SWOBX vs. SWCGX
Compare and contrast key facts about Schwab Balanced Fund™ (SWOBX) and Schwab MarketTrack Conservative Portfolio™ (SWCGX).
SWOBX is managed by Charles Schwab. It was launched on Nov 17, 1996. SWCGX is managed by Charles Schwab. It was launched on Nov 19, 1995.
Performance
SWOBX vs. SWCGX - Performance Comparison
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SWOBX vs. SWCGX - 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% |
SWCGX Schwab MarketTrack Conservative Portfolio™ | -1.40% | 11.95% | 6.32% | 11.61% | -13.76% | 7.66% | 9.41% | 14.91% | -3.70% | 9.06% |
Returns By Period
In the year-to-date period, SWOBX achieves a -4.75% return, which is significantly lower than SWCGX's -1.40% return. Over the past 10 years, SWOBX has outperformed SWCGX with an annualized return of 7.90%, while SWCGX has yielded a comparatively lower 5.29% 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%
SWCGX
- 1D
- 0.19%
- 1M
- -4.33%
- YTD
- -1.40%
- 6M
- 0.25%
- 1Y
- 9.08%
- 3Y*
- 7.91%
- 5Y*
- 3.73%
- 10Y*
- 5.29%
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SWOBX vs. SWCGX - Expense Ratio Comparison
SWOBX has a 0.00% expense ratio, which is lower than SWCGX's 0.42% expense ratio.
Return for Risk
SWOBX vs. SWCGX — Risk / Return Rank
SWOBX
SWCGX
SWOBX vs. SWCGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Balanced Fund™ (SWOBX) and Schwab MarketTrack Conservative Portfolio™ (SWCGX). 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 | SWCGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.28 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.82 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 1.64 | -0.42 |
Martin ratioReturn relative to average drawdown | 5.34 | 7.24 | -1.91 |
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 | SWCGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.28 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.42 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.66 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.72 | -0.14 |
Correlation
The correlation between SWOBX and SWCGX is 0.93, 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. SWCGX - Dividend Comparison
SWOBX's dividend yield for the trailing twelve months is around 5.75%, less than SWCGX's 6.25% 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% |
SWCGX Schwab MarketTrack Conservative Portfolio™ | 6.25% | 6.66% | 10.09% | 6.62% | 4.07% | 4.86% | 3.28% | 3.32% | 4.85% | 3.14% | 2.49% | 7.97% |
Drawdowns
SWOBX vs. SWCGX - Drawdown Comparison
The maximum SWOBX drawdown since its inception was -35.99%, which is greater than SWCGX's maximum drawdown of -30.18%. Use the drawdown chart below to compare losses from any high point for SWOBX and SWCGX.
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Drawdown Indicators
| SWOBX | SWCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.99% | -30.18% | -5.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -5.42% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -28.30% | -21.83% | -6.47% |
Max Drawdown (10Y)Largest decline over 10 years | -28.30% | -21.83% | -6.47% |
Current DrawdownCurrent decline from peak | -6.58% | -4.39% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -3.36% | -2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 1.23% | +0.46% |
Volatility
SWOBX vs. SWCGX - Volatility Comparison
Schwab Balanced Fund™ (SWOBX) has a higher volatility of 3.45% compared to Schwab MarketTrack Conservative Portfolio™ (SWCGX) at 2.55%. This indicates that SWOBX's price experiences larger fluctuations and is considered to be riskier than SWCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWOBX | SWCGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 2.55% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 6.32% | 4.15% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 7.26% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 8.89% | +5.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.83% | 8.09% | +4.74% |