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.
Key characteristics
FLGT | SWPPX | |
---|---|---|
YTD Return | -26.53% | 6.62% |
1Y Return | -27.58% | 25.68% |
3Y Return (Ann) | -34.79% | 8.15% |
5Y Return (Ann) | 25.82% | 13.31% |
Sharpe Ratio | -0.64 | 2.11 |
Daily Std Dev | 42.16% | 11.78% |
Max Drawdown | -89.11% | -55.06% |
Current Drawdown | -88.45% | -3.55% |
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.
Performance
FLGT vs. SWPPX - Performance Comparison
In the year-to-date period, FLGT achieves a -26.53% return, which is significantly lower than SWPPX's 6.62% 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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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 1.34%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Schwab S&P 500 Index Fund | 1.34% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
Drawdowns
FLGT vs. SWPPX - Drawdown Comparison
The maximum FLGT drawdown since its inception was -89.11%, 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 8.10% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.05%. 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.