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SWHGX vs. SWEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWHGX vs. SWEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX). The values are adjusted to include any dividend payments, if applicable.

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SWHGX vs. SWEGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWHGX
SWHGX Risk / Return Rank: 6464
Overall Rank
SWHGX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SWHGX Sortino Ratio Rank: 6565
Sortino Ratio Rank
SWHGX Omega Ratio Rank: 6464
Omega Ratio Rank
SWHGX Calmar Ratio Rank: 5959
Calmar Ratio Rank
SWHGX Martin Ratio Rank: 6969
Martin Ratio Rank

SWEGX
SWEGX Risk / Return Rank: 6363
Overall Rank
SWEGX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SWEGX Sortino Ratio Rank: 6565
Sortino Ratio Rank
SWEGX Omega Ratio Rank: 6464
Omega Ratio Rank
SWEGX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWEGX Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SWHGXSWEGXDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.09

+0.02

Sortino ratio

Return per unit of downside risk

1.62

1.60

+0.02

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.36

1.33

+0.03

Martin ratio

Return relative to average drawdown

6.50

6.41

+0.09

SWHGX vs. SWEGX - Sharpe Ratio Comparison

The current SWHGX Sharpe Ratio is 1.11, which is comparable to the SWEGX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SWHGX and SWEGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWHGXSWEGXDifference

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.


TTM20252024202320222021202020192018201720162015
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


SWHGXSWEGXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.38%

-8.93%

+1.55%

Average Drawdown

Average peak-to-trough decline

-7.21%

-10.42%

+3.21%

Ulcer Index

Depth 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


SWHGXSWEGXDifference

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%