LSITX vs. SWLGX
LSITX (ClearBridge Large Cap Growth Fund Class IS) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both Large Cap Growth Equities funds. LSITX is actively managed, while SWLGX is passively managed. Over the past 5 years, LSITX returned 7.89%/yr vs 11.51%/yr for SWLGX. Their 0.97 correlation means they have historically moved very closely together. LSITX charges 0.64%/yr vs 0.04%/yr for SWLGX.
Performance
LSITX vs. SWLGX - Performance Comparison
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Returns By Period
In the year-to-date period, LSITX achieves a 0.10% return, which is significantly higher than SWLGX's -0.68% return.
LSITX
- 1D
- -0.42%
- 1M
- 0.60%
- 6M
- -0.56%
- YTD
- 0.10%
- 1Y
- 0.76%
- 3Y*
- 14.42%
- 5Y*
- 7.89%
- 10Y*
- 13.97%
- ALL TIME*
- 14.51%
SWLGX
- 1D
- -0.40%
- 1M
- -1.64%
- 6M
- -0.91%
- YTD
- -0.68%
- 1Y
- 6.72%
- 3Y*
- 18.92%
- 5Y*
- 11.51%
- 10Y*
- —
- ALL TIME*
- 16.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSITX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSITX ClearBridge Large Cap Growth Fund Class IS | 0.10% | 8.85% | 28.07% | 45.55% | -32.69% | 22.15% | 31.32% | 32.22% | -0.05% | -0.97% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -0.68% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Correlation
The correlation between LSITX and SWLGX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017 | 0.97 |
The correlation between LSITX and SWLGX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
LSITX vs. SWLGX — Risk / Return Rank
LSITX
SWLGX
LSITX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth Fund Class IS (LSITX) 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.
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.
| LSITX | SWLGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.08 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 0.44 | -0.39 |
| Martin ratioReturn relative to average drawdown | 0.17 | 1.36 | -1.19 |
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Drawdowns
LSITX vs. SWLGX - Drawdown Comparison
The maximum LSITX drawdown since its inception was -38.08%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for LSITX and SWLGX.
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Drawdown Indicators
| LSITX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.08% | -32.69% | -5.39% |
Max Drawdown (1Y)Largest decline over 1 year | -16.81% | -16.16% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -20.90% | -23.30% | +2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -38.08% | -32.69% | -5.39% |
Max Drawdown (10Y)Largest decline over 10 years | -38.08% | — | — |
Current DrawdownCurrent decline from peak | -6.19% | -8.90% | +2.71% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -7.02% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 5.26% | +0.44% |
Volatility
LSITX vs. SWLGX - Volatility Comparison
The current volatility for ClearBridge Large Cap Growth Fund Class IS (LSITX) is 4.54%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 6.23%. This indicates that LSITX 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.
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Volatility by Period
| LSITX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 6.23% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 13.58% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.39% | 17.15% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.39% | 21.75% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.52% | 22.67% | -2.15% |
LSITX vs. SWLGX - Expense Ratio Comparison
LSITX has a 0.64% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Dividends
LSITX vs. SWLGX - Dividend Comparison
LSITX's dividend yield for the trailing twelve months is around 9.46%, more than SWLGX's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSITX ClearBridge Large Cap Growth Fund Class IS | 9.46% | 10.22% | 4.45% | 10.37% | 7.99% | 10.85% | 5.63% | 4.86% | 4.00% | 4.29% | 2.18% | 3.00% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.46% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, LSITX and SWLGX 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.
SWLGX has higher volatility (6.23%) compared to LSITX (4.54%). In terms of maximum drawdown, LSITX dropped -38.08% vs SWLGX's -32.69%.
SWLGX currently has the higher Sharpe Ratio (0.42 vs 0.06), 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.
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