SWEGX vs. SCYB
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab High Yield Bond ETF (SCYB).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SCYB is a passively managed fund by Charles Schwab that tracks the performance of the ICE BofA US Cash Pay High Yield Constrained Index. It was launched on Jul 10, 2023.
Performance
SWEGX vs. SCYB - Performance Comparison
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SWEGX vs. SCYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | -3.20% | 20.82% | 13.86% | 12.22% |
SCYB Schwab High Yield Bond ETF | -0.47% | 8.33% | 8.15% | 6.74% |
Returns By Period
In the year-to-date period, SWEGX achieves a -3.20% return, which is significantly lower than SCYB's -0.47% 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%
SCYB
- 1D
- 0.89%
- 1M
- -1.23%
- YTD
- -0.47%
- 6M
- 0.62%
- 1Y
- 6.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SWEGX vs. SCYB - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than SCYB's 0.03% expense ratio.
Return for Risk
SWEGX vs. SCYB — Risk / Return Rank
SWEGX
SCYB
SWEGX vs. SCYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab High Yield Bond ETF (SCYB). 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 | SCYB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.19 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.75 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.60 | -0.26 |
Martin ratioReturn relative to average drawdown | 6.41 | 8.44 | -2.03 |
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 | SCYB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.19 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.62 | -1.24 |
Correlation
The correlation between SWEGX and SCYB is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SWEGX vs. SCYB - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.56%, more than SCYB's 7.01% 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% |
SCYB Schwab High Yield Bond ETF | 6.46% | 6.99% | 7.06% | 3.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWEGX vs. SCYB - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than SCYB's maximum drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for SWEGX and SCYB.
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Drawdown Indicators
| SWEGX | SCYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -4.92% | -52.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -4.22% | -7.70% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | — | — |
Current DrawdownCurrent decline from peak | -8.93% | -1.50% | -7.43% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -0.53% | -9.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 0.80% | +1.68% |
Volatility
SWEGX vs. SCYB - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 4.88% compared to Schwab High Yield Bond ETF (SCYB) at 2.25%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than SCYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | SCYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 2.25% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 2.91% | +6.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 5.67% | +10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 5.20% | +10.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 5.20% | +12.08% |