SWOBX vs. SWBGX
Compare and contrast key facts about Schwab Balanced Fund™ (SWOBX) and Schwab MarketTrack Balanced Portfolio™ (SWBGX).
SWOBX is managed by Charles Schwab. It was launched on Nov 17, 1996. SWBGX is managed by Charles Schwab. It was launched on Nov 19, 1995.
Performance
SWOBX vs. SWBGX - Performance Comparison
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SWOBX vs. SWBGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWOBX Schwab Balanced Fund™ | -2.85% | 12.76% | 12.51% | 18.25% | -18.86% | 14.76% | 14.73% | 20.13% | -4.35% | 15.52% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | -0.51% | 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, SWOBX achieves a -2.85% return, which is significantly lower than SWBGX's -0.51% return. Over the past 10 years, SWOBX has outperformed SWBGX with an annualized return of 8.12%, while SWBGX has yielded a comparatively lower 7.54% annualized return.
SWOBX
- 1D
- 2.00%
- 1M
- -4.03%
- YTD
- -2.85%
- 6M
- -1.27%
- 1Y
- 11.81%
- 3Y*
- 10.99%
- 5Y*
- 5.55%
- 10Y*
- 8.12%
SWBGX
- 1D
- 1.65%
- 1M
- -3.77%
- YTD
- -0.51%
- 6M
- 1.22%
- 1Y
- 13.35%
- 3Y*
- 10.97%
- 5Y*
- 5.78%
- 10Y*
- 7.54%
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SWOBX vs. SWBGX - Expense Ratio Comparison
SWOBX has a 0.00% expense ratio, which is lower than SWBGX's 0.40% expense ratio.
Return for Risk
SWOBX vs. SWBGX — Risk / Return Rank
SWOBX
SWBGX
SWOBX vs. SWBGX - Risk-Adjusted Trends Comparison
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.
| SWOBX | SWBGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.34 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.93 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.82 | -0.15 |
Martin ratioReturn relative to average drawdown | 7.16 | 8.38 | -1.22 |
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 | SWBGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.34 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.53 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.69 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.58 | 0.00 |
Correlation
The correlation between SWOBX and SWBGX is 0.96, 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
SWOBX vs. SWBGX - Dividend Comparison
SWOBX's dividend yield for the trailing twelve months is around 5.64%, less than SWBGX's 7.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWOBX Schwab Balanced Fund™ | 5.64% | 5.47% | 4.94% | 5.67% | 10.21% | 6.47% | 2.97% | 5.21% | 7.11% | 3.20% | 7.83% | 7.66% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | 7.73% | 7.69% | 10.74% | 4.23% | 4.13% | 5.02% | 6.41% | 4.42% | 7.11% | 5.30% | 3.18% | 14.29% |
Drawdowns
SWOBX vs. SWBGX - Drawdown Comparison
The maximum SWOBX drawdown since its inception was -35.99%, smaller than the maximum SWBGX drawdown of -40.37%. Use the drawdown chart below to compare losses from any high point for SWOBX and SWBGX.
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Drawdown Indicators
| SWOBX | SWBGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.99% | -40.37% | +4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -7.57% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -28.30% | -23.97% | -4.33% |
Max Drawdown (10Y)Largest decline over 10 years | -28.30% | -23.97% | -4.33% |
Current DrawdownCurrent decline from peak | -4.72% | -4.28% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -5.44% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.64% | +0.08% |
Volatility
SWOBX vs. SWBGX - Volatility Comparison
Schwab Balanced Fund™ (SWOBX) has a higher volatility of 4.13% compared to Schwab MarketTrack Balanced Portfolio™ (SWBGX) at 3.74%. 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.
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Volatility by Period
| SWOBX | SWBGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 3.74% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 6.62% | 5.91% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 10.24% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 11.00% | +2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.84% | 10.95% | +1.89% |