SWOBX vs. SWBGX

In the year-to-date period, SWOBX achieves a -2.39% return, which is significantly lower than SWBGX's -0.11% return. Over the past 10 years, SWOBX has outperformed SWBGX with an annualized return of 2.70%, while SWBGX has yielded a comparatively lower 1.32% annualized return.

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SWOBX has a 0.00% expense ratio, which is lower than SWBGX's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Schwab Balanced Fund™ (SWOBX) 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.

The current SWOBX Sharpe Ratio is 0.39, which is higher than the SWBGX Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of SWOBX and SWBGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWOBX's dividend yield for the trailing twelve months is around 2.38%, less than SWBGX's 2.65% yield.

The maximum SWOBX drawdown since its inception was -41.47%, roughly equal to the maximum SWBGX drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for SWOBX and SWBGX. For additional features, visit the drawdowns tool.

Schwab Balanced Fund™ (SWOBX) has a higher volatility of 8.22% compared to Schwab MarketTrack Balanced Portfolio™ (SWBGX) at 7.32%. This indicates that SWOBX'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.