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ISIN
US80850L7183
CUSIP
80850L718
Inception Date
Dec 20, 2017
Region
North America (U.S.)
Min. Investment
$0
Index Tracked
Russell 1000 Growth Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$5B

Share Price Chart


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Performance

SWLGX Performance Chart

Schwab U.S. Large-Cap Growth Index Fund (SWLGX) is up 8.6% since the beginning of the year. SWLGX is currently trading at $19 per share. Investors who bought $1,000 worth of SWLGX shares 5 years ago would now be looking at an investment worth $2,103.


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S&P 500 Index

Returns By Period

Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has returned 8.61% so far this year and 27.46% over the past 12 months.


Schwab U.S. Large-Cap Growth Index Fund

1D
-0.37%
1M
7.15%
YTD
8.61%
6M
8.00%
1Y
27.46%
3Y*
25.54%
5Y*
16.03%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWLGX Monthly Returns History

Based on dividend-adjusted daily data since Dec 19, 2017, SWLGX's average daily return is +0.08%, while the average monthly return is +1.52%. At this rate, an investment would double in approximately 3.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.8%, while the worst month was Apr 2022 at -12.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SWLGX closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.8%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.54%-3.36%-5.22%11.89%7.24%0.37%8.61%
20251.98%-3.58%-8.41%1.77%8.84%6.37%3.76%1.09%5.32%3.62%-1.77%-0.63%18.55%
20242.49%6.82%1.76%-4.25%5.98%6.72%-1.69%2.10%2.82%-0.33%6.48%0.86%33.30%
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%

Benchmark Metrics

Schwab U.S. Large-Cap Growth Index Fund has an annualized alpha of 3.29%, beta of 1.13, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since December 20, 2017.

  • This fund captured 119.83% of S&P 500 Index gains and 101.40% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 3.29% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.13 and R2 of 0.92, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.29%
Beta
1.13
0.92
Upside Capture
119.83%
Downside Capture
101.40%

Expense Ratio

SWLGX has an expense ratio of 0.04%, which is considered low.


Return for Risk

Risk / Return Rank

SWLGX ranks 32 for risk / return — below 32% of mutual funds 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.


SWLGX Risk / Return Rank: 3232
Overall Rank
SWLGX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SWLGX Sortino Ratio Rank: 3636
Sortino Ratio Rank
SWLGX Omega Ratio Rank: 3636
Omega Ratio Rank
SWLGX Calmar Ratio Rank: 2323
Calmar Ratio Rank
SWLGX Martin Ratio Rank: 2323
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 present risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and compare them to S&P 500 Index.


SWLGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratioReturn relative to maximum drawdown

1.76

2.93

-1.17

Martin ratioReturn relative to average drawdown

5.92

13.52

-7.60

Dividends

Dividend History

Schwab U.S. Large-Cap Growth Index Fund provided a 0.42% dividend yield over the last twelve months, with an annual payout of $0.08 per share. The fund has been increasing its distributions for 3 consecutive years.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.05$0.10$0.15$0.2020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.08$0.08$0.08$0.08$0.07$0.20$0.06$0.06$0.05

Dividend yield

0.42%0.46%0.52%0.67%0.93%1.76%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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20

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 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 0.37%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-32.69%Oct 2022
9mo 20d1y 2mo
1y 12moDec 2021 - Dec 2023
COVID crash2020
-31.47%Mar 2020
1mo 2d2mo 17d
3mo 19dFeb 2020 - Jun 2020
2025 selloff2025
-23.30%Apr 2025
3mo 22d2mo 19d
6mo 11dDec 2024 - Jun 2025
Rate-hike selloffLate 2018
-21.97%Dec 2018
2mo 23d3mo 19d
6mo 12dOct 2018 - Apr 2019
2026 correction2026
-16.16%Mar 2026
5mo 1d1mo 7d
6mo 8dOct 2025 - May 2026

Drawdown Indicators


SWLGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-56.78%

+24.09%

Max Drawdown (1Y)

Largest decline over 1 year

-16.16%

-9.10%

-7.06%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-18.90%

-4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-32.69%

-25.43%

-7.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.37%

-0.74%

+0.37%

Average Drawdown

Average peak-to-trough decline

-7.05%

-10.72%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

1.97%

+2.83%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SWLGX

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