SWHGX vs. SNXFX
Compare and contrast key facts about Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab 1000 Index Fund (SNXFX).
SWHGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SNXFX is a passively managed fund by Charles Schwab that tracks the performance of the Schwab 1000 Index. It was launched on Apr 2, 1991.
Performance
SWHGX vs. SNXFX - Performance Comparison
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SWHGX vs. SNXFX - 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% |
SNXFX Schwab 1000 Index Fund | -4.19% | 17.23% | 24.46% | 26.53% | -19.46% | 26.10% | 20.71% | 31.43% | -5.04% | 21.71% |
Returns By Period
In the year-to-date period, SWHGX achieves a -0.60% return, which is significantly higher than SNXFX's -4.19% return. Over the past 10 years, SWHGX has underperformed SNXFX with an annualized return of 9.54%, while SNXFX has yielded a comparatively higher 13.72% 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%
SNXFX
- 1D
- 2.95%
- 1M
- -5.11%
- YTD
- -4.19%
- 6M
- -2.28%
- 1Y
- 17.24%
- 3Y*
- 18.07%
- 5Y*
- 10.92%
- 10Y*
- 13.72%
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SWHGX vs. SNXFX - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is higher than SNXFX's 0.05% expense ratio.
Return for Risk
SWHGX vs. SNXFX — Risk / Return Rank
SWHGX
SNXFX
SWHGX vs. SNXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab 1000 Index Fund (SNXFX). 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 | SNXFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.96 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.47 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.48 | +0.27 |
Martin ratioReturn relative to average drawdown | 8.29 | 7.11 | +1.17 |
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 | SNXFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.96 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.63 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.74 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.56 | -0.06 |
Correlation
The correlation between SWHGX and SNXFX is 0.96, 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. SNXFX - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 9.65%, more than SNXFX's 1.52% 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% |
SNXFX Schwab 1000 Index Fund | 1.52% | 1.45% | 1.23% | 1.41% | 1.61% | 1.74% | 2.76% | 3.01% | 6.49% | 4.23% | 3.41% | 6.31% |
Drawdowns
SWHGX vs. SNXFX - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, smaller than the maximum SNXFX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SWHGX and SNXFX.
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Drawdown Indicators
| SWHGX | SNXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -55.08% | +5.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -12.33% | +2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -25.36% | -0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | -34.58% | +4.81% |
Current DrawdownCurrent decline from peak | -5.31% | -6.25% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -8.80% | +1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.57% | -0.49% |
Volatility
SWHGX vs. SNXFX - Volatility Comparison
The current volatility for Schwab MarketTrack Growth Portfolio™ (SWHGX) is 4.74%, while Schwab 1000 Index Fund (SNXFX) has a volatility of 5.45%. This indicates that SWHGX experiences smaller price fluctuations and is considered to be less risky than SNXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWHGX | SNXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 5.45% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 9.77% | -2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 18.59% | -5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 17.33% | -3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 18.72% | -4.49% |