SWISX vs. SWBGX
Compare and contrast key facts about Schwab International Index Fund (SWISX) and Schwab MarketTrack Balanced Portfolio™ (SWBGX).
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. SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995.
Performance
SWISX vs. SWBGX - Performance Comparison
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SWISX vs. SWBGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWISX Schwab International Index Fund | -1.95% | 31.59% | 3.54% | 18.13% | -14.30% | 11.25% | 8.14% | 21.87% | -13.38% | 25.32% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | -2.12% | 14.73% | 9.10% | 14.99% | -14.35% | 12.85% | 10.50% | 18.56% | -5.43% | 12.70% |
Returns By Period
In the year-to-date period, SWISX achieves a -1.95% return, which is significantly higher than SWBGX's -2.12% return. Over the past 10 years, SWISX has outperformed SWBGX with an annualized return of 8.51%, while SWBGX has yielded a comparatively lower 7.36% annualized return.
SWISX
- 1D
- 0.32%
- 1M
- -10.91%
- YTD
- -1.95%
- 6M
- 2.32%
- 1Y
- 19.51%
- 3Y*
- 13.26%
- 5Y*
- 7.79%
- 10Y*
- 8.51%
SWBGX
- 1D
- 0.05%
- 1M
- -5.65%
- YTD
- -2.12%
- 6M
- -0.09%
- 1Y
- 11.81%
- 3Y*
- 10.36%
- 5Y*
- 5.62%
- 10Y*
- 7.36%
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SWISX vs. SWBGX - Expense Ratio Comparison
SWISX has a 0.06% expense ratio, which is lower than SWBGX's 0.40% expense ratio.
Return for Risk
SWISX vs. SWBGX — Risk / Return Rank
SWISX
SWBGX
SWISX vs. SWBGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Index Fund (SWISX) and Schwab MarketTrack Balanced Portfolio™ (SWBGX). 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.
| SWISX | SWBGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.18 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.71 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.47 | +0.05 |
Martin ratioReturn relative to average drawdown | 5.81 | 6.84 | -1.03 |
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
| SWISX | SWBGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.18 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.51 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.68 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.58 | -0.29 |
Correlation
The correlation between SWISX and SWBGX is 0.80, 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
SWISX vs. SWBGX - Dividend Comparison
SWISX's dividend yield for the trailing twelve months is around 3.62%, less than SWBGX's 7.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWISX Schwab International Index Fund | 3.62% | 3.55% | 3.29% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | 7.86% | 7.69% | 10.74% | 4.23% | 4.13% | 5.02% | 6.41% | 4.42% | 7.11% | 5.30% | 3.18% | 14.29% |
Drawdowns
SWISX vs. SWBGX - Drawdown Comparison
The maximum SWISX drawdown since its inception was -60.65%, which is greater than SWBGX's maximum drawdown of -40.37%. Use the drawdown chart below to compare losses from any high point for SWISX and SWBGX.
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Drawdown Indicators
| SWISX | SWBGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.65% | -40.37% | -20.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -7.57% | -3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -29.42% | -23.97% | -5.45% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -23.97% | -9.86% |
Current DrawdownCurrent decline from peak | -10.91% | -5.84% | -5.07% |
Average DrawdownAverage peak-to-trough decline | -14.88% | -5.44% | -9.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 1.62% | +1.35% |
Volatility
SWISX vs. SWBGX - Volatility Comparison
Schwab International Index Fund (SWISX) has a higher volatility of 7.16% compared to Schwab MarketTrack Balanced Portfolio™ (SWBGX) at 3.22%. This indicates that SWISX's price experiences larger fluctuations and is considered to be riskier than SWBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWISX | SWBGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 3.22% | +3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 5.68% | +5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 10.13% | +6.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 10.97% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 10.93% | +5.86% |