SWOBX vs. VWENX

In the year-to-date period, SWOBX achieves a -0.84% return, which is significantly lower than VWENX's -0.68% return. Over the past 10 years, SWOBX has underperformed VWENX with an annualized return of 2.91%, while VWENX has yielded a comparatively higher 8.17% annualized return.

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SWOBX has a 0.00% expense ratio, which is lower than VWENX's 0.16% 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%.

This table presents a comparison of risk-adjusted performance metrics for Schwab Balanced Fund™ (SWOBX) and Vanguard Wellington Fund Admiral Shares (VWENX). 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.

The current SWOBX Sharpe Ratio is 0.33, which is lower than the VWENX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SWOBX and VWENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SWOBX's dividend yield for the trailing twelve months is around 4.98%, less than VWENX's 11.03% yield.

The maximum SWOBX drawdown since its inception was -41.47%, which is greater than VWENX's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for SWOBX and VWENX. For additional features, visit the drawdowns tool.

The current volatility for Schwab Balanced Fund™ (SWOBX) is 4.09%, while Vanguard Wellington Fund Admiral Shares (VWENX) has a volatility of 4.49%. This indicates that SWOBX experiences smaller price fluctuations and is considered to be less risky than VWENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.