NFEPX vs. SWLGX
Compare and contrast key facts about Columbia Large Cap Growth Opportunity Fund (NFEPX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
NFEPX is managed by Columbia. It was launched on Dec 31, 1997. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
NFEPX vs. SWLGX - Performance Comparison
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NFEPX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NFEPX Columbia Large Cap Growth Opportunity Fund | -13.25% | 15.54% | 24.80% | 31.61% | -29.54% | 20.42% | 40.86% | 36.35% | -4.14% | -0.79% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
The year-to-date returns for both investments are quite close, with NFEPX having a -13.25% return and SWLGX slightly higher at -13.06%.
NFEPX
- 1D
- -0.20%
- 1M
- -8.39%
- YTD
- -13.25%
- 6M
- -11.30%
- 1Y
- 13.34%
- 3Y*
- 14.19%
- 5Y*
- 6.39%
- 10Y*
- 13.14%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
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NFEPX vs. SWLGX - Expense Ratio Comparison
NFEPX has a 0.80% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
NFEPX vs. SWLGX — Risk / Return Rank
NFEPX
SWLGX
NFEPX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Growth Opportunity Fund (NFEPX) 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.
| NFEPX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.66 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.10 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.63 | 0.72 | -0.09 |
Martin ratioReturn relative to average drawdown | 2.29 | 2.51 | -0.22 |
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
| NFEPX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.66 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.56 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.68 | -0.21 |
Correlation
The correlation between NFEPX and SWLGX is 0.97, 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
NFEPX vs. SWLGX - Dividend Comparison
NFEPX's dividend yield for the trailing twelve months is around 5.86%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFEPX Columbia Large Cap Growth Opportunity Fund | 5.86% | 5.08% | 2.94% | 0.00% | 19.87% | 37.27% | 11.00% | 8.94% | 11.47% | 5.79% | 12.73% | 21.91% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
NFEPX vs. SWLGX - Drawdown Comparison
The maximum NFEPX drawdown since its inception was -53.78%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for NFEPX and SWLGX.
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Drawdown Indicators
| NFEPX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.78% | -32.69% | -21.09% |
Max Drawdown (1Y)Largest decline over 1 year | -16.01% | -16.16% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -36.26% | -32.69% | -3.57% |
Max Drawdown (10Y)Largest decline over 10 years | -36.26% | — | — |
Current DrawdownCurrent decline from peak | -16.01% | -16.16% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -13.50% | -7.13% | -6.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 4.62% | -0.25% |
Volatility
NFEPX vs. SWLGX - Volatility Comparison
Columbia Large Cap Growth Opportunity Fund (NFEPX) has a higher volatility of 5.73% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.38%. This indicates that NFEPX's price experiences larger fluctuations and is considered to be riskier 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
| NFEPX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 5.38% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 11.82% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 22.31% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 21.47% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.37% | 22.78% | -1.41% |