FLGT vs. SWPPX
Compare and contrast key facts about Fulgent Genetics, Inc. (FLGT) and Schwab S&P 500 Index Fund (SWPPX).
SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLGT or SWPPX.
Performance
FLGT vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, FLGT achieves a -40.23% return, which is significantly lower than SWPPX's 25.53% return.
FLGT
-40.23%
-10.61%
-19.06%
-36.80%
7.36%
N/A
SWPPX
25.53%
1.18%
12.20%
32.17%
15.57%
13.12%
Key characteristics
| FLGT | SWPPX | |
|---|---|---|
| Sharpe Ratio | -0.96 | 2.59 |
| Sortino Ratio | -1.34 | 3.47 |
| Omega Ratio | 0.84 | 1.48 |
| Calmar Ratio | -0.41 | 3.77 |
| Martin Ratio | -1.43 | 16.91 |
| Ulcer Index | 26.22% | 1.89% |
| Daily Std Dev | 38.80% | 12.30% |
| Max Drawdown | -90.91% | -55.06% |
| Current Drawdown | -90.60% | -1.35% |
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Correlation
The correlation between FLGT and SWPPX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
FLGT vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fulgent Genetics, Inc. (FLGT) and Schwab S&P 500 Index Fund (SWPPX). 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
FLGT vs. SWPPX - Dividend Comparison
FLGT has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLGT Fulgent Genetics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.14% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
FLGT vs. SWPPX - Drawdown Comparison
The maximum FLGT drawdown since its inception was -90.91%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for FLGT and SWPPX. For additional features, visit the drawdowns tool.
Volatility
FLGT vs. SWPPX - Volatility Comparison
Fulgent Genetics, Inc. (FLGT) has a higher volatility of 17.78% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.06%. This indicates that FLGT's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.