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AICFX vs. SWANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AICFX vs. SWANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Investment Company of America Class F-1 (AICFX) and Schwab Core Equity Fund™ (SWANX). The values are adjusted to include any dividend payments, if applicable.

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AICFX vs. SWANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AICFX
The Investment Company of America Class F-1
-7.72%20.40%24.82%28.47%-15.55%25.02%14.41%23.99%-7.03%19.40%
SWANX
Schwab Core Equity Fund™
-9.30%6.61%25.42%22.83%-18.00%27.27%11.95%29.50%-9.53%24.26%

Returns By Period

In the year-to-date period, AICFX achieves a -7.72% return, which is significantly higher than SWANX's -9.30% return. Over the past 10 years, AICFX has outperformed SWANX with an annualized return of 12.61%, while SWANX has yielded a comparatively lower 10.70% annualized return.


AICFX

1D
-0.31%
1M
-8.81%
YTD
-7.72%
6M
-5.67%
1Y
14.57%
3Y*
18.77%
5Y*
11.95%
10Y*
12.61%

SWANX

1D
-0.09%
1M
-7.74%
YTD
-9.30%
6M
-12.09%
1Y
2.59%
3Y*
11.86%
5Y*
7.97%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AICFX vs. SWANX - Expense Ratio Comparison

AICFX has a 0.63% expense ratio, which is lower than SWANX's 0.73% expense ratio.


Return for Risk

AICFX vs. SWANX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AICFX
AICFX Risk / Return Rank: 4747
Overall Rank
AICFX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AICFX Sortino Ratio Rank: 4646
Sortino Ratio Rank
AICFX Omega Ratio Rank: 4646
Omega Ratio Rank
AICFX Calmar Ratio Rank: 4747
Calmar Ratio Rank
AICFX Martin Ratio Rank: 5050
Martin Ratio Rank

SWANX
SWANX Risk / Return Rank: 88
Overall Rank
SWANX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SWANX Sortino Ratio Rank: 99
Sortino Ratio Rank
SWANX Omega Ratio Rank: 1010
Omega Ratio Rank
SWANX Calmar Ratio Rank: 66
Calmar Ratio Rank
SWANX Martin Ratio Rank: 77
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.

AICFX vs. SWANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Investment Company of America Class F-1 (AICFX) and Schwab Core Equity Fund™ (SWANX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AICFXSWANXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.16

+0.70

Sortino ratio

Return per unit of downside risk

1.34

0.35

+0.99

Omega ratio

Gain probability vs. loss probability

1.20

1.06

+0.14

Calmar ratio

Return relative to maximum drawdown

1.17

0.03

+1.14

Martin ratio

Return relative to average drawdown

4.96

0.10

+4.86

AICFX vs. SWANX - Sharpe Ratio Comparison

The current AICFX Sharpe Ratio is 0.86, which is higher than the SWANX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of AICFX and SWANX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AICFXSWANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.16

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.47

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.59

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.45

+0.09

Correlation

The correlation between AICFX and SWANX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AICFX vs. SWANX - Dividend Comparison

AICFX's dividend yield for the trailing twelve months is around 11.48%, while SWANX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
AICFX
The Investment Company of America Class F-1
11.48%10.58%9.26%4.92%6.06%6.89%1.60%6.10%11.19%7.00%5.40%8.90%
SWANX
Schwab Core Equity Fund™
0.00%0.00%8.37%2.89%16.55%28.81%4.67%2.88%15.23%11.59%1.66%17.05%

Drawdowns

AICFX vs. SWANX - Drawdown Comparison

The maximum AICFX drawdown since its inception was -50.91%, roughly equal to the maximum SWANX drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for AICFX and SWANX.


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Drawdown Indicators


AICFXSWANXDifference

Max Drawdown

Largest peak-to-trough decline

-50.91%

-51.33%

+0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-15.58%

+4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

-23.72%

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

-34.66%

+3.57%

Current Drawdown

Current decline from peak

-10.09%

-15.58%

+5.49%

Average Drawdown

Average peak-to-trough decline

-7.14%

-11.32%

+4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

5.00%

-2.45%

Volatility

AICFX vs. SWANX - Volatility Comparison

The Investment Company of America Class F-1 (AICFX) has a higher volatility of 4.60% compared to Schwab Core Equity Fund™ (SWANX) at 4.05%. This indicates that AICFX's price experiences larger fluctuations and is considered to be riskier than SWANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AICFXSWANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.05%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

11.53%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

19.14%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

16.93%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

18.09%

-1.58%