SWEGX vs. SWHGX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab MarketTrack Growth Portfolio™ (SWHGX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SWHGX is managed by Charles Schwab. It was launched on Nov 19, 1995.
Performance
SWEGX vs. SWHGX - Performance Comparison
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SWEGX vs. SWHGX - 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% |
SWHGX Schwab MarketTrack Growth Portfolio™ | -0.60% | 17.49% | 11.76% | 18.22% | -15.06% | 18.09% | 11.02% | 22.23% | -7.19% | 16.11% |
Returns By Period
In the year-to-date period, SWEGX achieves a -0.53% return, which is significantly higher than SWHGX's -0.60% return. Over the past 10 years, SWEGX has outperformed SWHGX with an annualized return of 11.58%, while SWHGX has yielded a comparatively lower 9.54% 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%
SWHGX
- 1D
- 2.23%
- 1M
- -4.60%
- YTD
- -0.60%
- 6M
- 1.51%
- 1Y
- 16.78%
- 3Y*
- 13.53%
- 5Y*
- 7.64%
- 10Y*
- 9.54%
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SWEGX vs. SWHGX - Expense Ratio Comparison
Both SWEGX and SWHGX have an expense ratio of 0.39%.
Return for Risk
SWEGX vs. SWHGX — Risk / Return Rank
SWEGX
SWHGX
SWEGX vs. SWHGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab MarketTrack Growth Portfolio™ (SWHGX). 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 | SWHGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.28 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.86 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.27 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.76 | 0.00 |
Martin ratioReturn relative to average drawdown | 8.34 | 8.29 | +0.05 |
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 | SWHGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.28 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.57 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.67 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.50 | -0.11 |
Correlation
The correlation between SWEGX and SWHGX is 0.99, 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. SWHGX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.35%, less than SWHGX's 9.65% 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% |
SWHGX Schwab MarketTrack Growth Portfolio™ | 9.65% | 9.59% | 11.68% | 4.00% | 4.53% | 5.04% | 8.15% | 5.76% | 5.76% | 4.87% | 3.73% | 14.80% |
Drawdowns
SWEGX vs. SWHGX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than SWHGX's maximum drawdown of -49.19%. Use the drawdown chart below to compare losses from any high point for SWEGX and SWHGX.
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Drawdown Indicators
| SWEGX | SWHGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -49.19% | -8.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -9.78% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -25.63% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -29.77% | -6.31% |
Current DrawdownCurrent decline from peak | -6.42% | -5.31% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -7.21% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.08% | +0.43% |
Volatility
SWEGX vs. SWHGX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 5.80% compared to Schwab MarketTrack Growth Portfolio™ (SWHGX) at 4.74%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than SWHGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | SWHGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.74% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 7.61% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.50% | 13.38% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 13.53% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 14.23% | +3.07% |