SWOBX vs. MXSDX
Compare and contrast key facts about Schwab Balanced Fund™ (SWOBX) and Great-West Short Duration Bond Fund (MXSDX).
SWOBX is managed by Charles Schwab. It was launched on Nov 17, 1996. MXSDX is managed by Great-West. It was launched on Aug 1, 1995.
Performance
SWOBX vs. MXSDX - Performance Comparison
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SWOBX vs. MXSDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWOBX Schwab Balanced Fund™ | -4.75% | 12.76% | 12.51% | 18.25% | -18.86% | 14.76% | 14.73% | 20.13% | -4.35% | 15.52% |
MXSDX Great-West Short Duration Bond Fund | 0.10% | 5.30% | 4.24% | 5.67% | -4.25% | -0.03% | 4.64% | 5.40% | 0.73% | 1.39% |
Returns By Period
In the year-to-date period, SWOBX achieves a -4.75% return, which is significantly lower than MXSDX's 0.10% return. Over the past 10 years, SWOBX has outperformed MXSDX with an annualized return of 7.90%, while MXSDX has yielded a comparatively lower 2.24% annualized return.
SWOBX
- 1D
- -0.06%
- 1M
- -6.07%
- YTD
- -4.75%
- 6M
- -2.83%
- 1Y
- 9.96%
- 3Y*
- 10.26%
- 5Y*
- 5.35%
- 10Y*
- 7.90%
MXSDX
- 1D
- 0.10%
- 1M
- -0.66%
- YTD
- 0.10%
- 6M
- 1.20%
- 1Y
- 3.78%
- 3Y*
- 4.54%
- 5Y*
- 2.15%
- 10Y*
- 2.24%
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SWOBX vs. MXSDX - Expense Ratio Comparison
SWOBX has a 0.00% expense ratio, which is lower than MXSDX's 0.60% expense ratio.
Return for Risk
SWOBX vs. MXSDX — Risk / Return Rank
SWOBX
MXSDX
SWOBX vs. MXSDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Balanced Fund™ (SWOBX) and Great-West Short Duration Bond Fund (MXSDX). 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.
| SWOBX | MXSDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 2.39 | -1.49 |
Sortino ratioReturn per unit of downside risk | 1.37 | 3.62 | -2.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.63 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 3.79 | -2.56 |
Martin ratioReturn relative to average drawdown | 5.34 | 17.64 | -12.30 |
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
| SWOBX | MXSDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 2.39 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 1.04 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 1.13 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.32 | +0.26 |
Correlation
The correlation between SWOBX and MXSDX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SWOBX vs. MXSDX - Dividend Comparison
SWOBX's dividend yield for the trailing twelve months is around 5.75%, more than MXSDX's 3.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWOBX Schwab Balanced Fund™ | 5.75% | 5.47% | 4.94% | 5.67% | 10.21% | 6.47% | 2.97% | 5.21% | 7.11% | 3.20% | 7.83% | 7.66% |
MXSDX Great-West Short Duration Bond Fund | 3.08% | 3.08% | 4.43% | 2.31% | 1.51% | 1.87% | 2.14% | 2.06% | 1.90% | 0.70% | 0.00% | 0.00% |
Drawdowns
SWOBX vs. MXSDX - Drawdown Comparison
The maximum SWOBX drawdown since its inception was -35.99%, which is greater than MXSDX's maximum drawdown of -10.81%. Use the drawdown chart below to compare losses from any high point for SWOBX and MXSDX.
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Drawdown Indicators
| SWOBX | MXSDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.99% | -10.81% | -25.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -1.05% | -6.31% |
Max Drawdown (5Y)Largest decline over 5 years | -28.30% | -6.63% | -21.67% |
Max Drawdown (10Y)Largest decline over 10 years | -28.30% | -7.78% | -20.52% |
Current DrawdownCurrent decline from peak | -6.58% | -0.66% | -5.92% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -3.05% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 0.23% | +1.46% |
Volatility
SWOBX vs. MXSDX - Volatility Comparison
Schwab Balanced Fund™ (SWOBX) has a higher volatility of 3.45% compared to Great-West Short Duration Bond Fund (MXSDX) at 0.50%. This indicates that SWOBX's price experiences larger fluctuations and is considered to be riskier than MXSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWOBX | MXSDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 0.50% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 6.32% | 0.84% | +5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 1.80% | +9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 2.10% | +11.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.83% | 2.00% | +10.83% |