EALCX vs. SWLGX
Compare and contrast key facts about Eaton Vance Growth Fund (EALCX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
EALCX is managed by Eaton Vance. It was launched on Sep 9, 2002. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
EALCX vs. SWLGX - Performance Comparison
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EALCX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EALCX Eaton Vance Growth Fund | -11.75% | 14.63% | 32.44% | 38.46% | -29.60% | 19.52% | 37.19% | 30.32% | -0.21% | -0.67% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, EALCX achieves a -11.75% return, which is significantly higher than SWLGX's -13.06% return.
EALCX
- 1D
- -0.27%
- 1M
- -8.54%
- YTD
- -11.75%
- 6M
- -10.36%
- 1Y
- 11.31%
- 3Y*
- 18.26%
- 5Y*
- 8.82%
- 10Y*
- 13.88%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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EALCX vs. SWLGX - Expense Ratio Comparison
EALCX has a 1.05% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
EALCX vs. SWLGX — Risk / Return Rank
EALCX
SWLGX
EALCX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Growth Fund (EALCX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
| EALCX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 0.66 | -0.11 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.10 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.15 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.72 | -0.11 |
Martin ratioReturn relative to average drawdown | 2.24 | 2.51 | -0.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EALCX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 0.66 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.56 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.68 | +0.03 |
Correlation
The correlation between EALCX and SWLGX is 0.98, 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
EALCX vs. SWLGX - Dividend Comparison
EALCX's dividend yield for the trailing twelve months is around 16.77%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EALCX Eaton Vance Growth Fund | 16.77% | 14.80% | 7.04% | 9.15% | 5.74% | 8.49% | 6.99% | 9.02% | 14.01% | 4.91% | 1.92% | 4.35% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
EALCX vs. SWLGX - Drawdown Comparison
The maximum EALCX drawdown since its inception was -33.96%, roughly equal to the maximum SWLGX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for EALCX and SWLGX.
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Drawdown Indicators
| EALCX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.96% | -32.69% | -1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.36% | -16.16% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -33.96% | -32.69% | -1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -33.96% | — | — |
Current DrawdownCurrent decline from peak | -14.36% | -16.16% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -7.13% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 4.62% | -0.72% |
Volatility
EALCX vs. SWLGX - Volatility Comparison
The current volatility for Eaton Vance Growth Fund (EALCX) is 5.08%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that EALCX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EALCX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.38% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 11.82% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.13% | 22.31% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.43% | 21.47% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.26% | 22.78% | -1.52% |