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SWOBX vs. SWLGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWOBX and SWLGX 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.


-0.50.00.51.00.9

Performance

SWOBX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Balanced Fund™ (SWOBX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
28.84%
220.39%
SWOBX
SWLGX

Key characteristics

Sharpe Ratio

SWOBX:

1.04

SWLGX:

2.10

Sortino Ratio

SWOBX:

1.42

SWLGX:

2.72

Omega Ratio

SWOBX:

1.20

SWLGX:

1.39

Calmar Ratio

SWOBX:

0.55

SWLGX:

2.76

Martin Ratio

SWOBX:

5.28

SWLGX:

10.73

Ulcer Index

SWOBX:

1.91%

SWLGX:

3.37%

Daily Std Dev

SWOBX:

9.68%

SWLGX:

17.21%

Max Drawdown

SWOBX:

-41.46%

SWLGX:

-32.69%

Current Drawdown

SWOBX:

-6.28%

SWLGX:

-2.68%

Returns By Period

In the year-to-date period, SWOBX achieves a 12.81% return, which is significantly lower than SWLGX's 34.51% return.


SWOBX

YTD

12.81%

1M

-0.62%

6M

4.22%

1Y

9.23%

5Y*

3.25%

10Y*

3.20%

SWLGX

YTD

34.51%

1M

3.01%

6M

11.68%

1Y

34.65%

5Y*

19.24%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWOBX vs. SWLGX - Expense Ratio Comparison

SWOBX has a 0.00% expense ratio, which is lower than SWLGX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SWLGX
Schwab U.S. Large-Cap Growth Index Fund
Expense ratio chart for SWLGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for SWOBX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

SWOBX vs. SWLGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Balanced Fund™ (SWOBX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.


Sharpe ratio
The chart of Sharpe ratio for SWOBX, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.001.042.10
The chart of Sortino ratio for SWOBX, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.001.422.72
The chart of Omega ratio for SWOBX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.39
The chart of Calmar ratio for SWOBX, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.0014.000.552.76
The chart of Martin ratio for SWOBX, currently valued at 5.28, compared to the broader market0.0020.0040.0060.005.2810.73
SWOBX
SWLGX

The current SWOBX Sharpe Ratio is 1.04, which is lower than the SWLGX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SWOBX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.04
2.10
SWOBX
SWLGX

Dividends

SWOBX vs. SWLGX - Dividend Comparison

SWOBX's dividend yield for the trailing twelve months is around 1.91%, more than SWLGX's 0.02% yield.


TTM20232022202120202019201820172016201520142013
SWOBX
Schwab Balanced Fund™
1.91%2.15%1.72%4.50%1.06%1.42%2.66%3.08%1.57%2.30%2.24%1.42%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.02%0.67%0.93%0.57%0.67%0.96%1.03%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SWOBX vs. SWLGX - Drawdown Comparison

The maximum SWOBX drawdown since its inception was -41.46%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SWOBX and SWLGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.28%
-2.68%
SWOBX
SWLGX

Volatility

SWOBX vs. SWLGX - Volatility Comparison

The current volatility for Schwab Balanced Fund™ (SWOBX) is 2.87%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.02%. This indicates that SWOBX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.87%
5.02%
SWOBX
SWLGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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