Schwab Balanced Fund Volatility

SWOBX Fund

USD 18.54 0.11 0.60%

SCHWAB BALANCED's price history translates into the risk numbers analysts use to compare it with safer or riskier names. The fund shows very low price volatility over the last 3 months.

Sharpe Ratio = 0.067

Expected Return ↓

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Leading

Strong

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SWOBX

Worst

← Lower RiskHigher Risk →

Schwab Balanced Fund's financial profile includes a Market Risk Adjusted Performance of 0.1%, a Risk of 0.69, and a Risk Adjusted Performance of 0.1%. The fund is tracking at approximately 5% of its historical trend range per monthly averages.

Key indicators related to SCHWAB BALANCED's volatility include:

90 Days Market Risk

Very Low

Chance Of Distress

Below Average

90 Days Economic Sensitivity

Follows the market closely

Key risk metrics for SCHWAB BALANCED (3 Months):

Beta

0.63

Alpha

0.05

Risk

0.69

Sharpe Ratio

0.07

Expected Return

0.05

Moving together with SCHWAB BALANCED Mutual Fund

0.99	ABALX	American Balanced	Pair Corr
0.98	BALCX	American Balanced	Pair Corr
0.99	BALFX	American Balanced	Pair Corr
0.99	FBONX	American Funds American	Pair Corr
0.99	FBAFX	American Funds American	Pair Corr
0.99	RLBCX	American Balanced	Pair Corr
0.99	RLBBX	American Balanced	Pair Corr
0.91	CLBAX	American Balanced	Pair Corr
0.99	CLBEX	American Balanced	Pair Corr
0.99	RLBFX	American Balanced	Pair Corr
0.88	VSTSX	Vanguard Total Stock	Pair Corr
0.98	VSMPX	Vanguard Total Stock	Pair Corr
0.98	VITSX	Vanguard Total Stock	Pair Corr
0.98	VFFSX	Vanguard 500 Index	Pair Corr
0.95	VFIAX	Vanguard 500 Index	Pair Corr
0.98	VTSAX	Vanguard Total Stock	Pair Corr
0.93	VTISX	Vanguard Total	Pair Corr
0.93	VTSNX	Vanguard Total	Pair Corr
0.93	VTPSX	Vanguard Total	Pair Corr
0.98	VINIX	Vanguard Institutional	Pair Corr
0.95	FWWMX	American Funds Washington	Pair Corr
1.0	AMTCX	Columbia Capital	Pair Corr
0.93	SDLAX	Siit Dynamic Asset	Pair Corr
0.92	FMWIX	Fidelity Moderate With	Pair Corr
0.64	AXP	American Express	Pair Corr
0.71	CAT	Caterpillar	Pair Corr

Sensitivity To Market

Beta analysis for Schwab Balanced Fund evaluates how its price movements correlate with the broader market. With a beta of 0.63, SCHWAB BALANCED reflects measurable exposure to systematic risk. Observed total volatility stands near 0.69%. Asymmetric risk in Schwab Balanced Fund is visible through downside-focused metrics. Downside deviation reads 0.7% and semi-deviation reads 0.56%, isolating the loss-side component of total return variability. For SCHWAB BALANCED, the volatility profile is a portfolio effect rather than a single-company effect. Global funds add currency-related movement on top of underlying asset volatility.

Current 90-day SCHWAB BALANCED correlation with market (Dow Jones Industrial)

0.05

0.63

Competition

3 Months Beta |Schwab Balanced Demand Trend

Current 90-day SCHWAB BALANCED correlation with market (Dow Jones Industrial)

Downside Risk

The standard deviation reading for SCHWAB BALANCED summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. When SCHWAB BALANCED standard deviation rises relative to its historical range, it signals a regime change in price behavior.

