SWHGX vs. VTMFX
SWHGX (Schwab MarketTrack Growth Portfolio™) and VTMFX (Vanguard Tax-Managed Balanced Fund Admiral Shares) are both Diversified Portfolio funds. Over the past 10 years, SWHGX returned 10.52%/yr vs 8.63%/yr for VTMFX. Their correlation of 0.94 suggests significant overlap in exposure. SWHGX charges 0.39%/yr vs 0.05%/yr for VTMFX.
Performance
SWHGX vs. VTMFX - Performance Comparison
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Returns By Period
In the year-to-date period, SWHGX achieves a 8.23% return, which is significantly higher than VTMFX's 4.50% return. Over the past 10 years, SWHGX has outperformed VTMFX with an annualized return of 10.52%, while VTMFX has yielded a comparatively lower 8.63% annualized return.
SWHGX
- 1D
- -1.09%
- 1M
- -0.45%
- YTD
- 8.23%
- 6M
- 7.42%
- 1Y
- 19.58%
- 3Y*
- 15.87%
- 5Y*
- 8.42%
- 10Y*
- 10.52%
VTMFX
- 1D
- -0.70%
- 1M
- 0.06%
- YTD
- 4.50%
- 6M
- 3.95%
- 1Y
- 13.59%
- 3Y*
- 11.82%
- 5Y*
- 6.79%
- 10Y*
- 8.63%
SWHGX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | 8.23% | 17.49% | 11.76% | 18.22% | -15.06% | 18.09% | 11.02% | 22.23% | -7.19% | 16.11% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 4.50% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Correlation
The correlation between SWHGX and VTMFX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1996 | 0.94 |
The correlation between SWHGX and VTMFX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
SWHGX vs. VTMFX — Risk / Return Rank
SWHGX
VTMFX
SWHGX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWHGX | VTMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.42 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.65 | +0.17 |
| Martin ratioReturn relative to average drawdown | 12.10 | 12.34 | -0.24 |
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Drawdowns
SWHGX vs. VTMFX - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for SWHGX and VTMFX.
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Drawdown Indicators
| SWHGX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -28.49% | -20.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.38% | -5.38% | -2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -13.15% | -10.61% | -2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -17.40% | -8.23% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | -21.87% | -7.90% |
Current DrawdownCurrent decline from peak | -1.87% | -1.45% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -3.54% | -3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.15% | +0.57% |
Volatility
SWHGX vs. VTMFX - Volatility Comparison
Schwab MarketTrack Growth Portfolio™ (SWHGX) has a higher volatility of 3.82% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.56%. This indicates that SWHGX's price experiences larger fluctuations and is considered to be riskier than VTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWHGX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 2.56% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 5.22% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.30% | 6.49% | +3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 8.57% | +5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 9.14% | +5.09% |
SWHGX vs. VTMFX - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is higher than VTMFX's 0.05% expense ratio.
Dividends
SWHGX vs. VTMFX - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 8.86%, more than VTMFX's 2.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | 8.86% | 9.59% | 11.68% | 4.00% | 4.53% | 5.04% | 8.15% | 5.76% | 5.76% | 4.87% | 3.73% | 14.80% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.14% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Frequently Asked Questions
With a correlation of 0.95, SWHGX and VTMFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SWHGX has higher volatility (3.82%) compared to VTMFX (2.56%). In terms of maximum drawdown, SWHGX dropped -49.19% vs VTMFX's -28.49%.
VTMFX currently has the higher Sharpe Ratio (2.20 vs 2.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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