SWEGX vs. SWDSX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab Dividend Equity Fund™ (SWDSX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWEGX or SWDSX.
Key characteristics
| SWEGX | SWDSX | |
|---|---|---|
| YTD Return | 18.17% | 20.36% |
| 1Y Return | 31.24% | 30.74% |
| 3Y Return (Ann) | 6.12% | 7.78% |
| 5Y Return (Ann) | 11.24% | 9.01% |
| 10Y Return (Ann) | 9.43% | 7.40% |
| Sharpe Ratio | 2.51 | 3.29 |
| Sortino Ratio | 3.32 | 4.59 |
| Omega Ratio | 1.51 | 1.61 |
| Calmar Ratio | 3.22 | 3.70 |
| Martin Ratio | 17.66 | 20.47 |
| Ulcer Index | 1.76% | 1.50% |
| Daily Std Dev | 12.40% | 9.32% |
| Max Drawdown | -57.57% | -50.01% |
| Current Drawdown | 0.00% | -0.71% |
Correlation
The correlation between SWEGX and SWDSX is 0.92, 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. SWDSX - Performance Comparison
In the year-to-date period, SWEGX achieves a 18.17% return, which is significantly lower than SWDSX's 20.36% return. Over the past 10 years, SWEGX has outperformed SWDSX with an annualized return of 9.43%, while SWDSX has yielded a comparatively lower 7.40% 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. SWDSX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is lower than SWDSX's 0.89% expense ratio.
Risk-Adjusted Performance
SWEGX vs. SWDSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab Dividend Equity Fund™ (SWDSX). 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. SWDSX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 1.55%, less than SWDSX's 1.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 1.55% | 1.83% | 1.60% | 1.91% | 1.08% | 2.78% | 2.22% | 1.75% | 1.85% | 3.55% | 1.37% | 1.61% |
SWDSX Schwab Dividend Equity Fund™ | 1.78% | 2.12% | 2.25% | 2.06% | 2.10% | 1.55% | 1.77% | 1.78% | 1.69% | 2.37% | 1.56% | 1.50% |
Drawdowns
SWEGX vs. SWDSX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than SWDSX's maximum drawdown of -50.01%. Use the drawdown chart below to compare losses from any high point for SWEGX and SWDSX. For additional features, visit the drawdowns tool.
Volatility
SWEGX vs. SWDSX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab Dividend Equity Fund™ (SWDSX) have volatilities of 3.16% and 3.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.