SWEGX vs. SFLNX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007.
Performance
SWEGX vs. SFLNX - Performance Comparison
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SWEGX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | -0.53% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
SFLNX Schwab Fundamental US Large Company Index Fund | 2.71% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
Returns By Period
In the year-to-date period, SWEGX achieves a -0.53% return, which is significantly lower than SFLNX's 2.71% return. Over the past 10 years, SWEGX has underperformed SFLNX with an annualized return of 11.58%, while SFLNX has yielded a comparatively higher 13.25% annualized 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%
SFLNX
- 1D
- 1.98%
- 1M
- -3.63%
- YTD
- 2.71%
- 6M
- 6.30%
- 1Y
- 19.89%
- 3Y*
- 17.10%
- 5Y*
- 11.99%
- 10Y*
- 13.25%
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SWEGX vs. SFLNX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Return for Risk
SWEGX vs. SFLNX — Risk / Return Rank
SWEGX
SFLNX
SWEGX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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 | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.24 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.79 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.72 | +0.04 |
Martin ratioReturn relative to average drawdown | 8.34 | 8.22 | +0.12 |
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 | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.24 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.79 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.72 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.51 | -0.12 |
Correlation
The correlation between SWEGX and SFLNX is 0.95, 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. SFLNX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.35%, more than SFLNX's 1.63% 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% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.63% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
Drawdowns
SWEGX vs. SFLNX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, roughly equal to the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWEGX and SFLNX.
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Drawdown Indicators
| SWEGX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -56.18% | -1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.28% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -18.98% | -5.89% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -37.59% | +1.51% |
Current DrawdownCurrent decline from peak | -6.42% | -4.24% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -6.06% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.56% | -0.05% |
Volatility
SWEGX vs. SFLNX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 5.80% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 4.01%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.01% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 8.18% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.50% | 16.24% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 15.34% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 18.41% | -1.11% |