EQNIX vs. SWLVX
Compare and contrast key facts about MFS Equity Income Fund (EQNIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX).
EQNIX is managed by MFS. It was launched on Sep 27, 2012. SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
EQNIX vs. SWLVX - Performance Comparison
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EQNIX vs. SWLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EQNIX MFS Equity Income Fund | 0.37% | 16.90% | 12.89% | 16.23% | -6.97% | 26.35% | 8.59% | 25.72% | -7.55% | -0.63% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 2.09% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
Returns By Period
In the year-to-date period, EQNIX achieves a 0.37% return, which is significantly lower than SWLVX's 2.09% return.
EQNIX
- 1D
- -0.14%
- 1M
- -6.92%
- YTD
- 0.37%
- 6M
- 2.65%
- 1Y
- 16.88%
- 3Y*
- 14.50%
- 5Y*
- 10.67%
- 10Y*
- 11.47%
SWLVX
- 1D
- 2.15%
- 1M
- -4.65%
- YTD
- 2.09%
- 6M
- 5.83%
- 1Y
- 15.94%
- 3Y*
- 14.29%
- 5Y*
- 9.20%
- 10Y*
- —
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EQNIX vs. SWLVX - Expense Ratio Comparison
EQNIX has a 0.64% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Return for Risk
EQNIX vs. SWLVX — Risk / Return Rank
EQNIX
SWLVX
EQNIX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Equity Income Fund (EQNIX) 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.
| EQNIX | SWLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.01 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.47 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.44 | -0.17 |
Martin ratioReturn relative to average drawdown | 5.78 | 6.76 | -0.98 |
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
| EQNIX | SWLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.01 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.62 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.50 | +0.21 |
Correlation
The correlation between EQNIX and SWLVX is 0.94, 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
EQNIX vs. SWLVX - Dividend Comparison
EQNIX's dividend yield for the trailing twelve months is around 12.13%, more than SWLVX's 1.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQNIX MFS Equity Income Fund | 12.13% | 12.17% | 6.60% | 4.05% | 6.24% | 8.38% | 3.71% | 2.29% | 7.27% | 4.75% | 2.42% | 2.89% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.98% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
Drawdowns
EQNIX vs. SWLVX - Drawdown Comparison
The maximum EQNIX drawdown since its inception was -36.60%, roughly equal to the maximum SWLVX drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for EQNIX and SWLVX.
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Drawdown Indicators
| EQNIX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.60% | -38.34% | +1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -11.82% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -18.64% | -19.05% | +0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | — | — |
Current DrawdownCurrent decline from peak | -7.94% | -4.82% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -4.93% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.51% | +0.27% |
Volatility
EQNIX vs. SWLVX - Volatility Comparison
MFS Equity Income Fund (EQNIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX) have volatilities of 4.40% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQNIX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.47% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 8.30% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 15.74% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 14.85% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 18.67% | -1.56% |