Mutual fund comparison

Asset Allocation

Position	Category/Sector	Target Weight
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	16.67%
FXAIX Fidelity 500 Index Fund	S&P 500	16.67%
FSPGX Fidelity Large Cap Growth Index Fund	Large Cap Growth Equities	16.67%
SWISX Schwab International Index Fund	Foreign Large Cap Equities	16.67%
SWPPX Schwab S&P 500 Index Fund	Large Cap Blend Equities, S&P 500	16.67%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	Large Cap Growth Equities	16.67%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mutual fund comparison, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Mutual fund comparison	0.02%	-2.07%	5.88%	6.48%	22.43%	21.18%	13.19%	—
Portfolio components:
FSPGX Fidelity Large Cap Growth Index Fund	1.64%	-3.37%	2.98%	3.48%	20.59%	22.79%	14.07%	—
FXAIX Fidelity 500 Index Fund	1.76%	-1.31%	8.59%	8.94%	25.18%	21.06%	13.34%	15.44%
SCHG Schwab U.S. Large-Cap Growth ETF	0.12%	-3.66%	2.58%	2.96%	20.32%	22.68%	14.33%	18.50%
SWISX Schwab International Index Fund	3.03%	0.97%	8.95%	10.44%	21.50%	16.43%	8.36%	9.70%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	1.63%	-3.37%	2.97%	3.50%	20.58%	22.79%	14.07%	—
SWPPX Schwab S&P 500 Index Fund	1.76%	-1.30%	8.55%	8.92%	25.15%	21.04%	13.31%	15.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 19, 2017, Mutual fund comparison's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -11.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Mutual fund comparison closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -11.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.50%	-1.17%	-5.66%	10.60%	5.72%	-3.37%							5.88%
2025	2.76%	-1.78%	-5.93%	1.28%	7.21%	5.27%	2.16%	1.98%	4.18%	2.91%	-0.71%	0.19%	20.61%
2024	1.75%	5.69%	2.53%	-3.97%	5.52%	4.24%	0.17%	2.38%	2.19%	-1.40%	5.33%	-0.85%	25.68%
2023	7.97%	-1.92%	5.42%	1.54%	2.06%	6.37%	3.23%	-1.64%	-4.89%	-1.94%	9.99%	4.61%	34.08%
2022	-6.71%	-3.58%	3.27%	-10.22%	-0.83%	-8.23%	10.08%	-4.75%	-9.53%	6.37%	6.35%	-6.07%	-23.50%
2021	-0.93%	1.38%	2.71%	5.82%	0.09%	3.70%	2.58%	3.17%	-4.88%	7.21%	-0.70%	3.20%	25.31%

Benchmark Metrics

Mutual fund comparison has an annualized alpha of 1.82%, beta of 1.03, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since December 19, 2017.

This portfolio captured 107.21% of S&P 500 Index gains but only 98.73% of its losses - a favorable profile for investors.
With beta of 1.03 and R2 of 0.97, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 1.82%

Beta: 1.03

R²: 0.97

Upside Capture: 107.21%

Downside Capture: 98.73%

See how alpha, beta & R² have trended over time →

Expense Ratio

Mutual fund comparison has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SWISX

Schwab International Index Fund

SCHG

Schwab U.S. Large-Cap Growth ETF

FSPGX

Fidelity Large Cap Growth Index Fund

SWLGX

Schwab U.S. Large-Cap Growth Index Fund

FXAIX

Fidelity 500 Index Fund

SWPPX

Schwab S&P 500 Index Fund

Return for Risk

Risk / Return Rank

Mutual fund comparison ranks 26 for risk / return — below 26% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Mutual fund comparison and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.50	1.86	-0.36
Sortino ratioReturn per unit of downside risk	2.08	2.53	-0.45
Omega ratioGain probability vs. loss probability	1.27	1.34	-0.07
Calmar ratioReturn relative to maximum drawdown	1.92	2.53	-0.61
Martin ratioReturn relative to average drawdown	7.98	11.37	-3.39

