FIOOX vs. SWLVX
Compare and contrast key facts about Fidelity Series Large Cap Value Index Fund (FIOOX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX).
FIOOX is managed by Fidelity. It was launched on Nov 7, 2013. SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
FIOOX vs. SWLVX - Performance Comparison
Loading graphics...
FIOOX vs. SWLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIOOX Fidelity Series Large Cap Value Index Fund | -0.00% | 15.95% | 14.34% | 11.60% | -7.56% | 25.23% | 2.85% | 26.57% | -8.28% | 0.32% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | -0.06% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
Returns By Period
FIOOX
- 1D
- -0.33%
- 1M
- -6.80%
- YTD
- -0.00%
- 6M
- 3.86%
- 1Y
- 13.54%
- 3Y*
- 13.56%
- 5Y*
- 9.00%
- 10Y*
- 10.06%
SWLVX
- 1D
- -0.37%
- 1M
- -6.82%
- YTD
- -0.06%
- 6M
- 3.73%
- 1Y
- 13.42%
- 3Y*
- 13.48%
- 5Y*
- 8.93%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FIOOX vs. SWLVX - Expense Ratio Comparison
FIOOX has a 0.00% expense ratio, which is lower than SWLVX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FIOOX vs. SWLVX — Risk / Return Rank
FIOOX
SWLVX
FIOOX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Value Index Fund (FIOOX) 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.
| FIOOX | SWLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.93 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.36 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.10 | +0.01 |
Martin ratioReturn relative to average drawdown | 5.26 | 5.22 | +0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FIOOX | SWLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.93 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.61 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.48 | +0.06 |
Correlation
The correlation between FIOOX and SWLVX is 1.00, 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
FIOOX vs. SWLVX - Dividend Comparison
FIOOX's dividend yield for the trailing twelve months is around 3.53%, more than SWLVX's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIOOX Fidelity Series Large Cap Value Index Fund | 3.53% | 3.66% | 3.30% | 4.31% | 4.39% | 6.12% | 2.59% | 6.82% | 4.99% | 1.74% | 2.48% | 6.77% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 2.02% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
Drawdowns
FIOOX vs. SWLVX - Drawdown Comparison
The maximum FIOOX drawdown since its inception was -38.31%, roughly equal to the maximum SWLVX drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for FIOOX and SWLVX.
Loading graphics...
Drawdown Indicators
| FIOOX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.31% | -38.34% | +0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -11.82% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.02% | -19.05% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -38.31% | — | — |
Current DrawdownCurrent decline from peak | -6.80% | -6.82% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -4.93% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.49% | +0.01% |
Volatility
FIOOX vs. SWLVX - Volatility Comparison
Fidelity Series Large Cap Value Index Fund (FIOOX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX) have volatilities of 3.68% and 3.72%, 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.
Loading graphics...
Volatility by Period
| FIOOX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 3.72% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 8.03% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 15.63% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 14.82% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 18.66% | -1.30% |