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LGILX vs. ADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGILX vs. ADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Select Large Cap Growth Fund (LGILX) and Adams Diversified Equity Fund, Inc. (ADX). The values are adjusted to include any dividend payments, if applicable.

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LGILX vs. ADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGILX
Schwab Select Large Cap Growth Fund
-11.81%-0.54%31.98%48.08%-38.11%20.06%38.40%32.59%2.00%33.89%
ADX
Adams Diversified Equity Fund, Inc.
-4.23%26.03%28.31%31.49%-19.82%29.69%17.28%36.75%-3.58%29.61%

Returns By Period

In the year-to-date period, LGILX achieves a -11.81% return, which is significantly lower than ADX's -4.23% return. Over the past 10 years, LGILX has underperformed ADX with an annualized return of 12.85%, while ADX has yielded a comparatively higher 16.41% annualized return.


LGILX

1D
-0.65%
1M
-8.59%
YTD
-11.81%
6M
-22.46%
1Y
-2.73%
3Y*
13.55%
5Y*
4.94%
10Y*
12.85%

ADX

1D
4.04%
1M
-5.48%
YTD
-4.23%
6M
2.17%
1Y
25.55%
3Y*
23.81%
5Y*
14.65%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGILX vs. ADX - Expense Ratio Comparison

LGILX has a 0.71% expense ratio, which is higher than ADX's 0.59% expense ratio.


Return for Risk

LGILX vs. ADX — Risk / Return Rank

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

LGILX
LGILX Risk / Return Rank: 44
Overall Rank
LGILX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LGILX Sortino Ratio Rank: 55
Sortino Ratio Rank
LGILX Omega Ratio Rank: 55
Omega Ratio Rank
LGILX Calmar Ratio Rank: 33
Calmar Ratio Rank
LGILX Martin Ratio Rank: 33
Martin Ratio Rank

ADX
ADX Risk / Return Rank: 8383
Overall Rank
ADX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 8181
Sortino Ratio Rank
ADX Omega Ratio Rank: 7777
Omega Ratio Rank
ADX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ADX Martin Ratio Rank: 9292
Martin Ratio Rank
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.

LGILX vs. ADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Select Large Cap Growth Fund (LGILX) and Adams Diversified Equity Fund, Inc. (ADX). 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.


LGILXADXDifference

Sharpe ratio

Return per unit of total volatility

-0.10

1.38

-1.48

Sortino ratio

Return per unit of downside risk

0.04

2.06

-2.02

Omega ratio

Gain probability vs. loss probability

1.01

1.29

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.29

2.33

-2.63

Martin ratio

Return relative to average drawdown

-0.76

10.84

-11.60

LGILX vs. ADX - Sharpe Ratio Comparison

The current LGILX Sharpe Ratio is -0.10, which is lower than the ADX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of LGILX and ADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LGILXADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

1.38

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.86

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.92

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.09

+0.22

Correlation

The correlation between LGILX and ADX is 0.79, 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

LGILX vs. ADX - Dividend Comparison

LGILX has not paid dividends to shareholders, while ADX's dividend yield for the trailing twelve months is around 8.45%.


TTM20252024202320222021202020192018201720162015
LGILX
Schwab Select Large Cap Growth Fund
0.00%0.00%7.95%18.16%13.58%13.58%5.22%8.46%8.42%13.64%1.65%0.00%
ADX
Adams Diversified Equity Fund, Inc.
8.45%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%

Drawdowns

LGILX vs. ADX - Drawdown Comparison

The maximum LGILX drawdown since its inception was -67.74%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for LGILX and ADX.


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Drawdown Indicators


LGILXADXDifference

Max Drawdown

Largest peak-to-trough decline

-67.74%

-71.60%

+3.86%

Max Drawdown (1Y)

Largest decline over 1 year

-26.18%

-11.12%

-15.06%

Max Drawdown (5Y)

Largest decline over 5 years

-43.00%

-25.07%

-17.93%

Max Drawdown (10Y)

Largest decline over 10 years

-43.00%

-37.17%

-5.83%

Current Drawdown

Current decline from peak

-26.18%

-6.53%

-19.65%

Average Drawdown

Average peak-to-trough decline

-21.31%

-23.22%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.10%

2.39%

+7.71%

Volatility

LGILX vs. ADX - Volatility Comparison

The current volatility for Schwab Select Large Cap Growth Fund (LGILX) is 5.61%, while Adams Diversified Equity Fund, Inc. (ADX) has a volatility of 6.18%. This indicates that LGILX experiences smaller price fluctuations and is considered to be less risky than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGILXADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

6.18%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

19.46%

10.53%

+8.93%

Volatility (1Y)

Calculated over the trailing 1-year period

26.38%

18.63%

+7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.23%

17.20%

+9.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.04%

17.95%

+6.09%