn relative to average drawdown | 6.41 | 3.99 | +2.42 |
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 | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.89 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.59 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.74 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.84 | -0.46 |
Correlation
The correlation between SWEGX and SCHD is 0.84, 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. SCHD - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.56%, more than SCHD's 3.44% 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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
SWEGX vs. SCHD - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SWEGX and SCHD.
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Drawdown Indicators
| SWEGX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -33.37% | -24.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.74% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -16.85% | -8.02% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -33.37% | -2.71% |
Current DrawdownCurrent decline from peak | -8.93% | -2.89% | -6.04% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -3.34% | -7.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 3.89% | -1.41% |
Volatility
SWEGX vs. SCHD - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 4.88% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 2.40% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 7.96% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 15.74% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 14.40% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 16.70% | +0.58% |