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SWOBX vs. MXSDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWOBX vs. MXSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Balanced Fund™ (SWOBX) and Great-West Short Duration Bond Fund (MXSDX). The values are adjusted to include any dividend payments, if applicable.

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SWOBX vs. MXSDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWOBX
SWOBX Risk / Return Rank: 5050
Overall Rank
SWOBX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SWOBX Sortino Ratio Rank: 4949
Sortino Ratio Rank
SWOBX Omega Ratio Rank: 4848
Omega Ratio Rank
SWOBX Calmar Ratio Rank: 5151
Calmar Ratio Rank
SWOBX Martin Ratio Rank: 5656
Martin Ratio Rank

MXSDX
MXSDX Risk / Return Rank: 9797
Overall Rank
MXSDX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MXSDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
MXSDX Omega Ratio Rank: 9797
Omega Ratio Rank
MXSDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
MXSDX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SWOBXMXSDXDifference

Sharpe ratio

Return per unit of total volatility

0.90

2.39

-1.49

Sortino ratio

Return per unit of downside risk

1.37

3.62

-2.26

Omega ratio

Gain probability vs. loss probability

1.19

1.63

-0.44

Calmar ratio

Return relative to maximum drawdown

1.23

3.79

-2.56

Martin ratio

Return relative to average drawdown

5.34

17.64

-12.30

SWOBX vs. MXSDX - Sharpe Ratio Comparison

The current SWOBX Sharpe Ratio is 0.90, which is lower than the MXSDX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SWOBX and MXSDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWOBXMXSDXDifference

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.


TTM20252024202320222021202020192018201720162015
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


SWOBXMXSDXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.58%

-0.66%

-5.92%

Average Drawdown

Average peak-to-trough decline

-6.25%

-3.05%

-3.20%

Ulcer Index

Depth 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


SWOBXMXSDXDifference

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%