SWHGX vs. TWCGX

In the year-to-date period, SWHGX achieves a -1.00% return, which is significantly higher than TWCGX's -10.62% return. Over the past 10 years, SWHGX has underperformed TWCGX with an annualized return of 2.27%, while TWCGX has yielded a comparatively higher 5.88% annualized return.

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SWHGX has a 0.39% expense ratio, which is lower than TWCGX's 0.94% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) and American Century Growth Fund (TWCGX). 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.

The current SWHGX Sharpe Ratio is -0.05, which is lower than the TWCGX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of SWHGX and TWCGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWHGX's dividend yield for the trailing twelve months is around 2.31%, while TWCGX has not paid dividends to shareholders.

The maximum SWHGX drawdown since its inception was -51.94%, smaller than the maximum TWCGX drawdown of -58.57%. Use the drawdown chart below to compare losses from any high point for SWHGX and TWCGX. For additional features, visit the drawdowns tool.

The current volatility for Schwab MarketTrack Growth Portfolio™ (SWHGX) is 9.75%, while American Century Growth Fund (TWCGX) has a volatility of 16.64%. This indicates that SWHGX experiences smaller price fluctuations and is considered to be less risky than TWCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.