SWEGX vs. SWAGX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SWAGX is managed by Charles Schwab.
Performance
SWEGX vs. SWAGX - Performance Comparison
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SWEGX vs. SWAGX - 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% | 14.20% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | -0.44% | 7.11% | 1.38% | 5.46% | -13.62% | -2.29% | 7.39% | 8.64% | -0.11% | 2.62% |
Returns By Period
In the year-to-date period, SWEGX achieves a -3.20% return, which is significantly lower than SWAGX's -0.44% 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%
SWAGX
- 1D
- 0.56%
- 1M
- -2.30%
- YTD
- -0.44%
- 6M
- 0.48%
- 1Y
- 3.81%
- 3Y*
- 3.39%
- 5Y*
- 0.01%
- 10Y*
- —
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SWEGX vs. SWAGX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than SWAGX's 0.04% expense ratio.
Return for Risk
SWEGX vs. SWAGX — Risk / Return Rank
SWEGX
SWAGX
SWEGX vs. SWAGX - 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. Aggregate Bond Index Fund (SWAGX). 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 | SWAGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.98 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.42 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.75 | -0.41 |
Martin ratioReturn relative to average drawdown | 6.41 | 4.95 | +1.46 |
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 | SWAGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.98 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.00 | +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 | 0.30 | +0.07 |
Correlation
The correlation between SWEGX and SWAGX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SWEGX vs. SWAGX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.56%, more than SWAGX's 3.76% 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% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.76% | 4.02% | 3.88% | 3.22% | 1.93% | 1.56% | 2.47% | 2.87% | 2.80% | 1.98% | 0.00% | 0.00% |
Drawdowns
SWEGX vs. SWAGX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than SWAGX's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for SWEGX and SWAGX.
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Drawdown Indicators
| SWEGX | SWAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -19.68% | -37.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -2.84% | -9.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -18.76% | -6.11% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | — | — |
Current DrawdownCurrent decline from peak | -8.93% | -4.18% | -4.75% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -5.72% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 1.00% | +1.48% |
Volatility
SWEGX vs. SWAGX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 4.88% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.66%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | SWAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 1.66% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 2.70% | +6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 4.48% | +11.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 6.06% | +9.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 5.13% | +12.15% |