SWHGX vs. QQQ
Compare and contrast key facts about Schwab MarketTrack Growth Portfolio™ (SWHGX) and Invesco QQQ ETF (QQQ).
SWHGX is managed by Charles Schwab. It was launched on Nov 19, 1995. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
SWHGX vs. QQQ - Performance Comparison
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SWHGX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | -0.60% | 17.49% | 11.76% | 18.22% | -15.06% | 18.09% | 11.02% | 22.23% | -7.19% | 16.11% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, SWHGX achieves a -0.60% return, which is significantly higher than QQQ's -4.76% return. Over the past 10 years, SWHGX has underperformed QQQ with an annualized return of 9.54%, while QQQ has yielded a comparatively higher 18.99% annualized return.
SWHGX
- 1D
- 2.23%
- 1M
- -4.60%
- YTD
- -0.60%
- 6M
- 1.51%
- 1Y
- 16.78%
- 3Y*
- 13.53%
- 5Y*
- 7.64%
- 10Y*
- 9.54%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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SWHGX vs. QQQ - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
SWHGX vs. QQQ — Risk / Return Rank
SWHGX
QQQ
SWHGX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) and Invesco QQQ ETF (QQQ). 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.
| SWHGX | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.07 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.66 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.00 | -0.24 |
Martin ratioReturn relative to average drawdown | 8.29 | 7.32 | +0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWHGX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.07 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.86 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.38 | +0.12 |
Correlation
The correlation between SWHGX and QQQ is 0.82, 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
SWHGX vs. QQQ - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 9.65%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | 9.65% | 9.59% | 11.68% | 4.00% | 4.53% | 5.04% | 8.15% | 5.76% | 5.76% | 4.87% | 3.73% | 14.80% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
SWHGX vs. QQQ - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SWHGX and QQQ.
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Drawdown Indicators
| SWHGX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -82.97% | +33.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -12.62% | +2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -35.12% | +9.49% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | -35.12% | +5.35% |
Current DrawdownCurrent decline from peak | -5.31% | -7.86% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -32.99% | +25.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 3.44% | -1.36% |
Volatility
SWHGX vs. QQQ - Volatility Comparison
The current volatility for Schwab MarketTrack Growth Portfolio™ (SWHGX) is 4.74%, while Invesco QQQ ETF (QQQ) has a volatility of 6.61%. This indicates that SWHGX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWHGX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 6.61% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 12.82% | -5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 22.70% | -9.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 22.38% | -8.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 22.25% | -8.02% |