FMIHX vs. SWLGX
Compare and contrast key facts about FMI Large Cap Fund (FMIHX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
FMIHX is managed by FMI Funds. It was launched on Dec 31, 2001. 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
FMIHX vs. SWLGX - Performance Comparison
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FMIHX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMIHX FMI Large Cap Fund | -6.83% | 6.21% | 10.17% | 21.03% | -14.73% | 18.40% | 10.23% | 23.66% | -4.10% | 0.23% |
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, FMIHX achieves a -6.83% return, which is significantly higher than SWLGX's -13.06% return.
FMIHX
- 1D
- -0.16%
- 1M
- -10.26%
- YTD
- -6.83%
- 6M
- -7.05%
- 1Y
- -2.18%
- 3Y*
- 8.27%
- 5Y*
- 4.67%
- 10Y*
- 8.58%
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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FMIHX vs. SWLGX - Expense Ratio Comparison
FMIHX has a 0.82% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
FMIHX vs. SWLGX — Risk / Return Rank
FMIHX
SWLGX
FMIHX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FMI Large Cap Fund (FMIHX) 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.
| FMIHX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | 0.66 | -0.75 |
Sortino ratioReturn per unit of downside risk | -0.01 | 1.10 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.15 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.24 | 0.72 | -0.96 |
Martin ratioReturn relative to average drawdown | -0.78 | 2.51 | -3.29 |
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
| FMIHX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 0.66 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.56 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.68 | -0.20 |
Correlation
The correlation between FMIHX and SWLGX is 0.70, 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
FMIHX vs. SWLGX - Dividend Comparison
FMIHX's dividend yield for the trailing twelve months is around 17.00%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIHX FMI Large Cap Fund | 17.00% | 15.84% | 13.22% | 10.54% | 22.62% | 17.10% | 11.56% | 7.77% | 20.37% | 9.27% | 7.48% | 11.02% |
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
FMIHX vs. SWLGX - Drawdown Comparison
The maximum FMIHX drawdown since its inception was -47.80%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for FMIHX and SWLGX.
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Drawdown Indicators
| FMIHX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.80% | -32.69% | -15.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -16.16% | +4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.99% | -32.69% | +7.70% |
Max Drawdown (10Y)Largest decline over 10 years | -34.15% | — | — |
Current DrawdownCurrent decline from peak | -11.91% | -16.16% | +4.25% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -7.13% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 4.62% | -0.96% |
Volatility
FMIHX vs. SWLGX - Volatility Comparison
The current volatility for FMI Large Cap Fund (FMIHX) is 3.98%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that FMIHX 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
| FMIHX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 5.38% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 11.82% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.36% | 22.31% | -5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.42% | 21.47% | -4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 22.78% | -5.21% |