SWHGX vs. SWBGX
Compare and contrast key facts about Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab MarketTrack Balanced Portfolio™ (SWBGX).
SWHGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995.
Performance
SWHGX vs. SWBGX - Performance Comparison
Loading graphics...
SWHGX vs. SWBGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | -2.77% | 17.49% | 11.76% | 18.22% | -15.06% | 18.09% | 11.02% | 22.23% | -7.19% | 16.11% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | -2.12% | 14.73% | 9.10% | 14.99% | -14.35% | 12.85% | 10.50% | 18.56% | -5.43% | 12.70% |
Returns By Period
In the year-to-date period, SWHGX achieves a -2.77% return, which is significantly lower than SWBGX's -2.12% return. Over the past 10 years, SWHGX has outperformed SWBGX with an annualized return of 9.29%, while SWBGX has yielded a comparatively lower 7.36% annualized return.
SWHGX
- 1D
- -0.12%
- 1M
- -7.05%
- YTD
- -2.77%
- 6M
- -0.36%
- 1Y
- 14.56%
- 3Y*
- 12.70%
- 5Y*
- 7.38%
- 10Y*
- 9.29%
SWBGX
- 1D
- 0.05%
- 1M
- -5.65%
- YTD
- -2.12%
- 6M
- -0.09%
- 1Y
- 11.81%
- 3Y*
- 10.36%
- 5Y*
- 5.62%
- 10Y*
- 7.36%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SWHGX vs. SWBGX - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is lower than SWBGX's 0.40% expense ratio.
Return for Risk
SWHGX vs. SWBGX — Risk / Return Rank
SWHGX
SWBGX
SWHGX vs. SWBGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab MarketTrack Balanced Portfolio™ (SWBGX). 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 | SWBGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.18 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.71 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.47 | -0.10 |
Martin ratioReturn relative to average drawdown | 6.50 | 6.84 | -0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SWHGX | SWBGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.18 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.51 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.68 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.58 | -0.08 |
Correlation
The correlation between SWHGX and SWBGX is 0.99, 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. SWBGX - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 9.86%, more than SWBGX's 7.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | 9.86% | 9.59% | 11.68% | 4.00% | 4.53% | 5.04% | 8.15% | 5.76% | 5.76% | 4.87% | 3.73% | 14.80% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | 7.86% | 7.69% | 10.74% | 4.23% | 4.13% | 5.02% | 6.41% | 4.42% | 7.11% | 5.30% | 3.18% | 14.29% |
Drawdowns
SWHGX vs. SWBGX - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, which is greater than SWBGX's maximum drawdown of -40.37%. Use the drawdown chart below to compare losses from any high point for SWHGX and SWBGX.
Loading graphics...
Drawdown Indicators
| SWHGX | SWBGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -40.37% | -8.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -7.57% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -23.97% | -1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | -23.97% | -5.80% |
Current DrawdownCurrent decline from peak | -7.38% | -5.84% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -5.44% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.62% | +0.43% |
Volatility
SWHGX vs. SWBGX - Volatility Comparison
Schwab MarketTrack Growth Portfolio™ (SWHGX) has a higher volatility of 4.00% compared to Schwab MarketTrack Balanced Portfolio™ (SWBGX) at 3.22%. This indicates that SWHGX's price experiences larger fluctuations and is considered to be riskier than SWBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SWHGX | SWBGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 3.22% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 5.68% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.23% | 10.13% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 10.97% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 10.93% | +3.28% |