OTCFX vs. SWLGX
Compare and contrast key facts about T. Rowe Price Small-Cap Stock Fund (OTCFX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
OTCFX is managed by T. Rowe Price. It was launched on Jun 1, 1956. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OTCFX or SWLGX.
Key characteristics
| OTCFX | SWLGX | |
|---|---|---|
| YTD Return | 17.60% | 32.17% |
| 1Y Return | 34.47% | 45.23% |
| 3Y Return (Ann) | -4.68% | 10.40% |
| 5Y Return (Ann) | 5.28% | 20.14% |
| Sharpe Ratio | 1.91 | 2.62 |
| Sortino Ratio | 2.74 | 3.35 |
| Omega Ratio | 1.33 | 1.48 |
| Calmar Ratio | 0.90 | 3.35 |
| Martin Ratio | 10.25 | 13.17 |
| Ulcer Index | 3.21% | 3.34% |
| Daily Std Dev | 17.17% | 16.80% |
| Max Drawdown | -62.09% | -32.69% |
| Current Drawdown | -14.53% | 0.00% |
Correlation
The correlation between OTCFX and SWLGX is 0.76, 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.
Performance
OTCFX vs. SWLGX - Performance Comparison
In the year-to-date period, OTCFX achieves a 17.60% return, which is significantly lower than SWLGX's 32.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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OTCFX vs. SWLGX - Expense Ratio Comparison
OTCFX has a 0.85% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Risk-Adjusted Performance
OTCFX vs. SWLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Stock Fund (OTCFX) 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.
Dividends
OTCFX vs. SWLGX - Dividend Comparison
OTCFX's dividend yield for the trailing twelve months is around 0.19%, less than SWLGX's 0.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
OTCFX T. Rowe Price Small-Cap Stock Fund | 0.19% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.13% | 0.13% | 0.11% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.67% | 0.93% | 0.57% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OTCFX vs. SWLGX - Drawdown Comparison
The maximum OTCFX drawdown since its inception was -62.09%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for OTCFX and SWLGX. For additional features, visit the drawdowns tool.
Volatility
OTCFX vs. SWLGX - Volatility Comparison
T. Rowe Price Small-Cap Stock Fund (OTCFX) has a higher volatility of 5.68% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.09%. This indicates that OTCFX'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.