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.
Performance
SWEGX vs. SWDSX - Performance Comparison
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SWEGX vs. SWDSX - 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% |
SWDSX Schwab Dividend Equity Fund™ | 1.45% | 12.31% | 17.06% | 6.92% | -5.84% | 28.24% | -4.33% | 24.32% | -12.18% | 15.40% |
Returns By Period
In the year-to-date period, SWEGX achieves a -0.53% return, which is significantly lower than SWDSX's 1.45% return. Over the past 10 years, SWEGX has outperformed SWDSX with an annualized return of 11.58%, while SWDSX has yielded a comparatively lower 8.85% 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%
SWDSX
- 1D
- 1.00%
- 1M
- -4.41%
- YTD
- 1.45%
- 6M
- 1.28%
- 1Y
- 10.68%
- 3Y*
- 13.14%
- 5Y*
- 8.88%
- 10Y*
- 8.85%
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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.
Return for Risk
SWEGX vs. SWDSX — Risk / Return Rank
SWEGX
SWDSX
SWEGX vs. SWDSX - Risk-Adjusted Trends 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.
| SWEGX | SWDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.77 | +0.51 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.12 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.17 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.09 | +0.66 |
Martin ratioReturn relative to average drawdown | 8.34 | 4.90 | +3.44 |
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 | SWDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.77 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.67 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.52 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.48 | -0.09 |
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.
Dividends
SWEGX vs. SWDSX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.35%, more than SWDSX's 0.79% 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% |
SWDSX Schwab Dividend Equity Fund™ | 0.79% | 1.22% | 2.59% | 2.25% | 6.83% | 16.25% | 2.09% | 6.86% | 11.63% | 10.24% | 1.68% | 14.46% |
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.
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Drawdown Indicators
| SWEGX | SWDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -50.01% | -7.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -9.80% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -17.94% | -6.93% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -40.20% | +4.12% |
Current DrawdownCurrent decline from peak | -6.42% | -5.06% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -6.82% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.19% | +0.32% |
Volatility
SWEGX vs. SWDSX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 5.80% compared to Schwab Dividend Equity Fund™ (SWDSX) at 2.96%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than SWDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | SWDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 2.96% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 7.29% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.50% | 13.55% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 13.27% | +2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 16.92% | +0.38% |