SWEGX vs. VTI
SWEGX (Schwab MarketTrack All Equity Portfolio™) and VTI (Vanguard Total Stock Market ETF) are both funds - SWEGX is a Diversified Portfolio fund managed by Charles Schwab, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, SWEGX returned 12.99%/yr vs 15.14%/yr for VTI. With a 0.96 correlation, they move nearly in lockstep. SWEGX charges 0.39%/yr vs 0.03%/yr for VTI.
Performance
SWEGX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, SWEGX achieves a 11.78% return, which is significantly higher than VTI's 8.82% return. Over the past 10 years, SWEGX has underperformed VTI with an annualized return of 12.99%, while VTI has yielded a comparatively higher 15.14% annualized return.
SWEGX
- 1D
- -0.10%
- 1M
- 0.79%
- YTD
- 11.78%
- 6M
- 11.06%
- 1Y
- 27.09%
- 3Y*
- 20.70%
- 5Y*
- 11.43%
- 10Y*
- 12.99%
VTI
- 1D
- -1.39%
- 1M
- -0.84%
- YTD
- 8.82%
- 6M
- 7.71%
- 1Y
- 24.22%
- 3Y*
- 20.62%
- 5Y*
- 11.90%
- 10Y*
- 15.14%
SWEGX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 11.78% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
VTI Vanguard Total Stock Market ETF | 8.82% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between SWEGX and VTI is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.96 |
The correlation between SWEGX and VTI has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
SWEGX vs. VTI — Risk / Return Rank
SWEGX
VTI
SWEGX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Vanguard Total Stock Market ETF (VTI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWEGX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 2.73 | +0.43 |
| Martin ratioReturn relative to average drawdown | 13.51 | 12.14 | +1.38 |
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Drawdowns
SWEGX vs. VTI - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SWEGX and VTI.
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Drawdown Indicators
| SWEGX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -55.45% | -2.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -8.92% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.19% | -19.30% | +3.11% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -25.36% | +0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -35.00% | -1.08% |
Current DrawdownCurrent decline from peak | -0.88% | -2.85% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -10.35% | -8.01% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 2.00% | +0.09% |
Volatility
SWEGX vs. VTI - Volatility Comparison
The current volatility for Schwab MarketTrack All Equity Portfolio™ (SWEGX) is 4.41%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.95%. This indicates that SWEGX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWEGX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 4.95% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 10.05% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 12.83% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 17.51% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 18.32% | -0.98% |
SWEGX vs. VTI - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
SWEGX vs. VTI - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 6.54%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 6.54% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
With a correlation of 0.95, SWEGX and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VTI has higher volatility (4.95%) compared to SWEGX (4.41%). In terms of maximum drawdown, SWEGX dropped -57.57% vs VTI's -55.45%.
SWEGX currently has the higher Sharpe Ratio (2.26 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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