FDGRX vs. SWLGX
Compare and contrast key facts about Fidelity Growth Company Fund (FDGRX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
FDGRX is managed by Fidelity. 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
FDGRX vs. SWLGX - Performance Comparison
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FDGRX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDGRX Fidelity Growth Company Fund | -6.86% | 18.54% | 37.18% | 47.25% | -33.86% | 22.57% | 67.42% | 38.40% | -4.14% | -0.63% |
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, FDGRX achieves a -6.86% return, which is significantly higher than SWLGX's -13.06% return.
FDGRX
- 1D
- -1.22%
- 1M
- -8.22%
- YTD
- -6.86%
- 6M
- -6.92%
- 1Y
- 26.32%
- 3Y*
- 24.11%
- 5Y*
- 12.04%
- 10Y*
- 19.82%
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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FDGRX vs. SWLGX - Expense Ratio Comparison
FDGRX has a 0.79% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
FDGRX vs. SWLGX — Risk / Return Rank
FDGRX
SWLGX
FDGRX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company Fund (FDGRX) 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.
| FDGRX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.66 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.10 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 0.72 | +0.77 |
Martin ratioReturn relative to average drawdown | 5.49 | 2.51 | +2.98 |
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
| FDGRX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.66 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.56 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.68 | -0.01 |
Correlation
The correlation between FDGRX and SWLGX 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
FDGRX vs. SWLGX - Dividend Comparison
FDGRX has not paid dividends to shareholders, while SWLGX's dividend yield for the trailing twelve months is around 0.52%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDGRX Fidelity Growth Company Fund | 0.00% | 0.00% | 8.86% | 3.83% | 7.20% | 10.67% | 8.86% | 3.84% | 6.38% | 4.73% | 6.16% | 3.92% |
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
FDGRX vs. SWLGX - Drawdown Comparison
The maximum FDGRX drawdown since its inception was -71.62%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for FDGRX and SWLGX.
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Drawdown Indicators
| FDGRX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.62% | -32.69% | -38.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -16.16% | +3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -40.25% | -32.69% | -7.56% |
Max Drawdown (10Y)Largest decline over 10 years | -40.25% | — | — |
Current DrawdownCurrent decline from peak | -12.60% | -16.16% | +3.56% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -7.13% | -8.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 4.62% | -0.73% |
Volatility
FDGRX vs. SWLGX - Volatility Comparison
Fidelity Growth Company Fund (FDGRX) has a higher volatility of 6.72% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.38%. This indicates that FDGRX's price experiences larger fluctuations and is considered to be riskier 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
| FDGRX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 5.38% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 11.82% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.34% | 22.31% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.90% | 21.47% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 22.78% | +0.51% |