Standard Deviation

0.69

Standard deviation and downside deviation are complementary tools for assessing SCHWAB BALANCED's risk. Downside deviation or semi-deviation of SCHWAB BALANCED's returns isolates the loss-side component of total variability. For SCHWAB BALANCED, understanding the difference between standard deviation and downside deviation is analytically important. Schwab Balanced Fund's financial profile includes a Downside Deviation of 0.70, a Downside Variance of 0.49, and a Maximum Drawdown of 2.72.

Mutual Fund Volatility Analysis

In evaluating SCHWAB BALANCED as an investment, volatility is a primary indicator of risk. High volatility generally means the mutual fund price moves dramatically in a short period of time. Lower risk tolerance generally corresponds to preference for mutual funds exhibiting lower volatility.

Transformation

This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Schwab Balanced's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.

Projected Return Density Against Market

Based on a 90-day horizon, SCHWAB BALANCED has a beta of 0.6292. This usually implies as returns on the market go up, SCHWAB BALANCED's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Schwab Balanced Fund tends to be smaller as well.

Risk for SCHWAB BALANCED can be divided into market-wide and asset-specific components. While diversification may mitigate unsystematic factors, systematic risk tied to the mutual fund market cannot be eliminated. Historical beta and volatility measures provide context. Schwab Balanced Fund's financial profile includes a Downside Deviation of 0.70, a Mean Deviation of 0.54, and a Semi Deviation of 0.56.

Schwab Balanced Fund has an alpha of 0.05, implying that it can generate a 0.05 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Distribution

Density

SCHWAB BALANCED's volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far SCHWAB BALANCED's returns usually move from the mean over the selected horizon.

What Drives SCHWAB BALANCED's Price Volatility?

Industry Dynamics

Peer results and sector re-ratings in the Schwab Funds sector often influence how investors price SCHWAB BALANCED's risk.

Political and Economic Environment

Macro data and central-bank signals can change valuation assumptions and short-term positioning around SCHWAB BALANCED.

SCHWAB BALANCED's Company-Specific Factors

Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.

Mutual Fund Risk Measures

Based on a 90-day horizon, the coefficient of variation of SCHWAB BALANCED is 1493.42. The daily returns are distributed with a variance of 0.48 and standard deviation of 0.69. The mean deviation of Schwab Balanced Fund is currently at 0.53. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96

α	Alpha over Dow Jones	0.05	Details
β	Beta against Dow Jones	0.63	Details
σ	Overall volatility	0.69	Details
Ir	Information ratio	0.07	Details

Mutual Fund Return Volatility

Daily return volatility for SCHWAB BALANCED measures how far fund returns deviate from their average on a day-to-day basis. The fund shows 0.694% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9279% volatility on return distribution over a 90-day investment horizon.

Performance

Timeline

Related Correlations Analysis

	CMIDX	UOPSX	WFLLX	DLY	ROGSX	BCSIX	STK	IENAX	IGR
CMIDX		0.92	0.0	0.62	0.81	0.54	0.81	-0.11	0.71	CMIDX
UOPSX	0.92		0.0	0.46	0.9	0.49	0.9	0.0	0.63	UOPSX
WFLLX	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	WFLLX
DLY	0.62	0.46	0.0		0.41	0.83	0.32	-0.71	0.89	DLY
ROGSX	0.81	0.9	0.0	0.41		0.43	0.82	0.08	0.56	ROGSX
BCSIX	0.54	0.49	0.0	0.83	0.43		0.32	-0.67	0.78	BCSIX
STK	0.81	0.9	0.0	0.32	0.82	0.32		0.24	0.5	STK
IENAX	-0.11	0.0	0.0	-0.71	0.08	-0.67	0.24		-0.6	IENAX
IGR	0.71	0.63	0.0	0.89	0.56	0.78	0.5	-0.6		IGR
	CMIDX	UOPSX	WFLLX	DLY	ROGSX	BCSIX	STK	IENAX	IGR

