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Schwab Large-Cap Growth Fund™ (SWLSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US8085095177

CUSIP

808509517

Issuer

Charles Schwab

Inception Date

Oct 3, 2005

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
SWLSX vs. SCHG SWLSX vs. SWLGX SWLSX vs. SWYNX SWLSX vs. FFIDX SWLSX vs. SWRSX SWLSX vs. FBGRX SWLSX vs. IVNQX SWLSX vs. QQQ SWLSX vs. SPY SWLSX vs. FSPGX
Popular comparisons:
SWLSX vs. SCHG SWLSX vs. SWLGX SWLSX vs. SWYNX SWLSX vs. FFIDX SWLSX vs. SWRSX SWLSX vs. FBGRX SWLSX vs. IVNQX SWLSX vs. QQQ SWLSX vs. SPY SWLSX vs. FSPGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Large-Cap Growth 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%JuneJulyAugustSeptemberOctoberNovember
11.82%
11.19%
SWLSX (Schwab Large-Cap Growth Fund™)
Benchmark (^GSPC)

Returns By Period

Schwab Large-Cap Growth Fund™ had a return of 27.90% year-to-date (YTD) and 32.09% in the last 12 months. Over the past 10 years, Schwab Large-Cap Growth Fund™ had an annualized return of 6.98%, while the S&P 500 had an annualized return of 11.14%, indicating that Schwab Large-Cap Growth Fund™ did not perform as well as the benchmark.


SWLSX

YTD

27.90%

1M

1.14%

6M

11.82%

1Y

32.09%

5Y (annualized)

14.02%

10Y (annualized)

6.98%

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.50%6.76%1.60%-4.62%5.86%6.36%-1.70%2.01%2.48%-0.79%27.90%
20237.27%-2.09%7.54%1.76%4.12%6.33%2.54%-0.95%-5.47%-0.69%10.10%3.51%38.27%
2022-7.31%-4.70%3.55%-11.35%-1.36%-8.03%11.64%-4.82%-9.90%5.37%5.43%-8.46%-28.38%
2021-0.85%0.26%2.62%6.28%-1.14%5.14%3.75%3.87%-5.73%8.02%1.55%-4.69%19.68%
20201.63%-7.94%-10.02%14.76%5.98%3.73%7.08%9.73%-5.37%-3.78%8.35%3.67%27.63%
20198.60%3.56%1.93%4.55%-7.46%7.02%2.06%-2.01%0.51%2.61%4.21%-2.40%24.51%
20186.14%-3.05%-2.71%-0.28%3.91%0.16%3.12%4.74%-0.55%-9.75%0.44%-18.18%-17.22%
20173.53%3.93%1.55%2.01%2.45%0.00%2.34%1.60%1.35%3.32%2.36%-5.83%19.85%
2016-7.36%0.79%6.02%-1.42%2.40%-1.41%5.02%0.26%0.52%-2.50%2.04%-2.26%1.40%
2015-0.59%6.27%-0.73%-0.40%2.33%-1.72%2.03%-6.26%-3.13%7.87%0.91%-15.25%-10.22%
2014-3.57%5.14%-0.66%-0.12%3.25%2.44%-1.14%4.94%-2.19%2.91%3.26%-10.85%2.30%
20134.22%1.15%3.70%1.89%2.21%-2.03%6.13%-2.69%3.45%4.54%3.00%3.14%32.36%

Expense Ratio

SWLSX has a high expense ratio of 0.99%, indicating higher-than-average management fees.


Expense ratio chart for SWLSX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SWLSX is 62, 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 SWLSX is 6262
Combined Rank
The Sharpe Ratio Rank of SWLSX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SWLSX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SWLSX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SWLSX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SWLSX is 5757
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 Large-Cap Growth Fund™ (SWLSX) 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 SWLSX, currently valued at 2.07, compared to the broader market-1.000.001.002.003.004.005.002.072.54
The chart of Sortino ratio for SWLSX, currently valued at 2.74, compared to the broader market0.005.0010.002.743.40
The chart of Omega ratio for SWLSX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.47
The chart of Calmar ratio for SWLSX, currently valued at 2.77, compared to the broader market0.005.0010.0015.0020.0025.002.773.66
The chart of Martin ratio for SWLSX, currently valued at 11.06, compared to the broader market0.0020.0040.0060.0080.00100.0011.0616.28
SWLSX
^GSPC

The current Schwab Large-Cap Growth Fund™ Sharpe ratio is 2.07. 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 Large-Cap Growth 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
2.07
2.54
SWLSX (Schwab Large-Cap Growth Fund™)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Large-Cap Growth Fund™ provided a 0.03% dividend yield over the last twelve months, with an annual payout of $0.01 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.05$0.10$0.15$0.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.01$0.01$0.00$0.00$0.00$0.03$0.07$0.07$0.17$0.20$0.09$0.09

Dividend yield

0.03%0.04%0.02%0.00%0.00%0.16%0.50%0.40%1.11%1.32%0.53%0.57%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Large-Cap Growth 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$0.01$0.01
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2018$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
2017$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
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2015$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
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2013$0.09$0.09

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.66%
-1.41%
SWLSX (Schwab Large-Cap Growth Fund™)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Large-Cap Growth 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 Large-Cap Growth Fund™ was 49.89%, occurring on Mar 9, 2009. Recovery took 748 trading sessions.

The current Schwab Large-Cap Growth Fund™ drawdown is 1.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.89%Oct 10, 2007354Mar 9, 2009748Feb 24, 20121102
-35.57%Nov 22, 2021226Oct 14, 2022331Feb 9, 2024557
-32.3%Aug 30, 2018392Mar 23, 202072Jul 6, 2020464
-30.33%Dec 4, 2014299Feb 11, 2016432Oct 27, 2017731
-12.13%Jul 11, 202418Aug 5, 202446Oct 9, 202464

Volatility

Volatility Chart

The current Schwab Large-Cap Growth Fund™ volatility is 5.24%, 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%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.24%
4.07%
SWLSX (Schwab Large-Cap Growth Fund™)
Benchmark (^GSPC)