MNRGX vs. SWLGX

Last updated Aug 1, 2026

MNRGX (Manor Growth Fund) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both Large Cap Growth Equities funds. Over the past 5 years, MNRGX returned 10.39%/yr vs 11.67%/yr for SWLGX. Their correlation of 0.92 means they have usually moved in the same direction. MNRGX charges 0.99%/yr vs 0.04%/yr for SWLGX.

Performance

MNRGX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manor Growth Fund (MNRGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MNRGX achieves a 6.00% return, which is significantly higher than SWLGX's -0.51% return.

MNRGX

• 1D: 0.62%
• 1M: -3.21%
• 6M: 9.97%
• YTD: 6.00%
• 1Y: 22.83%
• 3Y*: 14.65%
• 5Y*: 10.39%
• 10Y*: 13.92%
• ALL TIME*: 7.80%

SWLGX

• 1D: 2.95%
• 1M: -3.22%
• 6M: 1.04%
• YTD: -0.51%
• 1Y: 9.24%
• 3Y*: 18.93%
• 5Y*: 11.67%
• 10Y*: —
• ALL TIME*: 16.56%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MNRGX Manor Growth Fund	$0.00	$0.00	$0.00
SWLGX Schwab U.S. Large-Cap Growth Index Fund	$0.00	$0.00	$0.00

MNRGX vs. SWLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MNRGX Manor Growth Fund	6.00%	15.41%	18.27%	22.77%	-17.43%	27.93%	26.64%	30.79%	-6.01%	-1.14%
SWLGX Schwab U.S. Large-Cap Growth Index Fund	-0.51%	18.55%	33.30%	42.67%	-29.17%	27.55%	38.43%	36.30%	-1.59%	-0.60%

Correlation

The correlation between MNRGX and SWLGX is 0.84, 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.	0.84
Correlation (3Y) Balances recent behavior with more history.	0.88
Correlation (5Y) Shows whether the relationship held over a longer period.	0.91
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017	0.92

The correlation between MNRGX and SWLGX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

Return for Risk

MNRGX vs. SWLGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MNRGX

MNRGX Risk / Return Rank: 34
MNRGX Sharpe Ratio Rank: 39
MNRGX Sortino Ratio Rank: 38
MNRGX Omega Ratio Rank: 35
MNRGX Calmar Ratio Rank: 29
MNRGX Martin Ratio Rank: 31

SWLGX

SWLGX Risk / Return Rank: 11
SWLGX Sharpe Ratio Rank: 12
SWLGX Sortino Ratio Rank: 12
SWLGX Omega Ratio Rank: 11
SWLGX Calmar Ratio Rank: 11
SWLGX Martin Ratio Rank: 11

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MNRGX vs. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manor Growth Fund (MNRGX) 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.

	MNRGX	SWLGX	Difference
Sharpe ratio: Return per unit of total volatility	1.24	0.41	+0.83
Sortino ratio: Return per unit of downside risk	1.77	0.69	+1.08
Omega ratio: Gain probability vs. loss probability	1.22	1.08	+0.13
Calmar ratio: Return relative to maximum drawdown	1.38	0.45	+0.93
Martin ratio: Return relative to average drawdown	4.74	1.35	+3.39

MNRGX vs. SWLGX - Sharpe Ratio Comparison

The current MNRGX Sharpe Ratio is 1.24, which is higher than the SWLGX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of MNRGX and SWLGX, 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

MNRGX vs. SWLGX - Drawdown Comparison

The maximum MNRGX drawdown since its inception was -56.04%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for MNRGX and SWLGX.

Drawdown Indicators

	MNRGX	SWLGX	Difference
Max Drawdown Largest peak-to-trough decline	-56.04%	-32.69%	-23.35%
Max Drawdown (1Y) Largest decline over 1 year	-14.52%	-16.16%	+1.64%
Max Drawdown (3Y) Largest decline over 3 years	-29.23%	-23.30%	-5.93%
Max Drawdown (5Y) Largest decline over 5 years	-29.23%	-32.69%	+3.46%
Max Drawdown (10Y) Largest decline over 10 years	-30.57%	—	—
Current Drawdown Current decline from peak	-4.35%	-8.74%	+4.39%
Average Drawdown Average peak-to-trough decline	-13.44%	-7.03%	-6.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.23%	5.37%	-1.14%

Volatility

MNRGX vs. SWLGX - Volatility Comparison

The current volatility for Manor Growth Fund (MNRGX) is 4.23%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 6.40%. This indicates that MNRGX 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.

Volatility by Period

	MNRGX	SWLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.23%	6.40%	-2.17%
Volatility (6M) Calculated over the trailing 6-month period	12.88%	14.03%	-1.15%
Volatility (1Y) Calculated over the trailing 1-year period	16.14%	17.49%	-1.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.29%	21.80%	-2.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.34%	22.68%	-3.34%

MNRGX vs. SWLGX - Expense Ratio Comparison

MNRGX has a 0.99% expense ratio, which is higher than SWLGX's 0.04% expense ratio.

Dividends

MNRGX vs. SWLGX - Dividend Comparison

MNRGX's dividend yield for the trailing twelve months is around 8.07%, more than SWLGX's 0.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MNRGX Manor Growth Fund	8.07%	8.56%	0.00%	2.98%	5.34%	4.81%	11.66%	3.00%	9.20%	0.03%	0.06%	3.46%
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

Can I hold both MNRGX and SWLGX in my portfolio?

MNRGX and SWLGX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MNRGX or SWLGX?

SWLGX has higher volatility (6.40%) compared to MNRGX (4.23%). In terms of maximum drawdown, MNRGX dropped -56.04% vs SWLGX's -32.69%.

Which has better risk-adjusted returns?

MNRGX currently has the higher Sharpe Ratio (1.24 vs 0.41), 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.