EICIX vs. SWLVX
EICIX (EIC Value Fund) and SWLVX (Schwab U.S. Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, EICIX returned 12.58%/yr vs 11.79%/yr for SWLVX. Their correlation of 0.89 means they have usually moved in the same direction. EICIX charges 0.95%/yr vs 0.04%/yr for SWLVX.
Performance
EICIX vs. SWLVX - Performance Comparison
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Returns By Period
In the year-to-date period, EICIX achieves a 13.97% return, which is significantly lower than SWLVX's 20.60% return.
EICIX
- 1D
- -1.07%
- 1M
- 4.45%
- 6M
- 7.99%
- YTD
- 13.97%
- 1Y
- 21.06%
- 3Y*
- 15.82%
- 5Y*
- 12.58%
- 10Y*
- 11.84%
- ALL TIME*
- 10.72%
SWLVX
- 1D
- 0.46%
- 1M
- 1.92%
- 6M
- 14.48%
- YTD
- 20.60%
- 1Y
- 32.80%
- 3Y*
- 17.98%
- 5Y*
- 11.79%
- 10Y*
- —
- ALL TIME*
- 11.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EICIX EIC Value Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
EICIX vs. SWLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EICIX EIC Value Fund | 13.97% | 16.01% | 11.55% | 12.91% | 0.90% | 30.08% | 4.27% | 22.64% | -7.80% | 0.27% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 20.60% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
Correlation
The correlation between EICIX and SWLVX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017 | 0.89 |
The correlation between EICIX and SWLVX shifts across timeframes, from 0.71 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EICIX vs. SWLVX — Risk / Return Rank
EICIX
SWLVX
EICIX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EIC Value Fund (EICIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EICIX | SWLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.50 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 4.58 | -2.34 |
| Martin ratioReturn relative to average drawdown | 5.46 | 19.70 | -14.24 |
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Drawdowns
EICIX vs. SWLVX - Drawdown Comparison
The maximum EICIX drawdown since its inception was -34.26%, smaller than the maximum SWLVX drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for EICIX and SWLVX.
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Drawdown Indicators
| EICIX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -38.34% | +4.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -6.82% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -11.10% | -15.61% | +4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -17.36% | -19.05% | +1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -34.26% | — | — |
Current DrawdownCurrent decline from peak | -1.35% | -0.10% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -3.39% | -4.76% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 1.59% | +1.90% |
Volatility
EICIX vs. SWLVX - Volatility Comparison
EIC Value Fund (EICIX) has a higher volatility of 5.79% compared to Schwab U.S. Large-Cap Value Index Fund (SWLVX) at 2.93%. This indicates that EICIX's price experiences larger fluctuations and is considered to be riskier than SWLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EICIX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 2.93% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 8.77% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 11.41% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 14.86% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 18.46% | -2.11% |
EICIX vs. SWLVX - Expense Ratio Comparison
EICIX has a 0.95% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Dividends
EICIX vs. SWLVX - Dividend Comparison
EICIX's dividend yield for the trailing twelve months is around 7.85%, more than SWLVX's 1.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EICIX EIC Value Fund | 7.85% | 8.95% | 9.47% | 4.09% | 6.07% | 11.14% | 6.05% | 7.71% | 10.82% | 8.51% | 2.03% | 3.42% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.68% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EICIX and SWLVX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EICIX has higher volatility (5.79%) compared to SWLVX (2.93%). In terms of maximum drawdown, EICIX dropped -34.26% vs SWLVX's -38.34%.
SWLVX currently has the higher Sharpe Ratio (2.75 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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