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 managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWEGX or SWPPX.
Key characteristics
| SWEGX | SWPPX | |
|---|---|---|
| YTD Return | 16.71% | 26.92% |
| 1Y Return | 26.02% | 34.98% |
| 3Y Return (Ann) | 5.67% | 10.22% |
| 5Y Return (Ann) | 10.82% | 15.76% |
| 10Y Return (Ann) | 9.29% | 13.39% |
| Sharpe Ratio | 2.38 | 3.05 |
| Sortino Ratio | 3.16 | 4.04 |
| Omega Ratio | 1.48 | 1.57 |
| Calmar Ratio | 3.84 | 4.44 |
| Martin Ratio | 16.78 | 20.06 |
| Ulcer Index | 1.76% | 1.87% |
| Daily Std Dev | 12.46% | 12.34% |
| Max Drawdown | -57.57% | -55.06% |
| Current Drawdown | -1.24% | -0.26% |
Correlation
The correlation between SWEGX and SWPPX is 0.94, 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. SWPPX - Performance Comparison
In the year-to-date period, SWEGX achieves a 16.71% return, which is significantly lower than SWPPX's 26.92% return. Over the past 10 years, SWEGX has underperformed SWPPX with an annualized return of 9.29%, while SWPPX has yielded a comparatively higher 13.39% 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. SWPPX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
SWEGX vs. SWPPX - Risk-Adjusted Performance 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.
Dividends
SWEGX vs. SWPPX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 1.57%, more than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 1.57% | 1.83% | 1.60% | 1.91% | 1.08% | 2.78% | 2.22% | 1.75% | 1.85% | 3.55% | 1.37% | 1.61% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
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. For additional features, visit the drawdowns tool.
Volatility
SWEGX vs. SWPPX - Volatility Comparison
The current volatility for Schwab MarketTrack All Equity Portfolio™ (SWEGX) is 3.23%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 3.75%. This indicates that SWEGX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.