SWHGX vs. SWEGX
Compare and contrast key facts about Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX).
SWHGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWEGX is managed by Charles Schwab. It was launched on May 19, 1998.
Performance
SWHGX vs. SWEGX - Performance Comparison
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SWHGX vs. SWEGX - 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% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | -3.20% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
Returns By Period
In the year-to-date period, SWHGX achieves a -2.77% return, which is significantly higher than SWEGX's -3.20% return. Over the past 10 years, SWHGX has underperformed SWEGX with an annualized return of 9.29%, while SWEGX has yielded a comparatively higher 11.28% 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%
SWEGX
- 1D
- -0.24%
- 1M
- -8.44%
- YTD
- -3.20%
- 6M
- -0.35%
- 1Y
- 17.76%
- 3Y*
- 16.20%
- 5Y*
- 9.63%
- 10Y*
- 11.28%
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SWHGX vs. SWEGX - Expense Ratio Comparison
Both SWHGX and SWEGX have an expense ratio of 0.39%.
Return for Risk
SWHGX vs. SWEGX — Risk / Return Rank
SWHGX
SWEGX
SWHGX vs. SWEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX). 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 | SWEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.09 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.60 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.33 | +0.03 |
Martin ratioReturn relative to average drawdown | 6.50 | 6.41 | +0.09 |
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 | SWEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.09 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.61 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.66 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.38 | +0.11 |
Correlation
The correlation between SWHGX and SWEGX 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. SWEGX - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 9.86%, more than SWEGX's 7.56% 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% |
SWEGX Schwab MarketTrack All Equity Portfolio™ | 7.56% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
Drawdowns
SWHGX vs. SWEGX - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, smaller than the maximum SWEGX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for SWHGX and SWEGX.
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Drawdown Indicators
| SWHGX | SWEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -57.57% | +8.38% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -11.92% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -24.87% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | -36.08% | +6.31% |
Current DrawdownCurrent decline from peak | -7.38% | -8.93% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -10.42% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.48% | -0.43% |
Volatility
SWHGX vs. SWEGX - Volatility Comparison
The current volatility for Schwab MarketTrack Growth Portfolio™ (SWHGX) is 4.00%, while Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a volatility of 4.88%. This indicates that SWHGX experiences smaller price fluctuations and is considered to be less risky than SWEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWHGX | SWEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 4.88% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 8.95% | -1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.23% | 16.31% | -3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 15.81% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 17.28% | -3.07% |