SWHGX vs. SWAGX
SWHGX (Schwab MarketTrack Growth Portfolio™) and SWAGX (Schwab U.S. Aggregate Bond Index Fund) are both mutual funds - SWHGX is a Diversified Portfolio fund managed by Charles Schwab, while SWAGX is a Total Bond Market fund tracking the Bloomberg US Aggregate Bond Index. Over the past 5 years, SWHGX returned 8.74%/yr vs -0.70%/yr for SWAGX. Their 0.09 correlation means their historical movements had little consistent relationship. SWHGX charges 0.39%/yr vs 0.04%/yr for SWAGX.
Performance
SWHGX vs. SWAGX - Performance Comparison
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Returns By Period
In the year-to-date period, SWHGX achieves a 10.48% return, which is significantly higher than SWAGX's -0.84% return.
SWHGX
- 1D
- 0.89%
- 1M
- 1.06%
- 6M
- 7.38%
- YTD
- 10.48%
- 1Y
- 19.31%
- 3Y*
- 15.52%
- 5Y*
- 8.74%
- 10Y*
- 10.07%
- ALL TIME*
- 7.63%
SWAGX
- 1D
- 0.11%
- 1M
- -1.35%
- 6M
- -0.96%
- YTD
- -0.84%
- 1Y
- 1.54%
- 3Y*
- 3.86%
- 5Y*
- -0.70%
- 10Y*
- —
- ALL TIME*
- 1.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SWHGX vs. SWAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | 10.48% | 17.49% | 11.76% | 18.22% | -15.06% | 18.09% | 11.02% | 22.23% | -7.19% | 11.50% |
SWAGX Schwab U.S. Aggregate Bond Index Fund | -0.84% | 7.11% | 1.38% | 5.46% | -13.62% | -2.29% | 7.39% | 8.64% | -0.11% | 2.62% |
Correlation
The correlation between SWHGX and SWAGX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2017 | 0.09 |
Over the past year, SWHGX and SWAGX have become more correlated (0.46) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
SWHGX vs. SWAGX — Risk / Return Rank
SWHGX
SWAGX
SWHGX vs. SWAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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 | SWAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.07 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 0.54 | +2.27 |
| Martin ratioReturn relative to average drawdown | 11.97 | 1.33 | +10.64 |
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Drawdowns
SWHGX vs. SWAGX - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, which is greater than SWAGX's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for SWHGX and SWAGX.
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Drawdown Indicators
| SWHGX | SWAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -19.68% | -29.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.38% | -3.05% | -4.33% |
Max Drawdown (3Y)Largest decline over 3 years | -13.15% | -5.01% | -8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -18.59% | -7.04% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.57% | +4.57% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -5.65% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 1.25% | +0.48% |
Volatility
SWHGX vs. SWAGX - Volatility Comparison
Schwab MarketTrack Growth Portfolio™ (SWHGX) has a higher volatility of 2.89% compared to Schwab U.S. Aggregate Bond Index Fund (SWAGX) at 1.02%. This indicates that SWHGX's price experiences larger fluctuations and is considered to be riskier than SWAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWHGX | SWAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 1.02% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 3.04% | +5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 3.81% | +6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 6.09% | +7.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 5.09% | +9.12% |
SWHGX vs. SWAGX - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is higher than SWAGX's 0.04% expense ratio.
Dividends
SWHGX vs. SWAGX - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 8.68%, more than SWAGX's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.88% | 4.02% | 3.88% | 3.22% | 1.93% | 1.56% | 2.47% | 2.87% | 2.80% | 1.98% | 0.00% | 0.00% |
SWHGX Schwab MarketTrack Growth Portfolio™ | 8.68% | 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
SWHGX and SWAGX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWHGX has higher volatility (2.89%) compared to SWAGX (1.02%). In terms of maximum drawdown, SWHGX dropped -49.19% vs SWAGX's -19.68%.
SWHGX currently has the higher Sharpe Ratio (2.00 vs 0.44), 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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