SWHGX vs. SWISX
Compare and contrast key facts about Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab International Index Fund (SWISX).
SWHGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997.
Performance
SWHGX vs. SWISX - Performance Comparison
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SWHGX vs. SWISX - 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% |
SWISX Schwab International Index Fund | 1.04% | 31.59% | 3.54% | 18.13% | -14.30% | 11.25% | 8.14% | 21.87% | -13.38% | 25.32% |
Returns By Period
In the year-to-date period, SWHGX achieves a -2.77% return, which is significantly lower than SWISX's 1.04% return. Both investments have delivered pretty close results over the past 10 years, with SWHGX having a 9.29% annualized return and SWISX not far behind at 8.84%.
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%
SWISX
- 1D
- 3.05%
- 1M
- -6.36%
- YTD
- 1.04%
- 6M
- 4.82%
- 1Y
- 22.91%
- 3Y*
- 14.40%
- 5Y*
- 8.19%
- 10Y*
- 8.84%
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SWHGX vs. SWISX - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is higher than SWISX's 0.06% expense ratio.
Return for Risk
SWHGX vs. SWISX — Risk / Return Rank
SWHGX
SWISX
SWHGX vs. SWISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab International Index Fund (SWISX). 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 | SWISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.35 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.86 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.92 | -0.56 |
Martin ratioReturn relative to average drawdown | 6.50 | 7.37 | -0.87 |
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 | SWISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.35 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.51 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.53 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.29 | +0.20 |
Correlation
The correlation between SWHGX and SWISX is 0.81, 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. SWISX - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 9.86%, more than SWISX's 3.51% 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% |
SWISX Schwab International Index Fund | 3.51% | 3.55% | 3.29% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% |
Drawdowns
SWHGX vs. SWISX - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for SWHGX and SWISX.
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Drawdown Indicators
| SWHGX | SWISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -60.65% | +11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -11.39% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -29.42% | +3.79% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | -33.83% | +4.06% |
Current DrawdownCurrent decline from peak | -7.38% | -8.19% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -14.88% | +7.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.97% | -0.92% |
Volatility
SWHGX vs. SWISX - Volatility Comparison
The current volatility for Schwab MarketTrack Growth Portfolio™ (SWHGX) is 4.00%, while Schwab International Index Fund (SWISX) has a volatility of 7.82%. This indicates that SWHGX experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWHGX | SWISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 7.82% | -3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 11.27% | -3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.23% | 17.24% | -4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 16.12% | -2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 16.81% | -2.60% |