LGILX vs. SWLGX

In the year-to-date period, LGILX achieves a -0.46% return, which is significantly lower than SWLGX's 0.20% return.

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LGILX has a 0.71% expense ratio, which is higher than SWLGX's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Schwab Select Large Cap Growth Fund (LGILX) 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.

The current LGILX Sharpe Ratio is 0.23, which is lower than the SWLGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of LGILX 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.

LGILX has not paid dividends to shareholders, while SWLGX's dividend yield for the trailing twelve months is around 0.52%.

The maximum LGILX drawdown since its inception was -54.56%, which is greater than SWLGX's maximum drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for LGILX and SWLGX. For additional features, visit the drawdowns tool.

The current volatility for Schwab Select Large Cap Growth Fund (LGILX) is 6.42%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 6.88%. This indicates that LGILX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.