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FSPGX Fidelity Large Cap Growth Index Fund	21	1.23	1.71	1.22	1.22	4.03
FXAIX Fidelity 500 Index Fund	65	1.97	2.67	1.36	2.74	12.46
SCHG Schwab U.S. Large-Cap Growth ETF	32	1.18	1.64	1.21	1.14	3.78
SWISX Schwab International Index Fund	30	1.33	1.92	1.24	1.83	6.82
SWLGX Schwab U.S. Large-Cap Growth Index Fund	20	1.23	1.71	1.22	1.22	4.03
SWPPX Schwab S&P 500 Index Fund	64	1.96	2.66	1.36	2.74	12.42

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Mutual fund comparison Sharpe ratio is 1.50 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Mutual fund comparison compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Mutual fund comparison provided a 1.08% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.08%	1.16%	1.18%	1.34%	1.41%	1.70%	1.38%	1.65%	2.03%	1.28%	1.55%	1.66%
Portfolio components:
FSPGX Fidelity Large Cap Growth Index Fund	0.33%	0.34%	0.37%	0.73%	0.86%	2.22%	1.76%	1.04%	1.32%	0.22%	0.00%	0.00%
FXAIX Fidelity 500 Index Fund	1.06%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
SWISX Schwab International Index Fund	3.26%	3.55%	3.29%	3.31%	2.73%	3.34%	1.88%	3.09%	3.15%	2.71%	3.19%	2.71%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	0.44%	0.46%	0.52%	0.67%	0.93%	1.76%	0.67%	0.96%	1.03%	0.00%	0.00%	0.00%
SWPPX Schwab S&P 500 Index Fund	1.02%	1.11%	1.23%	1.43%	1.67%	1.27%	1.81%	1.95%	2.67%	1.79%	2.55%	3.17%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Mutual fund comparison. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Mutual fund comparison was 32.54%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Mutual fund comparison drawdown is 3.73%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-32.54%Mar 2020	1mo 2d	3mo 24d	4mo 26dFeb 2020 - Jul 2020
Bear market2022	-29.28%Oct 2022	9mo 20d	1y 2mo	1y 11moDec 2021 - Dec 2023
Rate-hike selloffLate 2018	-19.86%Dec 2018	2mo 23d	3mo 19d	6mo 12dOct 2018 - Apr 2019
2025 selloff2025	-19.45%Apr 2025	1mo 18d	2mo 2d	3mo 20dFeb 2025 - Jun 2025
2026 correction2026	-10.94%Mar 2026	2mo 1d	17d	2mo 18dJan 2026 - Apr 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.05	1.05	1.04	1.04

The portfolio has a diversification ratio of 1.04, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Mutual fund comparison correlation to the S&P 500 Index

Mutual fund comparison has a 0.98 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. FXAIX has the highest benchmark correlation at 1.00, while SWISX has the lowest at 0.78.

0.78

0.94

0.94

0.94

0.99

1.00

Portfolio Correlations

Correlation vs. Mutual fund comparison. FSPGX has the highest portfolio correlation at 0.98, while SWISX has the lowest at 0.79.

0.79

0.98

0.98

0.98

0.98

0.98

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	SWISX	SCHG	SWLGX	FSPGX	SWPPX	FXAIX
SWISX	1.00	0.69	0.69	0.69	0.78	0.78
SCHG	0.69	1.00	0.99	0.99	0.93	0.94
SWLGX	0.69	0.99	1.00	1.00	0.94	0.94
FSPGX	0.69	0.99	1.00	1.00	0.94	0.94
SWPPX	0.78	0.93	0.94	0.94	1.00	1.00
FXAIX	0.78	0.94	0.94	0.94	1.00	1.00

The correlation results are calculated based on daily price changes starting from Dec 19, 2017

Diversification Analysis

Find what Mutual fund comparison is missing

See which holdings overlap, where Mutual fund comparison is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification