LGILX vs. VOO

Last updated Jul 15, 2026

LGILX (Schwab Select Large Cap Growth Fund) and VOO (Vanguard S&P 500 ETF) are both funds - LGILX is a Large Cap Growth Equities fund managed by Charles Schwab, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, LGILX returned 14.36%/yr vs 15.20%/yr for VOO. Their correlation of 0.90 suggests significant overlap in exposure. LGILX charges 0.71%/yr vs 0.03%/yr for VOO.

Performance

LGILX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Select Large Cap Growth Fund (LGILX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGILX achieves a 3.91% return, which is significantly lower than VOO's 10.87% return. Over the past 10 years, LGILX has underperformed VOO with an annualized return of 14.36%, while VOO has yielded a comparatively higher 15.20% annualized return.

LGILX

• 1D: -1.72%
• 1M: -0.07%
• 6M: 2.64%
• YTD: 3.91%
• 1Y: -1.03%
• 3Y*: 13.85%
• 5Y*: 5.36%
• 10Y*: 14.36%

VOO

• 1D: 0.38%
• 1M: 1.64%
• 6M: 8.98%
• YTD: 10.87%
• 1Y: 21.75%
• 3Y*: 20.31%
• 5Y*: 13.16%
• 10Y*: 15.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LGILX vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LGILX Schwab Select Large Cap Growth Fund	3.91%	-0.54%	31.98%	48.08%	-38.11%	20.06%	38.40%	32.59%	2.00%	33.89%
VOO Vanguard S&P 500 ETF	10.87%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between LGILX and VOO is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.90

The correlation between LGILX and VOO has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

Return for Risk

LGILX vs. VOO — Risk / Return Rank

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

LGILX

LGILX Risk / Return Rank: 3
LGILX Sharpe Ratio Rank: 3
LGILX Sortino Ratio Rank: 3
LGILX Omega Ratio Rank: 3
LGILX Calmar Ratio Rank: 3
LGILX Martin Ratio Rank: 3

VOO

VOO Risk / Return Rank: 67
VOO Sharpe Ratio Rank: 67
VOO Sortino Ratio Rank: 66
VOO Omega Ratio Rank: 67
VOO Calmar Ratio Rank: 62
VOO Martin Ratio Rank: 73

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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Select Large Cap Growth Fund (LGILX) and Vanguard S&P 500 ETF (VOO). 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	VOO	Difference
Sharpe ratio: Return per unit of total volatility	-0.04	1.75	-1.78
Sortino ratio: Return per unit of downside risk	0.10	2.41	-2.31
Omega ratio: Gain probability vs. loss probability	1.02	1.32	-0.30
Calmar ratio: Return relative to maximum drawdown	-0.03	2.45	-2.49
Martin ratio: Return relative to average drawdown	-0.07	10.70	-10.77

LGILX vs. VOO - Sharpe Ratio Comparison

The current LGILX Sharpe Ratio is -0.04, which is lower than the VOO Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of LGILX and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LGILX vs. VOO - Drawdown Comparison

The maximum LGILX drawdown since its inception was -67.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LGILX and VOO.

Drawdown Indicators

	LGILX	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-67.74%	-33.99%	-33.75%
Max Drawdown (1Y) Largest decline over 1 year	-26.18%	-8.90%	-17.28%
Max Drawdown (3Y) Largest decline over 3 years	-26.18%	-18.69%	-7.49%
Max Drawdown (5Y) Largest decline over 5 years	-43.00%	-24.52%	-18.48%
Max Drawdown (10Y) Largest decline over 10 years	-43.00%	-33.99%	-9.01%
Current Drawdown Current decline from peak	-13.03%	-0.74%	-12.29%
Average Drawdown Average peak-to-trough decline	-21.23%	-3.67%	-17.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.34%	2.04%	+10.30%

Volatility

LGILX vs. VOO - Volatility Comparison

Schwab Select Large Cap Growth Fund (LGILX) has a higher volatility of 6.49% compared to Vanguard S&P 500 ETF (VOO) at 3.86%. This indicates that LGILX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGILX	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.49%	3.86%	+2.63%
Volatility (6M) Calculated over the trailing 6-month period	13.65%	9.96%	+3.69%
Volatility (1Y) Calculated over the trailing 1-year period	22.40%	12.51%	+9.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.44%	16.93%	+9.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.15%	18.00%	+6.15%

LGILX vs. VOO - Expense Ratio Comparison

LGILX has a 0.71% expense ratio, which is higher than VOO's 0.03% expense ratio.

Dividends

LGILX vs. VOO - Dividend Comparison

LGILX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.06%.

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%
VOO Vanguard S&P 500 ETF	1.06%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both LGILX and VOO in my portfolio?

With a correlation of 0.93, LGILX and VOO 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.

Which is riskier, LGILX or VOO?

LGILX has higher volatility (6.49%) compared to VOO (3.86%). In terms of maximum drawdown, LGILX dropped -67.74% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (1.75 vs -0.04), 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.