SWEGX vs. SNXFX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab 1000 Index Fund (SNXFX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SNXFX is a passively managed fund by Charles Schwab that tracks the performance of the Schwab 1000 Index. It was launched on Apr 2, 1991.
Performance
SWEGX vs. SNXFX - Performance Comparison
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SWEGX vs. SNXFX - 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% |
SNXFX Schwab 1000 Index Fund | -6.94% | 17.23% | 24.46% | 26.53% | -19.46% | 26.10% | 20.71% | 31.43% | -5.04% | 21.71% |
Returns By Period
In the year-to-date period, SWEGX achieves a -3.20% return, which is significantly higher than SNXFX's -6.94% return. Over the past 10 years, SWEGX has underperformed SNXFX with an annualized return of 11.28%, while SNXFX has yielded a comparatively higher 13.39% 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%
SNXFX
- 1D
- -0.44%
- 1M
- -7.77%
- YTD
- -6.94%
- 6M
- -4.75%
- 1Y
- 14.35%
- 3Y*
- 16.93%
- 5Y*
- 10.55%
- 10Y*
- 13.39%
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SWEGX vs. SNXFX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than SNXFX's 0.05% expense ratio.
Return for Risk
SWEGX vs. SNXFX — Risk / Return Rank
SWEGX
SNXFX
SWEGX vs. SNXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab 1000 Index Fund (SNXFX). 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 | SNXFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.82 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.27 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.02 | +0.31 |
Martin ratioReturn relative to average drawdown | 6.41 | 4.97 | +1.45 |
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 | SNXFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.82 | +0.28 |
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 | 0.72 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.55 | -0.18 |
Correlation
The correlation between SWEGX and SNXFX 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. SNXFX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.56%, more than SNXFX's 1.56% 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% |
SNXFX Schwab 1000 Index Fund | 1.56% | 1.45% | 1.23% | 1.41% | 1.61% | 1.74% | 2.76% | 3.01% | 6.49% | 4.23% | 3.41% | 6.31% |
Drawdowns
SWEGX vs. SNXFX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, roughly equal to the maximum SNXFX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SWEGX and SNXFX.
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Drawdown Indicators
| SWEGX | SNXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -55.08% | -2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.33% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -25.36% | +0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -34.58% | -1.50% |
Current DrawdownCurrent decline from peak | -8.93% | -8.94% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -8.80% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.54% | -0.06% |
Volatility
SWEGX vs. SNXFX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 4.88% compared to Schwab 1000 Index Fund (SNXFX) at 4.35%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than SNXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | SNXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 4.35% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 9.32% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 18.40% | -2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 17.28% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 18.69% | -1.41% |