SWHGX vs. SPMO
Compare and contrast key facts about Schwab MarketTrack Growth Portfolio™ (SWHGX) and Invesco S&P 500 Momentum ETF (SPMO).
SWHGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.
Performance
SWHGX vs. SPMO - Performance Comparison
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SWHGX vs. SPMO - 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% |
SPMO Invesco S&P 500 Momentum ETF | -3.77% | 26.58% | 45.82% | 17.56% | -10.45% | 22.64% | 28.25% | 25.93% | -0.92% | 27.76% |
Returns By Period
In the year-to-date period, SWHGX achieves a -0.60% return, which is significantly higher than SPMO's -3.77% return. Over the past 10 years, SWHGX has underperformed SPMO with an annualized return of 9.54%, while SPMO has yielded a comparatively higher 17.41% 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%
SPMO
- 1D
- 2.13%
- 1M
- -4.40%
- YTD
- -3.77%
- 6M
- -4.53%
- 1Y
- 23.97%
- 3Y*
- 29.27%
- 5Y*
- 17.66%
- 10Y*
- 17.41%
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SWHGX vs. SPMO - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is higher than SPMO's 0.13% expense ratio.
Return for Risk
SWHGX vs. SPMO — Risk / Return Rank
SWHGX
SPMO
SWHGX vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) and Invesco S&P 500 Momentum ETF (SPMO). 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 | SPMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.06 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.60 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.96 | -0.20 |
Martin ratioReturn relative to average drawdown | 8.29 | 6.90 | +1.39 |
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 | SPMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.06 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.93 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.87 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.86 | -0.36 |
Correlation
The correlation between SWHGX and SPMO is 0.70, 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. SPMO - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 9.65%, more than SPMO's 0.89% 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% |
SPMO Invesco S&P 500 Momentum ETF | 0.89% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
SWHGX vs. SPMO - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for SWHGX and SPMO.
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Drawdown Indicators
| SWHGX | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -30.95% | -18.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -12.70% | +2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -22.74% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | -30.95% | +1.18% |
Current DrawdownCurrent decline from peak | -5.31% | -7.31% | +2.00% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -4.66% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 3.60% | -1.52% |
Volatility
SWHGX vs. SPMO - Volatility Comparison
The current volatility for Schwab MarketTrack Growth Portfolio™ (SWHGX) is 4.74%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 7.22%. This indicates that SWHGX experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWHGX | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 7.22% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 12.80% | -5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 22.77% | -9.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 19.08% | -5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 20.09% | -5.86% |