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SWPPX vs. SWEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWPPX vs. SWEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab S&P 500 Index Fund (SWPPX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX). The values are adjusted to include any dividend payments, if applicable.

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SWPPX vs. SWEGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWPPX
Schwab S&P 500 Index Fund
-7.07%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%
SWEGX
Schwab MarketTrack All Equity Portfolio™
-3.20%20.82%13.86%25.13%-16.24%22.68%11.13%25.55%-9.53%19.84%

Returns By Period

In the year-to-date period, SWPPX achieves a -7.07% return, which is significantly lower than SWEGX's -3.20% return. Over the past 10 years, SWPPX has outperformed SWEGX with an annualized return of 13.71%, while SWEGX has yielded a comparatively lower 11.28% annualized return.


SWPPX

1D
-0.37%
1M
-7.65%
YTD
-7.07%
6M
-4.58%
1Y
14.43%
3Y*
17.15%
5Y*
11.39%
10Y*
13.71%

SWEGX

1D
-0.24%
1M
-8.44%
YTD
-3.20%
6M
-0.35%
1Y
17.76%
3Y*
16.20%
5Y*
9.63%
10Y*
11.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWPPX vs. SWEGX - Expense Ratio Comparison

SWPPX has a 0.02% expense ratio, which is lower than SWEGX's 0.39% expense ratio.


Return for Risk

SWPPX vs. SWEGX — Risk / Return Rank

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

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
Martin Ratio Rank

SWEGX
SWEGX Risk / Return Rank: 6363
Overall Rank
SWEGX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SWEGX Sortino Ratio Rank: 6565
Sortino Ratio Rank
SWEGX Omega Ratio Rank: 6464
Omega Ratio Rank
SWEGX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWEGX Martin Ratio Rank: 6868
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.

SWPPX vs. SWEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab S&P 500 Index Fund (SWPPX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX). 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.


SWPPXSWEGXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.09

-0.26

Sortino ratio

Return per unit of downside risk

1.30

1.60

-0.31

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratio

Return relative to maximum drawdown

1.06

1.33

-0.28

Martin ratio

Return relative to average drawdown

5.14

6.41

-1.28

SWPPX vs. SWEGX - Sharpe Ratio Comparison

The current SWPPX Sharpe Ratio is 0.84, which is comparable to the SWEGX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of SWPPX and SWEGX, 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


SWPPXSWEGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.09

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.61

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.66

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.38

+0.10

Correlation

The correlation between SWPPX and SWEGX is 0.95, 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

SWPPX vs. SWEGX - Dividend Comparison

SWPPX's dividend yield for the trailing twelve months is around 1.19%, less than SWEGX's 7.56% yield.


TTM20252024202320222021202020192018201720162015
SWPPX
Schwab S&P 500 Index Fund
1.19%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%
SWEGX
Schwab MarketTrack All Equity Portfolio™
7.56%7.32%7.58%6.29%4.93%3.90%6.78%6.54%4.85%3.49%4.54%11.29%

Drawdowns

SWPPX vs. SWEGX - Drawdown Comparison

The maximum SWPPX drawdown since its inception was -55.06%, roughly equal to the maximum SWEGX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for SWPPX and SWEGX.


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Drawdown Indicators


SWPPXSWEGXDifference

Max Drawdown

Largest peak-to-trough decline

-55.06%

-57.57%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-11.92%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-24.87%

+0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

-36.08%

+2.28%

Current Drawdown

Current decline from peak

-8.89%

-8.93%

+0.04%

Average Drawdown

Average peak-to-trough decline

-10.00%

-10.42%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.48%

+0.01%

Volatility

SWPPX vs. SWEGX - Volatility Comparison

The current volatility for Schwab S&P 500 Index Fund (SWPPX) is 4.29%, while Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a volatility of 4.88%. This indicates that SWPPX experiences smaller price fluctuations and is considered to be less risky than SWEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWPPXSWEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

4.88%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

8.95%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

16.31%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

15.81%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

17.28%

+0.91%