GNK vs. SWLGX

Last updated Apr 1, 2026

Compare and contrast key facts about Genco Shipping & Trading Limited (GNK) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).

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

GNK vs. SWLGX - Performance Comparison

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

GNK vs. SWLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GNK Genco Shipping & Trading Limited	25.18%	39.12%	-8.87%	14.44%	11.41%	121.79%	-28.23%	41.19%	-40.77%	2.70%
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, GNK achieves a 25.18% return, which is significantly higher than SWLGX's -13.06% return.

GNK

• 1D: 1.76%
• 1M: -4.07%
• YTD: 25.18%
• 6M: 30.73%
• 1Y: 77.76%
• 3Y*: 20.18%
• 5Y*: 26.37%
• 10Y*: 19.95%

SWLGX

• 1D: -0.46%
• 1M: -8.63%
• YTD: -13.06%
• 6M: -12.07%
• 1Y: 14.45%
• 3Y*: 19.67%
• 5Y*: 11.90%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GNK vs. SWLGX — Risk / Return Rank

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

GNK

GNK Risk / Return Rank: 90
GNK Sharpe Ratio Rank: 92
GNK Sortino Ratio Rank: 89
GNK Omega Ratio Rank: 87
GNK Calmar Ratio Rank: 91
GNK Martin Ratio Rank: 91

SWLGX

SWLGX Risk / Return Rank: 28
SWLGX Sharpe Ratio Rank: 29
SWLGX Sortino Ratio Rank: 33
SWLGX Omega Ratio Rank: 31
SWLGX Calmar Ratio Rank: 25
SWLGX Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GNK vs. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genco Shipping & Trading Limited (GNK) 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.

	GNK	SWLGX	Difference
Sharpe ratio Return per unit of total volatility	2.09	0.66	+1.43
Sortino ratio Return per unit of downside risk	2.72	1.10	+1.62
Omega ratio Gain probability vs. loss probability	1.35	1.15	+0.20
Calmar ratio Return relative to maximum drawdown	4.06	0.72	+3.34
Martin ratio Return relative to average drawdown	11.08	2.51	+8.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GNK vs. SWLGX - Sharpe Ratio Comparison

The current GNK Sharpe Ratio is 2.09, which is higher than the SWLGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of GNK 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.

Sharpe Ratios by Period

	GNK	SWLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.09	0.66	+1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.56	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	0.68	-0.90

Correlation

The correlation between GNK and SWLGX is 0.27, 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.

Dividends

GNK vs. SWLGX - Dividend Comparison

GNK's dividend yield for the trailing twelve months is around 4.21%, more than SWLGX's 0.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GNK Genco Shipping & Trading Limited	4.21%	4.07%	11.26%	5.73%	17.84%	2.00%	3.19%	4.71%	0.00%
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%

Drawdowns

GNK vs. SWLGX - Drawdown Comparison

The maximum GNK drawdown since its inception was -98.25%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for GNK and SWLGX.

Drawdown Indicators

	GNK	SWLGX	Difference
Max Drawdown Largest peak-to-trough decline	-98.25%	-32.69%	-65.56%
Max Drawdown (1Y) Largest decline over 1 year	-19.16%	-16.16%	-3.00%
Max Drawdown (5Y) Largest decline over 5 years	-53.91%	-32.69%	-21.22%
Max Drawdown (10Y) Largest decline over 10 years	-75.46%	—	—
Current Drawdown Current decline from peak	-83.31%	-16.16%	-67.15%
Average Drawdown Average peak-to-trough decline	-88.29%	-7.13%	-81.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.01%	4.62%	+2.39%

Volatility

GNK vs. SWLGX - Volatility Comparison

Genco Shipping & Trading Limited (GNK) has a higher volatility of 15.34% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.38%. This indicates that GNK's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GNK	SWLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.34%	5.38%	+9.96%
Volatility (6M) Calculated over the trailing 6-month period	25.35%	11.82%	+13.53%
Volatility (1Y) Calculated over the trailing 1-year period	37.47%	22.31%	+15.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.45%	21.47%	+20.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.10%	22.78%	+38.32%