LGILX vs. QQQ
LGILX (Schwab Select Large Cap Growth Fund) and QQQ (Invesco QQQ ETF) are both funds - LGILX is a Large Cap Growth Equities fund managed by Charles Schwab, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, LGILX returned 13.58%/yr vs 20.44%/yr for QQQ. Their correlation of 0.91 means they have usually moved in the same direction. LGILX charges 0.71%/yr vs 0.18%/yr for QQQ.
Performance
LGILX vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LGILX achieves a -0.46% return, which is significantly lower than QQQ's 12.26% return. Over the past 10 years, LGILX has underperformed QQQ with an annualized return of 13.58%, while QQQ has yielded a comparatively higher 20.44% annualized return.
LGILX
- 1D
- 2.76%
- 1M
- -3.92%
- 6M
- 0.08%
- YTD
- -0.46%
- 1Y
- -5.09%
- 3Y*
- 11.98%
- 5Y*
- 4.24%
- 10Y*
- 13.58%
- ALL TIME*
- 7.47%
QQQ
- 1D
- 0.65%
- 1M
- -3.45%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 24.81%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $30.32B | $28.40B | $31.45B |
LGILX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGILX Schwab Select Large Cap Growth Fund | -0.46% | -0.54% | 31.98% | 48.08% | -38.11% | 20.06% | 38.40% | 32.59% | 2.00% | 33.89% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between LGILX and QQQ is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.91 |
The correlation between LGILX and QQQ has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LGILX vs. QQQ — Risk / Return Rank
LGILX
QQQ
LGILX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Select Large Cap Growth Fund (LGILX) and Invesco QQQ ETF (QQQ). 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.
| LGILX | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.21 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.88 | -2.15 |
| Martin ratioReturn relative to average drawdown | -0.56 | 6.00 | -6.55 |
Loading charts...
Drawdowns
LGILX vs. QQQ - Drawdown Comparison
The maximum LGILX drawdown since its inception was -67.74%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for LGILX and QQQ.
Loading charts...
Drawdown Indicators
| LGILX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.74% | -82.97% | +15.23% |
Max Drawdown (1Y)Largest decline over 1 year | -26.18% | -11.96% | -14.22% |
Max Drawdown (3Y)Largest decline over 3 years | -26.18% | -22.77% | -3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -43.00% | -35.12% | -7.88% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -35.12% | -7.88% |
Current DrawdownCurrent decline from peak | -16.69% | -7.69% | -9.00% |
Average DrawdownAverage peak-to-trough decline | -21.22% | -32.62% | +11.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.81% | 3.74% | +9.07% |
Volatility
LGILX vs. QQQ - Volatility Comparison
The current volatility for Schwab Select Large Cap Growth Fund (LGILX) is 6.10%, while Invesco QQQ ETF (QQQ) has a volatility of 6.87%. This indicates that LGILX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LGILX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 6.87% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 16.08% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.91% | 19.38% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.50% | 22.90% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.19% | 22.50% | +1.69% |
LGILX vs. QQQ - Expense Ratio Comparison
LGILX has a 0.71% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Dividends
LGILX vs. QQQ - Dividend Comparison
LGILX has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
With a correlation of 0.96, LGILX and QQQ 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.
QQQ has higher volatility (6.87%) compared to LGILX (6.10%). In terms of maximum drawdown, LGILX dropped -67.74% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs -0.31), 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.
Find the right allocation for LGILX and QQQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer