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

Performance

SWOBX vs. VBIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Balanced Fund™ (SWOBX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.38%
9.88%
SWOBX
VBIAX

Returns By Period

In the year-to-date period, SWOBX achieves a 13.26% return, which is significantly lower than VBIAX's 15.28% return. Over the past 10 years, SWOBX has underperformed VBIAX with an annualized return of 3.30%, while VBIAX has yielded a comparatively higher 7.59% annualized return.


SWOBX

YTD

13.26%

1M

0.06%

6M

7.38%

1Y

14.93%

5Y (annualized)

3.80%

10Y (annualized)

3.30%

VBIAX

YTD

15.28%

1M

1.28%

6M

9.88%

1Y

19.01%

5Y (annualized)

7.59%

10Y (annualized)

7.59%

Key characteristics


SWOBXVBIAX
Sharpe Ratio1.612.24
Sortino Ratio2.173.03
Omega Ratio1.311.42
Calmar Ratio0.831.93
Martin Ratio8.1313.45
Ulcer Index1.88%1.44%
Daily Std Dev9.49%8.63%
Max Drawdown-41.46%-35.90%
Current Drawdown-5.91%-0.71%

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SWOBX vs. VBIAX - Expense Ratio Comparison

SWOBX has a 0.00% expense ratio, which is lower than VBIAX's 0.07% 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%.


VBIAX
Vanguard Balanced Index Fund Admiral Shares
Expense ratio chart for VBIAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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%

Correlation

-0.50.00.51.00.9

The correlation between SWOBX and VBIAX is 0.89, 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.

Risk-Adjusted Performance

SWOBX vs. VBIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Balanced Fund™ (SWOBX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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 1.61, compared to the broader market-1.000.001.002.003.004.005.001.612.24
The chart of Sortino ratio for SWOBX, currently valued at 2.17, compared to the broader market0.005.0010.002.173.03
The chart of Omega ratio for SWOBX, currently valued at 1.31, compared to the broader market1.002.003.004.001.311.42
The chart of Calmar ratio for SWOBX, currently valued at 0.83, compared to the broader market0.005.0010.0015.0020.0025.000.831.93
The chart of Martin ratio for SWOBX, currently valued at 8.13, compared to the broader market0.0020.0040.0060.0080.00100.008.1313.45
SWOBX
VBIAX

The current SWOBX Sharpe Ratio is 1.61, which is comparable to the VBIAX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of SWOBX and VBIAX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.61
2.24
SWOBX
VBIAX

Dividends

SWOBX vs. VBIAX - Dividend Comparison

SWOBX's dividend yield for the trailing twelve months is around 1.90%, less than VBIAX's 2.02% yield.


TTM20232022202120202019201820172016201520142013
SWOBX
Schwab Balanced Fund™
1.90%2.15%1.72%4.50%1.06%1.42%2.66%3.08%1.57%2.30%2.24%1.42%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
2.02%2.04%1.93%1.39%1.66%2.12%2.32%1.95%2.09%2.09%1.92%1.85%

Drawdowns

SWOBX vs. VBIAX - Drawdown Comparison

The maximum SWOBX drawdown since its inception was -41.46%, which is greater than VBIAX's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for SWOBX and VBIAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.91%
-0.71%
SWOBX
VBIAX

Volatility

SWOBX vs. VBIAX - Volatility Comparison

The current volatility for Schwab Balanced Fund™ (SWOBX) is 2.32%, while Vanguard Balanced Index Fund Admiral Shares (VBIAX) has a volatility of 2.53%. This indicates that SWOBX experiences smaller price fluctuations and is considered to be less risky than VBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%JuneJulyAugustSeptemberOctoberNovember
2.32%
2.53%
SWOBX
VBIAX