FFIDX vs. SWLSX
Compare and contrast key facts about Fidelity Fund (FFIDX) and Schwab Large-Cap Growth Fund™ (SWLSX).
FFIDX is managed by Fidelity. It was launched on Apr 30, 1930. SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFIDX or SWLSX.
Key characteristics
| FFIDX | SWLSX | |
|---|---|---|
| YTD Return | 29.93% | 29.99% |
| 1Y Return | 36.26% | 35.87% |
| 3Y Return (Ann) | 8.96% | 6.85% |
| 5Y Return (Ann) | 17.29% | 14.30% |
| 10Y Return (Ann) | 14.07% | 7.27% |
| Sharpe Ratio | 2.59 | 2.37 |
| Sortino Ratio | 3.36 | 3.12 |
| Omega Ratio | 1.48 | 1.44 |
| Calmar Ratio | 3.43 | 3.12 |
| Martin Ratio | 13.94 | 12.64 |
| Ulcer Index | 2.75% | 3.02% |
| Daily Std Dev | 14.85% | 16.09% |
| Max Drawdown | -55.18% | -49.89% |
| Current Drawdown | -0.41% | -0.06% |
Correlation
The correlation between FFIDX and SWLSX 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.
Performance
FFIDX vs. SWLSX - Performance Comparison
The year-to-date returns for both investments are quite close, with FFIDX having a 29.93% return and SWLSX slightly higher at 29.99%. Over the past 10 years, FFIDX has outperformed SWLSX with an annualized return of 14.07%, while SWLSX has yielded a comparatively lower 7.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FFIDX vs. SWLSX - Expense Ratio Comparison
FFIDX has a 0.45% expense ratio, which is lower than SWLSX's 0.99% expense ratio.
Risk-Adjusted Performance
FFIDX vs. SWLSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund (FFIDX) and Schwab Large-Cap Growth Fund™ (SWLSX). 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.
Dividends
FFIDX vs. SWLSX - Dividend Comparison
FFIDX's dividend yield for the trailing twelve months is around 0.27%, more than SWLSX's 0.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFIDX Fidelity Fund | 0.27% | 0.66% | 0.67% | 0.26% | 0.75% | 0.83% | 1.08% | 1.00% | 1.06% | 5.15% | 12.31% | 8.52% |
SWLSX Schwab Large-Cap Growth Fund™ | 0.03% | 0.04% | 0.02% | 0.00% | 0.00% | 0.16% | 0.50% | 0.40% | 1.11% | 1.32% | 0.53% | 0.57% |
Drawdowns
FFIDX vs. SWLSX - Drawdown Comparison
The maximum FFIDX drawdown since its inception was -55.18%, which is greater than SWLSX's maximum drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for FFIDX and SWLSX. For additional features, visit the drawdowns tool.
Volatility
FFIDX vs. SWLSX - Volatility Comparison
The current volatility for Fidelity Fund (FFIDX) is 4.08%, while Schwab Large-Cap Growth Fund™ (SWLSX) has a volatility of 4.55%. This indicates that FFIDX experiences smaller price fluctuations and is considered to be less risky than SWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.