OTPIX vs. SWLGX
OTPIX (ProFunds NASDAQ-100 Fund) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both Large Cap Growth Equities funds. Over the past 5 years, OTPIX returned -11.62%/yr vs 12.64%/yr for SWLGX. Their 0.96 correlation means they have historically moved very closely together. OTPIX charges 1.48%/yr vs 0.04%/yr for SWLGX.
Performance
OTPIX vs. SWLGX - Performance Comparison
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Returns By Period
In the year-to-date period, OTPIX achieves a 16.78% return, which is significantly higher than SWLGX's 5.31% return.
OTPIX
- 1D
- 3.34%
- 1M
- -0.02%
- 6M
- 18.62%
- YTD
- 16.78%
- 1Y
- 27.45%
- 3Y*
- -22.48%
- 5Y*
- -11.62%
- 10Y*
- 4.83%
- ALL TIME*
- 5.74%
SWLGX
- 1D
- 2.78%
- 1M
- 1.04%
- 6M
- 9.82%
- YTD
- 5.31%
- 1Y
- 14.32%
- 3Y*
- 22.43%
- 5Y*
- 12.64%
- 10Y*
- —
- ALL TIME*
- 17.30%
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 |
OTPIX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTPIX ProFunds NASDAQ-100 Fund | 16.78% | 18.08% | -69.20% | 51.66% | -34.36% | 48.75% | 45.00% | 36.58% | -1.75% | -2.56% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 5.31% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Correlation
The correlation between OTPIX and SWLGX is 0.93, 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. | 0.93 |
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 | 0.96 |
The correlation between OTPIX and SWLGX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
OTPIX vs. SWLGX — Risk / Return Rank
OTPIX
SWLGX
OTPIX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds NASDAQ-100 Fund (OTPIX) 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.
| OTPIX | SWLGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.14 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 0.83 | +1.29 |
| Martin ratioReturn relative to average drawdown | 6.68 | 2.49 | +4.19 |
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Drawdowns
OTPIX vs. SWLGX - Drawdown Comparison
The maximum OTPIX drawdown since its inception was -79.55%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for OTPIX and SWLGX.
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Drawdown Indicators
| OTPIX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.55% | -32.69% | -46.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -16.16% | +3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -79.55% | -23.30% | -56.25% |
Max Drawdown (5Y)Largest decline over 5 years | -79.55% | -32.69% | -46.86% |
Max Drawdown (10Y)Largest decline over 10 years | -79.55% | — | — |
Current DrawdownCurrent decline from peak | -65.20% | -3.40% | -61.80% |
Average DrawdownAverage peak-to-trough decline | -23.08% | -7.02% | -16.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 5.41% | -1.43% |
Volatility
OTPIX vs. SWLGX - Volatility Comparison
ProFunds NASDAQ-100 Fund (OTPIX) has a higher volatility of 7.62% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 7.12%. This indicates that OTPIX'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
| OTPIX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 7.12% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 16.29% | 14.42% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.56% | 17.73% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.06% | 21.86% | +20.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.38% | 22.70% | +10.68% |
OTPIX vs. SWLGX - Expense Ratio Comparison
OTPIX has a 1.48% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Dividends
OTPIX vs. SWLGX - Dividend Comparison
OTPIX's dividend yield for the trailing twelve months is around 1.48%, more than SWLGX's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
OTPIX ProFunds NASDAQ-100 Fund | 1.48% | 1.72% | 0.76% | 0.00% | 0.00% | 18.31% | 1.10% | 0.87% | 0.00% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.43% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% |
Frequently Asked Questions
With a correlation of 0.93, OTPIX 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.
OTPIX has higher volatility (7.62%) compared to SWLGX (7.12%). In terms of maximum drawdown, OTPIX dropped -79.55% vs SWLGX's -32.69%.
OTPIX currently has the higher Sharpe Ratio (1.37 vs 0.76), 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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