SWEGX vs. SWTSX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab Total Stock Market Index Fund (SWTSX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Performance
SWEGX vs. SWTSX - Performance Comparison
Loading graphics...
SWEGX vs. SWTSX - 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% |
SWTSX Schwab Total Stock Market Index Fund | -6.77% | 17.04% | 23.84% | 26.05% | -19.54% | 25.65% | 20.71% | 30.90% | -5.35% | 21.08% |
Returns By Period
In the year-to-date period, SWEGX achieves a -3.20% return, which is significantly higher than SWTSX's -6.77% return. Over the past 10 years, SWEGX has underperformed SWTSX with an annualized return of 11.28%, while SWTSX has yielded a comparatively higher 13.21% 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%
SWTSX
- 1D
- -0.46%
- 1M
- -7.67%
- YTD
- -6.77%
- 6M
- -4.59%
- 1Y
- 14.70%
- 3Y*
- 16.68%
- 5Y*
- 10.10%
- 10Y*
- 13.21%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWEGX vs. SWTSX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than SWTSX's 0.03% expense ratio.
Return for Risk
SWEGX vs. SWTSX — Risk / Return Rank
SWEGX
SWTSX
SWEGX vs. SWTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab Total Stock Market Index Fund (SWTSX). 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 | SWTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.83 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.28 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.04 | +0.29 |
Martin ratioReturn relative to average drawdown | 6.41 | 5.04 | +1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWEGX | SWTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.83 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.58 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.71 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.40 | -0.02 |
Correlation
The correlation between SWEGX and SWTSX is 0.96, 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. SWTSX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.56%, more than SWTSX's 1.18% 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% |
SWTSX Schwab Total Stock Market Index Fund | 1.18% | 1.10% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% |
Drawdowns
SWEGX vs. SWTSX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than SWTSX's maximum drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWEGX and SWTSX.
Loading graphics...
Drawdown Indicators
| SWEGX | SWTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -54.60% | -2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.42% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -25.40% | +0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -35.01% | -1.07% |
Current DrawdownCurrent decline from peak | -8.93% | -8.88% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -10.63% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.56% | -0.08% |
Volatility
SWEGX vs. SWTSX - Volatility Comparison
Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 4.88% compared to Schwab Total Stock Market Index Fund (SWTSX) at 4.45%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SWEGX | SWTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 4.45% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 9.42% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 18.52% | -2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 17.41% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 18.57% | -1.29% |