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SWOBX vs. VGSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWOBX vs. VGSTX - Performance Comparison

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

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SWOBX vs. VGSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWOBX
Schwab Balanced Fund™
-4.75%12.76%12.51%18.25%-18.86%14.76%14.73%20.13%-4.35%15.52%
VGSTX
Vanguard STAR Fund
-4.01%15.88%13.69%17.14%-18.05%9.65%21.45%22.21%-5.33%16.95%

Returns By Period

In the year-to-date period, SWOBX achieves a -4.75% return, which is significantly lower than VGSTX's -4.01% return. Over the past 10 years, SWOBX has underperformed VGSTX with an annualized return of 7.90%, while VGSTX has yielded a comparatively higher 8.76% 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%

VGSTX

1D
0.04%
1M
-6.61%
YTD
-4.01%
6M
-1.24%
1Y
11.52%
3Y*
11.57%
5Y*
5.39%
10Y*
8.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWOBX vs. VGSTX - Expense Ratio Comparison

SWOBX has a 0.00% expense ratio, which is lower than VGSTX's 0.31% expense ratio.


Return for Risk

SWOBX vs. VGSTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWOBX
SWOBX Risk / Return Rank: 5050
Overall Rank
SWOBX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SWOBX Sortino Ratio Rank: 4949
Sortino Ratio Rank
SWOBX Omega Ratio Rank: 4848
Omega Ratio Rank
SWOBX Calmar Ratio Rank: 5151
Calmar Ratio Rank
SWOBX Martin Ratio Rank: 5656
Martin Ratio Rank

VGSTX
VGSTX Risk / Return Rank: 5757
Overall Rank
VGSTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VGSTX Sortino Ratio Rank: 5858
Sortino Ratio Rank
VGSTX Omega Ratio Rank: 5656
Omega Ratio Rank
VGSTX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VGSTX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWOBX vs. VGSTX - Risk-Adjusted Trends Comparison

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


SWOBXVGSTXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.01

-0.11

Sortino ratio

Return per unit of downside risk

1.37

1.49

-0.12

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.23

1.25

-0.03

Martin ratio

Return relative to average drawdown

5.34

5.64

-0.31

SWOBX vs. VGSTX - Sharpe Ratio Comparison

The current SWOBX Sharpe Ratio is 0.90, which is comparable to the VGSTX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SWOBX and VGSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWOBXVGSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.01

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.46

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.75

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.79

-0.21

Correlation

The correlation between SWOBX and VGSTX is 0.92, 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. VGSTX - Dividend Comparison

SWOBX's dividend yield for the trailing twelve months is around 5.75%, less than VGSTX's 9.51% yield.


TTM20252024202320222021202020192018201720162015
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%
VGSTX
Vanguard STAR Fund
9.51%9.13%10.67%5.35%8.34%6.70%6.68%6.07%6.90%3.32%4.77%5.62%

Drawdowns

SWOBX vs. VGSTX - Drawdown Comparison

The maximum SWOBX drawdown since its inception was -35.99%, smaller than the maximum VGSTX drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for SWOBX and VGSTX.


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Drawdown Indicators


SWOBXVGSTXDifference

Max Drawdown

Largest peak-to-trough decline

-35.99%

-38.62%

+2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-7.36%

-8.19%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-28.30%

-25.55%

-2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-28.30%

-25.55%

-2.75%

Current Drawdown

Current decline from peak

-6.58%

-6.73%

+0.15%

Average Drawdown

Average peak-to-trough decline

-6.25%

-4.04%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.82%

-0.13%

Volatility

SWOBX vs. VGSTX - Volatility Comparison

Schwab Balanced Fund™ (SWOBX) and Vanguard STAR Fund (VGSTX) have volatilities of 3.45% and 3.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWOBXVGSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

3.49%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.32%

6.36%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

11.32%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

11.79%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.83%

11.79%

+1.04%