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FSPGX vs. SWLGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSPGX and SWLGX is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FSPGX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Large Cap Growth Index Fund (FSPGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
175.87%
173.76%
FSPGX
SWLGX

Key characteristics

Sharpe Ratio

FSPGX:

0.45

SWLGX:

0.45

Sortino Ratio

FSPGX:

0.79

SWLGX:

0.79

Omega Ratio

FSPGX:

1.11

SWLGX:

1.11

Calmar Ratio

FSPGX:

0.48

SWLGX:

0.48

Martin Ratio

FSPGX:

1.73

SWLGX:

1.73

Ulcer Index

FSPGX:

6.50%

SWLGX:

6.49%

Daily Std Dev

FSPGX:

24.99%

SWLGX:

24.96%

Max Drawdown

FSPGX:

-32.66%

SWLGX:

-33.28%

Current Drawdown

FSPGX:

-16.27%

SWLGX:

-16.27%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with FSPGX at -12.74% and SWLGX at -12.74%.


FSPGX

YTD

-12.74%

1M

-7.60%

6M

-7.38%

1Y

8.56%

5Y*

16.75%

10Y*

N/A

SWLGX

YTD

-12.74%

1M

-7.60%

6M

-7.38%

1Y

8.56%

5Y*

16.46%

10Y*

N/A

*Annualized

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FSPGX vs. SWLGX - Expense Ratio Comparison

Both FSPGX and SWLGX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for FSPGX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSPGX: 0.04%
Expense ratio chart for SWLGX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWLGX: 0.04%

Risk-Adjusted Performance

FSPGX vs. SWLGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 6363
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 6060
Martin Ratio Rank

SWLGX
The Risk-Adjusted Performance Rank of SWLGX is 6363
Overall Rank
The Sharpe Ratio Rank of SWLGX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SWLGX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SWLGX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SWLGX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SWLGX is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSPGX vs. SWLGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Growth Index Fund (FSPGX) 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.


The chart of Sharpe ratio for FSPGX, currently valued at 0.45, compared to the broader market-1.000.001.002.003.00
FSPGX: 0.45
SWLGX: 0.45
The chart of Sortino ratio for FSPGX, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.00
FSPGX: 0.79
SWLGX: 0.79
The chart of Omega ratio for FSPGX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
FSPGX: 1.11
SWLGX: 1.11
The chart of Calmar ratio for FSPGX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.00
FSPGX: 0.48
SWLGX: 0.48
The chart of Martin ratio for FSPGX, currently valued at 1.73, compared to the broader market0.0010.0020.0030.0040.0050.00
FSPGX: 1.73
SWLGX: 1.73

The current FSPGX Sharpe Ratio is 0.45, which is comparable to the SWLGX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FSPGX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.45
0.45
FSPGX
SWLGX

Dividends

FSPGX vs. SWLGX - Dividend Comparison

FSPGX's dividend yield for the trailing twelve months is around 0.42%, less than SWLGX's 0.60% yield.


TTM202420232022202120202019201820172016
FSPGX
Fidelity Large Cap Growth Index Fund
0.42%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.60%0.52%0.67%0.93%0.57%0.67%0.96%1.03%0.00%0.00%

Drawdowns

FSPGX vs. SWLGX - Drawdown Comparison

The maximum FSPGX drawdown since its inception was -32.66%, roughly equal to the maximum SWLGX drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for FSPGX and SWLGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.27%
-16.27%
FSPGX
SWLGX

Volatility

FSPGX vs. SWLGX - Volatility Comparison

Fidelity Large Cap Growth Index Fund (FSPGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX) have volatilities of 16.55% and 16.52%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.55%
16.52%
FSPGX
SWLGX