SWEGX vs. SWPPX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab S&P 500 Index Fund (SWPPX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
SWEGX vs. SWPPX - Performance Comparison
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SWEGX vs. SWPPX - 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% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, SWEGX achieves a -3.20% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, SWEGX has underperformed SWPPX with an annualized return of 11.28%, while SWPPX has yielded a comparatively higher 13.71% 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%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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SWEGX vs. SWPPX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
SWEGX vs. SWPPX — Risk / Return Rank
SWEGX
SWPPX
SWEGX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.84 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.30 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.06 | +0.28 |
Martin ratioReturn relative to average drawdown | 6.41 | 5.14 | +1.28 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.84 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.76 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.48 | -0.10 |
Correlation
The correlation between SWEGX and SWPPX 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. SWPPX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.56%, more than SWPPX's 1.19% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
SWEGX vs. SWPPX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SWEGX and SWPPX.
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Drawdown Indicators
| SWEGX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -55.06% | -2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.10% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -24.51% | -0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -33.80% | -2.28% |
Current DrawdownCurrent decline from peak | -8.93% | -8.89% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -10.00% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.49% | -0.01% |
Volatility
SWEGX vs. SWPPX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 4.88% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 4.29% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 9.11% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 18.14% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 16.89% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 18.19% | -0.91% |