LBWIX vs. SWLVX
LBWIX (BrandywineGLOBAL - Diversified US Large Cap Value Fund) and SWLVX (Schwab U.S. Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, LBWIX returned 12.87%/yr vs 12.09%/yr for SWLVX. Their 0.96 correlation means they have historically moved very closely together. LBWIX charges 0.84%/yr vs 0.04%/yr for SWLVX.
Performance
LBWIX vs. SWLVX - Performance Comparison
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Returns By Period
In the year-to-date period, LBWIX achieves a 17.22% return, which is significantly lower than SWLVX's 21.77% return.
LBWIX
- 1D
- 0.70%
- 1M
- 2.85%
- 6M
- 11.26%
- YTD
- 17.22%
- 1Y
- 28.79%
- 3Y*
- 19.38%
- 5Y*
- 12.87%
- 10Y*
- 12.35%
- ALL TIME*
- 12.02%
SWLVX
- 1D
- 0.97%
- 1M
- 2.91%
- 6M
- 15.38%
- YTD
- 21.77%
- 1Y
- 32.75%
- 3Y*
- 18.98%
- 5Y*
- 12.09%
- 10Y*
- —
- ALL TIME*
- 11.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LBWIX vs. SWLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 17.22% | 17.38% | 18.59% | 7.42% | -1.56% | 29.74% | -1.41% | 25.66% | -9.05% | -0.48% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 21.77% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
Correlation
The correlation between LBWIX and SWLVX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017 | 0.96 |
The correlation between LBWIX and SWLVX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
LBWIX vs. SWLVX — Risk / Return Rank
LBWIX
SWLVX
LBWIX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LBWIX | SWLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.55 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.48 | 5.02 | -0.54 |
| Martin ratioReturn relative to average drawdown | 16.24 | 21.59 | -5.35 |
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Drawdowns
LBWIX vs. SWLVX - Drawdown Comparison
The maximum LBWIX drawdown since its inception was -38.22%, roughly equal to the maximum SWLVX drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for LBWIX and SWLVX.
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Drawdown Indicators
| LBWIX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.22% | -38.34% | +0.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -6.82% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -14.05% | -15.61% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -17.87% | -19.05% | +1.18% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | — | — |
Current DrawdownCurrent decline from peak | -0.53% | 0.00% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -4.75% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.58% | +0.29% |
Volatility
LBWIX vs. SWLVX - Volatility Comparison
BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX) have volatilities of 2.86% and 2.80%, 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
| LBWIX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.80% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 8.80% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.81% | 11.34% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 14.86% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 18.46% | -0.67% |
LBWIX vs. SWLVX - Expense Ratio Comparison
LBWIX has a 0.84% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Dividends
LBWIX vs. SWLVX - Dividend Comparison
LBWIX's dividend yield for the trailing twelve months is around 10.62%, more than SWLVX's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 10.62% | 12.45% | 11.18% | 1.90% | 13.87% | 16.48% | 2.89% | 11.13% | 11.30% | 6.47% | 6.95% | 6.82% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.66% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, LBWIX and SWLVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
LBWIX has higher volatility (2.86%) compared to SWLVX (2.80%). In terms of maximum drawdown, LBWIX dropped -38.22% vs SWLVX's -38.34%.
SWLVX currently has the higher Sharpe Ratio (3.03 vs 2.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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