SWTSX vs. SWEGX
Compare and contrast key facts about Schwab Total Stock Market Index Fund (SWTSX) and Schwab MarketTrack All Equity Portfolio™ (SWEGX).
SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999. SWEGX is managed by Charles Schwab. It was launched on May 19, 1998.
Performance
SWTSX vs. SWEGX - Performance Comparison
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SWTSX vs. SWEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | -6.77% | 17.04% | 23.84% | 26.05% | -19.54% | 25.65% | 20.71% | 30.90% | -5.35% | 21.08% |
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, SWTSX achieves a -6.77% return, which is significantly lower than SWEGX's -3.20% return. Over the past 10 years, SWTSX has outperformed SWEGX with an annualized return of 13.21%, while SWEGX has yielded a comparatively lower 11.28% annualized return.
SWTSX
- 1D
- -0.46%
- 1M
- -7.67%
- YTD
- -6.77%
- 6M
- -4.59%
- 1Y
- 14.70%
- 3Y*
- 16.68%
- 5Y*
- 10.10%
- 10Y*
- 13.21%
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%
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SWTSX vs. SWEGX - Expense Ratio Comparison
SWTSX has a 0.03% expense ratio, which is lower than SWEGX's 0.39% expense ratio.
Return for Risk
SWTSX vs. SWEGX — Risk / Return Rank
SWTSX
SWEGX
SWTSX vs. SWEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Total Stock Market Index Fund (SWTSX) 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.
| SWTSX | SWEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.09 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.60 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.33 | -0.29 |
Martin ratioReturn relative to average drawdown | 5.04 | 6.41 | -1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWTSX | SWEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.09 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.61 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.66 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.38 | +0.02 |
Correlation
The correlation between SWTSX and SWEGX is 0.96, 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
SWTSX vs. SWEGX - Dividend Comparison
SWTSX's dividend yield for the trailing twelve months is around 1.18%, less than SWEGX's 7.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWTSX Schwab Total Stock Market Index Fund | 1.18% | 1.10% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% |
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
SWTSX vs. SWEGX - Drawdown Comparison
The maximum SWTSX drawdown since its inception was -54.60%, smaller than the maximum SWEGX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for SWTSX and SWEGX.
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Drawdown Indicators
| SWTSX | SWEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.60% | -57.57% | +2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.92% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -25.40% | -24.87% | -0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -35.01% | -36.08% | +1.07% |
Current DrawdownCurrent decline from peak | -8.88% | -8.93% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -10.63% | -10.42% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.48% | +0.08% |
Volatility
SWTSX vs. SWEGX - Volatility Comparison
The current volatility for Schwab Total Stock Market Index Fund (SWTSX) is 4.45%, while Schwab MarketTrack All Equity Portfolio™ (SWEGX) has a volatility of 4.88%. This indicates that SWTSX 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
| SWTSX | SWEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.88% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 8.95% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 16.31% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 15.81% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.57% | 17.28% | +1.29% |