Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schwab Core Mutual Funds Strategic Asset Allocation – Optimal Moderate | NA | 22.87% | 3.04% | 5.47% | 5.25% | 7.41% | 7.17% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schwab Core Mutual Funds Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.97 | 22.87 | 3.04 | 5.47 | 5.25 | 7.41 | 7.17 | … | … | 0.22 | 7.67 | 16.25 | -14.57 | 9.86 | 5.13 | 18.35 | -6.27 | 11.69 | 6.87 | 0.56 | 5.31 | 12.78 | 17.94 | -0.30 | 17.65 | 32.50 | -27.79 | 9.91 | 14.36 | 11.68 | 14.85 | 29.05 | -4.48 | -1.19 |
| Sharpe Ratio | NA | 0.27 | -0.15 | 0.16 | 0.38 | NA | NA | … | … | 0.03 | 0.15 | 1.51 | -1.31 | 1.40 | 0.28 | 3.08 | -1.01 | 2.96 | 0.95 | 0.06 | 0.72 | 1.78 | 2.45 | -0.02 | 1.44 | 1.79 | -1.24 | 0.66 | 1.42 | 1.49 | 1.75 | 3.83 | -0.59 | -0.39 |
| Standard Deviation(%) | NA | 7.10 | 9.36 | 11.23 | 9.26 | NA | NA | … | … | 5.03 | 7.15 | 7.94 | 12.16 | 7.05 | 17.81 | 5.49 | 7.52 | 3.73 | 7.00 | 8.98 | 7.33 | 7.18 | 7.31 | 13.75 | 12.17 | 18.09 | 23.07 | 10.53 | 7.82 | 6.38 | 7.96 | 7.41 | 9.48 | 8.94 |
| Draw Down(%) | NA | 4.64 | 20.02 | 26.38 | 26.38 | NA | NA | … | … | 0.43 | 4.59 | 8.17 | 20.43 | 3.73 | 26.38 | 2.71 | 12.00 | 1.59 | 5.79 | 7.13 | 5.48 | 8.25 | 5.99 | 13.91 | 9.31 | 18.58 | 38.21 | 7.42 | 8.58 | 4.61 | 8.87 | 7.10 | 14.87 | 14.43 |
| Yield(%) | NA | 5.09 | 5.16 | 4.29 | 4.27 | NA | NA | … | … | NA | 1.28 | 4.82 | 5.84 | 3.68 | 1.90 | 4.36 | 4.76 | 0.86 | 2.58 | 4.90 | 8.57 | 4.85 | 8.33 | 5.66 | 9.86 | 8.32 | 7.00 | 5.66 | 5.85 | 4.89 | 4.22 | 4.08 | 3.33 | 3.63 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Core Mutual Funds Strategic Asset Allocation – Optimal Moderate |
-8.28%
Feb 2006 – Feb 2009 |
-0.09%
Feb 2004 – Feb 2009 |
3.92%
Oct 2013 – Oct 2023 |
4.40%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schwab Core Mutual Funds Strategic Asset Allocation – Optimal Moderate |
23.91%
Feb 2009 – Feb 2012 |
19.04%
Feb 2009 – Feb 2014 |
11.52%
Feb 2009 – Feb 2019 |
9.87%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart