GEGTX vs. SWLGX
Compare and contrast key facts about Columbia Large Cap Growth Fund (GEGTX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
GEGTX is managed by Columbia. It was launched on Dec 14, 1990. 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
GEGTX vs. SWLGX - Performance Comparison
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GEGTX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GEGTX Columbia Large Cap Growth Fund | -12.83% | 16.44% | 31.91% | 43.94% | -32.01% | 29.40% | 34.43% | 36.17% | -3.88% | -0.80% |
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
The year-to-date returns for both stocks are quite close, with GEGTX having a -12.83% return and SWLGX slightly lower at -13.06%.
GEGTX
- 1D
- -0.25%
- 1M
- -8.02%
- YTD
- -12.83%
- 6M
- -10.89%
- 1Y
- 13.95%
- 3Y*
- 19.26%
- 5Y*
- 10.22%
- 10Y*
- 14.83%
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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GEGTX vs. SWLGX - Expense Ratio Comparison
GEGTX has a 0.74% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
GEGTX vs. SWLGX — Risk / Return Rank
GEGTX
SWLGX
GEGTX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Growth Fund (GEGTX) 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.
| GEGTX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.66 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.10 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.15 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 0.72 | -0.01 |
Martin ratioReturn relative to average drawdown | 2.56 | 2.51 | +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. | |||
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Sharpe Ratios by Period
| GEGTX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.66 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.56 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.68 | -0.04 |
Correlation
The correlation between GEGTX and SWLGX is 0.99, 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
GEGTX vs. SWLGX - Dividend Comparison
GEGTX's dividend yield for the trailing twelve months is around 10.11%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEGTX Columbia Large Cap Growth Fund | 10.11% | 8.81% | 5.29% | 4.12% | 0.00% | 8.54% | 12.38% | 8.02% | 9.24% | 6.28% | 1.81% | 10.17% |
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
GEGTX vs. SWLGX - Drawdown Comparison
The maximum GEGTX drawdown since its inception was -53.08%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for GEGTX and SWLGX.
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Drawdown Indicators
| GEGTX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.08% | -32.69% | -20.39% |
Max Drawdown (1Y)Largest decline over 1 year | -15.25% | -16.16% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -35.64% | -32.69% | -2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -35.64% | — | — |
Current DrawdownCurrent decline from peak | -15.25% | -16.16% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -9.96% | -7.13% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 4.62% | -0.42% |
Volatility
GEGTX vs. SWLGX - Volatility Comparison
Columbia Large Cap Growth Fund (GEGTX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX) have volatilities of 5.42% and 5.38%, 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.
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Volatility by Period
| GEGTX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 5.38% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 11.82% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.94% | 22.31% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 21.47% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 22.78% | -1.58% |