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

UOPSX	+ 0.92	CMIDX
ROGSX	+ 0.9	UOPSX
STK	+ 0.9	UOPSX
IGR	+ 0.89	DLY
BCSIX	+ 0.83	DLY
STK	+ 0.82	ROGSX

High negative correlations

IENAX	- 0.71	DLY
IENAX	- 0.67	BCSIX
IGR	- 0.6	IENAX
IENAX	- 0.11	CMIDX
IGR	- 0.0	WFLLX
IENAX	- 0.0	WFLLX

Risk-Adjusted Indicators

Evaluating SCHWAB BALANCED Mutual Fund requires separating price momentum from underlying operating strength versus competitors. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
CMIDX	1.14	0.21	0.14	0.17	1.15	-1.20	3.20	-2.18	7.14
UOPSX	1.89	0.38	0.17	0.21	1.89	-2.07	3.85	-3.74	9.04
WFLLX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
DLY	0.54	-0.03	0.00	-0.05	0.00	0.00	1.10	-1.22	4.15
ROGSX	1.09	0.14	0.10	0.15	1.24	-1.12	2.21	-2.37	5.08
BCSIX	1.26	-0.01	0.00	0.00	1.75	-1.22	2.63	-3.03	6.67
STK	1.36	0.47	0.27	0.36	1.21	-1.50	3.58	-2.26	7.73
IENAX	0.98	0.29	0.17	-2.50	1.25	-1.06	1.89	-2.16	6.25
IGR	1.02	0.05	0.03	0.06	1.34	-1.07	1.95	-1.88	6.57

Risk Metrics, Assumptions & Methodology

Volatility regime for SCHWAB BALANCED evaluates whether NAV variability is in a calm, stressed, or transitional phase. Regime transitions often precede directional moves, making volatility shifts a useful timing signal.

Schwab Balanced Fund metrics draw on fund disclosures and market reference feeds, standardized for cross-period comparison. Volatility and downside metrics are estimated from historical return dispersion.

Editorial review and methodology oversight provided by: Vlad Skutelnik, Macroaxis Contributor

Volatility Profile Summary

Recent data suggests that Schwab Balanced Fund is less volatile than Dow Jones Industrial by approximately 1.35x over the selected horizon. This differential reflects the relative dispersion of returns and frames how each asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 6% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.

Schwab Balanced Fund with characteristics aligned to broad market upside participation. This directional read frames the latest price swing through a simple momentum and follow-through lens. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a moderate upward price movement. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View SCHWAB BALANCED probability analysis.

Minimal diversification benefit

SCHWAB BALANCED currently posts a 0.9 correlation with Dow Jones, indicating a Minimal diversification benefit relationship for the active sample. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.

View Details

Additional Risk Indicators

Looking at additional risk metrics for Schwab Balanced Fund frames how the position may behave under different market and portfolio conditions. This is most informative when assessing whether the current opportunity is being compensated with reasonable risk.

	Risk Adjusted Performance	0.0868
	Market Risk Adjusted Performance	0.0994
	Mean Deviation	0.5386
	Semi Deviation	0.5615
	Downside Deviation	0.6975
	Coefficient Of Variation	1065.98
	Standard Deviation	0.706

SCHWAB BALANCED Suggested Diversification Pairs

Pair trading with SCHWAB BALANCED hedges company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.

	Alliance Entertainment vs. SCHWAB BALANCED
	Salesforce vs. SCHWAB BALANCED
	GM vs. SCHWAB BALANCED
	SentinelOne vs. SCHWAB BALANCED
	Micron Technology vs. SCHWAB BALANCED
	Microsoft vs. SCHWAB BALANCED
	Visa vs. SCHWAB BALANCED
	Fundrise Innovation vs. SCHWAB BALANCED

Pair diversification lowers aggregate risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the broad market - cannot be eliminated by pairing SCHWAB BALANCED with another position. However, SCHWAB BALANCED's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Schwab Balanced Fund.