SWHGX vs. AOBLX
SWHGX (Schwab MarketTrack Growth Portfolio™) and AOBLX (Victory Pioneer Balanced Fund Class A) are both Diversified Portfolio funds. Over the past 10 years, SWHGX returned 10.52%/yr vs 10.35%/yr for AOBLX. Their correlation of 0.91 suggests significant overlap in exposure. SWHGX charges 0.39%/yr vs 0.93%/yr for AOBLX.
Performance
SWHGX vs. AOBLX - Performance Comparison
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Returns By Period
In the year-to-date period, SWHGX achieves a 8.23% return, which is significantly lower than AOBLX's 12.92% return. Both investments have delivered pretty close results over the past 10 years, with SWHGX having a 10.52% annualized return and AOBLX not far behind at 10.35%.
SWHGX
- 1D
- -1.09%
- 1M
- -0.45%
- YTD
- 8.23%
- 6M
- 7.42%
- 1Y
- 19.58%
- 3Y*
- 15.87%
- 5Y*
- 8.42%
- 10Y*
- 10.52%
AOBLX
- 1D
- -0.84%
- 1M
- 0.78%
- YTD
- 12.92%
- 6M
- 12.22%
- 1Y
- 29.60%
- 3Y*
- 16.99%
- 5Y*
- 9.02%
- 10Y*
- 10.35%
SWHGX vs. AOBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | 8.23% | 17.49% | 11.76% | 18.22% | -15.06% | 18.09% | 11.02% | 22.23% | -7.19% | 16.11% |
AOBLX Victory Pioneer Balanced Fund Class A | 12.92% | 19.59% | 9.46% | 15.00% | -14.64% | 15.10% | 13.15% | 21.75% | -4.63% | 14.99% |
Correlation
The correlation between SWHGX and AOBLX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 1996 | 0.91 |
The correlation between SWHGX and AOBLX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
SWHGX vs. AOBLX — Risk / Return Rank
SWHGX
AOBLX
SWHGX vs. AOBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) and Victory Pioneer Balanced Fund Class A (AOBLX). 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.
| SWHGX | AOBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.57 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 4.83 | -2.01 |
| Martin ratioReturn relative to average drawdown | 12.10 | 22.31 | -10.22 |
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Drawdowns
SWHGX vs. AOBLX - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, which is greater than AOBLX's maximum drawdown of -36.70%. Use the drawdown chart below to compare losses from any high point for SWHGX and AOBLX.
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Drawdown Indicators
| SWHGX | AOBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -36.70% | -12.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.38% | -6.42% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -13.15% | -13.52% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -20.48% | -5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | -24.31% | -5.46% |
Current DrawdownCurrent decline from peak | -1.87% | -1.38% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -3.81% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.39% | +0.33% |
Volatility
SWHGX vs. AOBLX - Volatility Comparison
Schwab MarketTrack Growth Portfolio™ (SWHGX) and Victory Pioneer Balanced Fund Class A (AOBLX) have volatilities of 3.82% and 3.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWHGX | AOBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.69% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 7.85% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.30% | 9.98% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 11.16% | +2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 11.34% | +2.89% |
SWHGX vs. AOBLX - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is lower than AOBLX's 0.93% expense ratio.
Dividends
SWHGX vs. AOBLX - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 8.86%, more than AOBLX's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOBLX Victory Pioneer Balanced Fund Class A | 3.20% | 3.48% | 2.28% | 1.52% | 2.97% | 8.33% | 4.31% | 5.78% | 9.70% | 9.22% | 2.51% | 3.97% |
SWHGX Schwab MarketTrack Growth Portfolio™ | 8.86% | 9.59% | 11.68% | 4.00% | 4.53% | 5.04% | 8.15% | 5.76% | 5.76% | 4.87% | 3.73% | 14.80% |
Frequently Asked Questions
With a correlation of 0.92, SWHGX and AOBLX 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.
SWHGX has higher volatility (3.82%) compared to AOBLX (3.69%). In terms of maximum drawdown, SWHGX dropped -49.19% vs AOBLX's -36.70%.
AOBLX currently has the higher Sharpe Ratio (3.11 vs 2.02), 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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