SWEGX vs. SWVXX

Last updated Apr 1, 2026

Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab Value Advantage Money Fund (SWVXX).

SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SWVXX is an actively managed fund by Charles Schwab. It was launched on Aug 27, 1993.

Performance

SWEGX vs. SWVXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab Value Advantage Money Fund (SWVXX). The values are adjusted to include any dividend payments, if applicable.

SWEGX vs. SWVXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SWEGX Schwab MarketTrack All Equity Portfolio™	-3.20%	20.82%	13.86%	25.13%	-16.24%	8.13%
SWVXX Schwab Value Advantage Money Fund	0.57%	4.15%	5.16%	5.04%	0.00%	0.00%

Returns By Period

In the year-to-date period, SWEGX achieves a -3.20% return, which is significantly lower than SWVXX's 0.57% 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%

SWVXX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.57%
• 6M: 1.55%
• 1Y: 3.68%
• 3Y*: 4.68%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SWEGX vs. SWVXX - Expense Ratio Comparison

SWEGX has a 0.39% expense ratio, which is higher than SWVXX's 0.34% expense ratio.

SWEGX

Schwab MarketTrack All Equity Portfolio™

SWVXX

Schwab Value Advantage Money Fund

Return for Risk

SWEGX vs. SWVXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWEGX

SWEGX Risk / Return Rank: 63
SWEGX Sharpe Ratio Rank: 63
SWEGX Sortino Ratio Rank: 65
SWEGX Omega Ratio Rank: 64
SWEGX Calmar Ratio Rank: 57
SWEGX Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWEGX vs. SWVXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab Value Advantage Money Fund (SWVXX). 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	SWVXX	Difference
Sharpe ratio Return per unit of total volatility	1.09	3.69	-2.60
Sortino ratio Return per unit of downside risk	1.60	—	—
Omega ratio Gain probability vs. loss probability	1.24	—	—
Calmar ratio Return relative to maximum drawdown	1.33	—	—
Martin ratio Return relative to average drawdown	6.41	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWEGX vs. SWVXX - Sharpe Ratio Comparison

The current SWEGX Sharpe Ratio is 1.09, which is lower than the SWVXX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of SWEGX and SWVXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SWEGX	SWVXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	3.69	-2.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	2.88	-2.50

Correlation

The correlation between SWEGX and SWVXX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

SWEGX vs. SWVXX - Dividend Comparison

SWEGX's dividend yield for the trailing twelve months is around 7.56%, more than SWVXX's 3.61% 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%
SWVXX Schwab Value Advantage Money Fund	3.61%	4.06%	5.02%	4.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SWEGX vs. SWVXX - Drawdown Comparison

The maximum SWEGX drawdown since its inception was -57.57%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SWEGX and SWVXX.

Drawdown Indicators

	SWEGX	SWVXX	Difference
Max Drawdown Largest peak-to-trough decline	-57.57%	0.00%	-57.57%
Max Drawdown (1Y) Largest decline over 1 year	-11.92%	0.00%	-11.92%
Max Drawdown (5Y) Largest decline over 5 years	-24.87%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.08%	—	—
Current Drawdown Current decline from peak	-8.93%	0.00%	-8.93%
Average Drawdown Average peak-to-trough decline	-10.42%	0.00%	-10.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	0.00%	+2.48%

Volatility

SWEGX vs. SWVXX - Volatility Comparison

Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a higher volatility of 4.88% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.00%. This indicates that SWEGX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWEGX	SWVXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.88%	0.00%	+4.88%
Volatility (6M) Calculated over the trailing 6-month period	8.95%	0.75%	+8.20%
Volatility (1Y) Calculated over the trailing 1-year period	16.31%	1.14%	+15.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.81%	1.09%	+14.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.28%	1.09%	+16.19%