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LGILX vs. VDEQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LGILX and VDEQX is 0.91, 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.


-0.50.00.51.00.9

Performance

LGILX vs. VDEQX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.48%
-0.08%
LGILX
VDEQX

Key characteristics

Sharpe Ratio

LGILX:

1.14

VDEQX:

1.09

Sortino Ratio

LGILX:

1.52

VDEQX:

1.47

Omega Ratio

LGILX:

1.22

VDEQX:

1.21

Calmar Ratio

LGILX:

0.54

VDEQX:

1.76

Martin Ratio

LGILX:

5.21

VDEQX:

6.25

Ulcer Index

LGILX:

4.31%

VDEQX:

2.55%

Daily Std Dev

LGILX:

19.77%

VDEQX:

14.63%

Max Drawdown

LGILX:

-54.56%

VDEQX:

-56.27%

Current Drawdown

LGILX:

-29.38%

VDEQX:

-8.86%

Returns By Period

In the year-to-date period, LGILX achieves a -0.62% return, which is significantly lower than VDEQX's -0.51% return. Over the past 10 years, LGILX has underperformed VDEQX with an annualized return of 4.77%, while VDEQX has yielded a comparatively higher 11.82% annualized return.


LGILX

YTD

-0.62%

1M

-10.94%

6M

-3.44%

1Y

20.55%

5Y*

2.11%

10Y*

4.77%

VDEQX

YTD

-0.51%

1M

-7.93%

6M

0.30%

1Y

15.45%

5Y*

11.80%

10Y*

11.82%

*Annualized

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LGILX vs. VDEQX - Expense Ratio Comparison

LGILX has a 0.71% expense ratio, which is higher than VDEQX's 0.35% expense ratio.


Expense ratio chart for LGILX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for VDEQX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

LGILX vs. VDEQX — Risk-Adjusted Performance Rank

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

LGILX
The Risk-Adjusted Performance Rank of LGILX is 6969
Overall Rank
The Sharpe Ratio Rank of LGILX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of LGILX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of LGILX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of LGILX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of LGILX is 7171
Martin Ratio Rank

VDEQX
The Risk-Adjusted Performance Rank of VDEQX is 7575
Overall Rank
The Sharpe Ratio Rank of VDEQX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VDEQX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VDEQX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VDEQX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VDEQX is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LGILX vs. VDEQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Select Large Cap Growth Fund (LGILX) and Vanguard Diversified Equity Fund (VDEQX). 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 chart of Sharpe ratio for LGILX, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.001.141.09
The chart of Sortino ratio for LGILX, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.001.521.47
The chart of Omega ratio for LGILX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.21
The chart of Calmar ratio for LGILX, currently valued at 0.54, compared to the broader market0.005.0010.0015.000.541.76
The chart of Martin ratio for LGILX, currently valued at 5.21, compared to the broader market0.0020.0040.0060.005.216.25
LGILX
VDEQX

The current LGILX Sharpe Ratio is 1.14, which is comparable to the VDEQX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of LGILX and VDEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.14
1.09
LGILX
VDEQX

Dividends

LGILX vs. VDEQX - Dividend Comparison

Neither LGILX nor VDEQX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
LGILX
Schwab Select Large Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.07%0.00%0.00%0.00%0.00%0.00%
VDEQX
Vanguard Diversified Equity Fund
0.00%0.00%0.92%0.71%0.60%0.75%0.97%1.24%1.02%1.38%1.21%1.06%

Drawdowns

LGILX vs. VDEQX - Drawdown Comparison

The maximum LGILX drawdown since its inception was -54.56%, roughly equal to the maximum VDEQX drawdown of -56.27%. Use the drawdown chart below to compare losses from any high point for LGILX and VDEQX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-29.38%
-8.86%
LGILX
VDEQX

Volatility

LGILX vs. VDEQX - Volatility Comparison

Schwab Select Large Cap Growth Fund (LGILX) has a higher volatility of 9.57% compared to Vanguard Diversified Equity Fund (VDEQX) at 6.98%. This indicates that LGILX's price experiences larger fluctuations and is considered to be riskier than VDEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.57%
6.98%
LGILX
VDEQX