LGILX vs. SWLSX
Compare and contrast key facts about Schwab Select Large Cap Growth Fund (LGILX) and Schwab Large-Cap Growth Fund™ (SWLSX).
LGILX is managed by Charles Schwab. It was launched on Oct 14, 1997. SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005.
Performance
LGILX vs. SWLSX - Performance Comparison
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LGILX vs. SWLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWLSX Schwab Large-Cap Growth Fund™ | -12.73% | 19.69% | 29.41% | 38.27% | -27.00% | 29.03% | 29.03% | 31.02% | -7.93% | 29.01% |
Returns By Period
In the year-to-date period, LGILX achieves a -11.81% return, which is significantly higher than SWLSX's -12.73% return. Over the past 10 years, LGILX has underperformed SWLSX with an annualized return of 12.85%, while SWLSX has yielded a comparatively higher 14.02% 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%
SWLSX
- 1D
- -0.72%
- 1M
- -8.75%
- YTD
- -12.73%
- 6M
- -11.11%
- 1Y
- 15.36%
- 3Y*
- 18.28%
- 5Y*
- 11.53%
- 10Y*
- 14.02%
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LGILX vs. SWLSX - Expense Ratio Comparison
LGILX has a 0.71% expense ratio, which is lower than SWLSX's 0.99% expense ratio.
Return for Risk
LGILX vs. SWLSX — Risk / Return Rank
LGILX
SWLSX
LGILX vs. SWLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Select Large Cap Growth Fund (LGILX) and Schwab Large-Cap Growth Fund™ (SWLSX). 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.
| LGILX | SWLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.10 | 0.69 | -0.79 |
Sortino ratioReturn per unit of downside risk | 0.04 | 1.14 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.16 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.78 | -1.07 |
Martin ratioReturn relative to average drawdown | -0.76 | 2.74 | -3.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGILX | SWLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | 0.69 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.55 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.68 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.51 | -0.20 |
Correlation
The correlation between LGILX and SWLSX is 0.94, 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. SWLSX - Dividend Comparison
LGILX has not paid dividends to shareholders, while SWLSX's dividend yield for the trailing twelve months is around 1.34%.
| 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% |
SWLSX Schwab Large-Cap Growth Fund™ | 1.34% | 1.17% | 0.11% | 0.04% | 2.07% | 7.77% | 1.07% | 5.32% | 12.35% | 7.92% | 4.46% | 17.08% |
Drawdowns
LGILX vs. SWLSX - Drawdown Comparison
The maximum LGILX drawdown since its inception was -67.74%, which is greater than SWLSX's maximum drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for LGILX and SWLSX.
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Drawdown Indicators
| LGILX | SWLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.74% | -49.89% | -17.85% |
Max Drawdown (1Y)Largest decline over 1 year | -26.18% | -16.17% | -10.01% |
Max Drawdown (5Y)Largest decline over 5 years | -43.00% | -31.32% | -11.68% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -31.32% | -11.68% |
Current DrawdownCurrent decline from peak | -26.18% | -16.17% | -10.01% |
Average DrawdownAverage peak-to-trough decline | -21.31% | -7.98% | -13.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.10% | 4.57% | +5.53% |
Volatility
LGILX vs. SWLSX - Volatility Comparison
Schwab Select Large Cap Growth Fund (LGILX) and Schwab Large-Cap Growth Fund™ (SWLSX) have volatilities of 5.61% and 5.73%, 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
| LGILX | SWLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 5.73% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 19.46% | 12.41% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.38% | 22.60% | +3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.23% | 20.97% | +5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.04% | 20.76% | +3.28% |