SWEGX vs. SCHD
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab US 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWEGX or SCHD.
Key characteristics
| SWEGX | SCHD | |
|---|---|---|
| YTD Return | 16.71% | 17.47% |
| 1Y Return | 26.02% | 27.61% |
| 3Y Return (Ann) | 5.67% | 6.96% |
| 5Y Return (Ann) | 10.82% | 12.74% |
| 10Y Return (Ann) | 9.29% | 11.66% |
| Sharpe Ratio | 2.38 | 2.70 |
| Sortino Ratio | 3.16 | 3.89 |
| Omega Ratio | 1.48 | 1.48 |
| Calmar Ratio | 3.84 | 3.71 |
| Martin Ratio | 16.78 | 14.94 |
| Ulcer Index | 1.76% | 2.04% |
| Daily Std Dev | 12.46% | 11.25% |
| Max Drawdown | -57.57% | -33.37% |
| Current Drawdown | -1.24% | -0.51% |
Correlation
The correlation between SWEGX and SCHD is 0.86, 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.
Performance
SWEGX vs. SCHD - Performance Comparison
The year-to-date returns for both investments are quite close, with SWEGX having a 16.71% return and SCHD slightly higher at 17.47%. Over the past 10 years, SWEGX has underperformed SCHD with an annualized return of 9.29%, while SCHD has yielded a comparatively higher 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
SWEGX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab US 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.
Dividends
SWEGX vs. SCHD - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 1.57%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 1.57% | 1.83% | 1.60% | 1.91% | 1.08% | 2.78% | 2.22% | 1.75% | 1.85% | 3.55% | 1.37% | 1.61% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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. For additional features, visit the drawdowns tool.
Volatility
SWEGX vs. SCHD - Volatility Comparison
The current volatility for Schwab MarketTrack All Equity Portfolio™ (SWEGX) is 3.23%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.49%. This indicates that SWEGX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.