FFIDX vs. SWLGX
Compare and contrast key facts about Fidelity Fund (FFIDX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
FFIDX is managed by Fidelity. It was launched on Apr 30, 1930. 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
FFIDX vs. SWLGX - Performance Comparison
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FFIDX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIDX Fidelity Fund | -9.36% | 20.04% | 27.13% | 30.93% | -25.88% | 33.22% | 26.43% | 33.46% | -5.31% | -0.68% |
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, FFIDX achieves a -9.36% return, which is significantly higher than SWLGX's -13.06% return.
FFIDX
- 1D
- -0.04%
- 1M
- -7.66%
- YTD
- -9.36%
- 6M
- -5.63%
- 1Y
- 18.26%
- 3Y*
- 18.29%
- 5Y*
- 11.53%
- 10Y*
- 14.09%
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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FFIDX vs. SWLGX - Expense Ratio Comparison
FFIDX has a 0.45% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
FFIDX vs. SWLGX — Risk / Return Rank
FFIDX
SWLGX
FFIDX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) 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.
| FFIDX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.66 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.10 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.72 | +0.57 |
Martin ratioReturn relative to average drawdown | 5.30 | 2.51 | +2.79 |
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
| FFIDX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.66 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.56 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.68 | -0.21 |
Correlation
The correlation between FFIDX and SWLGX is 0.97, 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
FFIDX vs. SWLGX - Dividend Comparison
FFIDX's dividend yield for the trailing twelve months is around 1.30%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFIDX Fidelity Fund | 1.30% | 1.18% | 0.00% | 2.41% | 0.67% | 4.60% | 2.71% | 5.41% | 7.40% | 11.12% | 7.01% | 5.48% |
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
FFIDX vs. SWLGX - Drawdown Comparison
The maximum FFIDX drawdown since its inception was -55.35%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for FFIDX and SWLGX.
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Drawdown Indicators
| FFIDX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.35% | -32.69% | -22.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.01% | -16.16% | +4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -30.33% | -32.69% | +2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -30.66% | — | — |
Current DrawdownCurrent decline from peak | -10.87% | -16.16% | +5.29% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -7.13% | -4.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 4.62% | -1.72% |
Volatility
FFIDX vs. SWLGX - Volatility Comparison
The current volatility for Fidelity Fund (FFIDX) is 4.37%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that FFIDX 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
| FFIDX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 5.38% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 11.82% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.29% | 22.31% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.18% | 21.47% | -2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 22.78% | -3.40% |