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SWHGX vs. AOBLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWHGX vs. AOBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab MarketTrack Growth Portfolio™ (SWHGX) and Victory Pioneer Balanced Fund Class A (AOBLX). The values are adjusted to include any dividend payments, if applicable.

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

SWHGX vs. AOBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SWHGX
SWHGX Risk / Return Rank: 5959
Overall Rank
SWHGX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SWHGX Sortino Ratio Rank: 5656
Sortino Ratio Rank
SWHGX Omega Ratio Rank: 5555
Omega Ratio Rank
SWHGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SWHGX Martin Ratio Rank: 6868
Martin Ratio Rank

AOBLX
AOBLX Risk / Return Rank: 9494
Overall Rank
AOBLX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
AOBLX Sortino Ratio Rank: 9494
Sortino Ratio Rank
AOBLX Omega Ratio Rank: 8989
Omega Ratio Rank
AOBLX Calmar Ratio Rank: 9494
Calmar Ratio Rank
AOBLX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

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.


SWHGXAOBLXDifference
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

SWHGX vs. AOBLX - Sharpe Ratio Comparison

The current SWHGX Sharpe Ratio is 2.02, which is lower than the AOBLX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of SWHGX and AOBLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


SWHGXAOBLXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.87%

-1.38%

-0.49%

Average Drawdown

Average peak-to-trough decline

-7.17%

-3.81%

-3.36%

Ulcer Index

Depth 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


SWHGXAOBLXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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