PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Schwab U.S. Large-Cap Growth Index Fund (SWLGX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US80850L7183

CUSIP

80850L718

Issuer

Charles Schwab

Inception Date

Dec 20, 2017

Region

North America (U.S.)

Min. Investment

$0

Index Tracked

Russell 1000 Growth Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SWLGX vs. SWPPX SWLGX vs. FSPGX SWLGX vs. SWTSX SWLGX vs. QQQ SWLGX vs. VUG SWLGX vs. SFLNX SWLGX vs. VOO SWLGX vs. FNCMX SWLGX vs. QQQM SWLGX vs. SPYG
Popular comparisons:
SWLGX vs. SWPPX SWLGX vs. FSPGX SWLGX vs. SWTSX SWLGX vs. QQQ SWLGX vs. VUG SWLGX vs. SFLNX SWLGX vs. VOO SWLGX vs. FNCMX SWLGX vs. QQQM SWLGX vs. SPYG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab U.S. Large-Cap Growth Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.45%
11.50%
SWLGX (Schwab U.S. Large-Cap Growth Index Fund)
Benchmark (^GSPC)

Returns By Period

Schwab U.S. Large-Cap Growth Index Fund had a return of 30.28% year-to-date (YTD) and 36.49% in the last 12 months.


SWLGX

YTD

30.28%

1M

2.24%

6M

14.45%

1Y

36.49%

5Y (annualized)

19.52%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of SWLGX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.49%6.82%1.76%-4.25%5.75%6.95%-1.69%2.10%2.82%-0.33%30.28%
20238.33%-1.18%6.82%0.98%4.55%6.84%3.37%-0.91%-5.43%-1.43%10.94%4.43%42.67%
2022-8.58%-4.25%3.91%-12.07%-2.32%-7.94%12.00%-4.66%-9.72%5.85%4.55%-7.67%-29.17%
2021-0.74%-0.03%1.71%6.80%-1.38%6.27%3.29%3.73%-5.60%8.66%0.59%2.13%27.55%
20202.24%-6.81%-9.84%14.79%6.71%4.35%7.68%10.32%-4.71%-3.40%10.23%4.59%38.43%
20198.99%3.55%2.84%4.52%-6.32%6.89%2.23%-0.77%0.02%2.81%4.42%3.02%36.30%
20187.07%-2.63%-2.73%0.35%4.37%0.95%2.93%5.47%0.56%-8.96%1.06%-8.63%-1.59%
2017-0.48%-0.48%

Expense Ratio

SWLGX has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for SWLGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SWLGX is 66, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SWLGX is 6666
Combined Rank
The Sharpe Ratio Rank of SWLGX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SWLGX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SWLGX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SWLGX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SWLGX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SWLGX, currently valued at 2.15, compared to the broader market-1.000.001.002.003.004.005.002.152.46
The chart of Sortino ratio for SWLGX, currently valued at 2.81, compared to the broader market0.005.0010.002.813.31
The chart of Omega ratio for SWLGX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.46
The chart of Calmar ratio for SWLGX, currently valued at 2.75, compared to the broader market0.005.0010.0015.0020.0025.002.753.55
The chart of Martin ratio for SWLGX, currently valued at 10.77, compared to the broader market0.0020.0040.0060.0080.00100.0010.7715.76
SWLGX
^GSPC

The current Schwab U.S. Large-Cap Growth Index Fund Sharpe ratio is 2.15. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab U.S. Large-Cap Growth Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.15
2.46
SWLGX (Schwab U.S. Large-Cap Growth Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab U.S. Large-Cap Growth Index Fund provided a 0.52% dividend yield over the last twelve months, with an annual payout of $0.60 per share. The fund has been increasing its distributions for 3 consecutive years.


0.60%0.70%0.80%0.90%1.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.60$0.60$0.59$0.51$0.48$0.50$0.40

Dividend yield

0.52%0.67%0.93%0.57%0.67%0.96%1.03%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab U.S. Large-Cap Growth Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51$0.51
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.50
2018$0.40$0.40

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.47%
-1.40%
SWLGX (Schwab U.S. Large-Cap Growth Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab U.S. Large-Cap Growth Index Fund. 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 Schwab U.S. Large-Cap Growth Index Fund was 32.69%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.

The current Schwab U.S. Large-Cap Growth Index Fund drawdown is 1.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.69%Dec 28, 2021202Oct 14, 2022301Dec 27, 2023503
-31.47%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-21.97%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-13.12%Jul 11, 202418Aug 5, 202449Oct 14, 202467
-11.33%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility

Volatility Chart

The current Schwab U.S. Large-Cap Growth Index Fund volatility is 5.58%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.58%
4.07%
SWLGX (Schwab U.S. Large-Cap Growth Index Fund)
Benchmark (^GSPC)