PAXLX vs. SWPPX
Compare and contrast key facts about PAX LARGE CAP FUND (PAXLX) and Schwab S&P 500 Index Fund (SWPPX).
PAXLX is managed by Pax World. It was launched on Dec 16, 2016. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
PAXLX vs. SWPPX - Performance Comparison
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PAXLX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAXLX PAX LARGE CAP FUND | -10.71% | 12.17% | 13.96% | 19.96% | -20.01% | 30.64% | 23.75% | 34.88% | -5.38% | 20.69% |
SWPPX Schwab S&P 500 Index Fund | -4.39% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, PAXLX achieves a -10.71% return, which is significantly lower than SWPPX's -4.39% return.
PAXLX
- 1D
- -0.10%
- 1M
- -8.12%
- YTD
- -10.71%
- 6M
- -11.42%
- 1Y
- 7.32%
- 3Y*
- 8.94%
- 5Y*
- 5.55%
- 10Y*
- —
SWPPX
- 1D
- 2.88%
- 1M
- -5.04%
- YTD
- -4.39%
- 6M
- -2.17%
- 1Y
- 17.28%
- 3Y*
- 18.27%
- 5Y*
- 11.76%
- 10Y*
- 14.04%
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PAXLX vs. SWPPX - Expense Ratio Comparison
PAXLX has a 0.97% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
PAXLX vs. SWPPX — Risk / Return Rank
PAXLX
SWPPX
PAXLX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PAX LARGE CAP FUND (PAXLX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| PAXLX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.97 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.49 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.52 | -1.08 |
Martin ratioReturn relative to average drawdown | 1.58 | 7.29 | -5.71 |
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
| PAXLX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.97 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.70 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.48 | +0.09 |
Correlation
The correlation between PAXLX and SWPPX is 0.96, 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
PAXLX vs. SWPPX - Dividend Comparison
PAXLX's dividend yield for the trailing twelve months is around 32.90%, more than SWPPX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAXLX PAX LARGE CAP FUND | 32.90% | 29.38% | 18.38% | 4.28% | 2.92% | 5.80% | 6.67% | 3.49% | 25.45% | 13.18% | 0.07% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
PAXLX vs. SWPPX - Drawdown Comparison
The maximum PAXLX drawdown since its inception was -32.73%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for PAXLX and SWPPX.
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Drawdown Indicators
| PAXLX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.73% | -55.06% | +22.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -12.10% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -28.48% | -24.51% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.80% | — |
Current DrawdownCurrent decline from peak | -14.14% | -6.26% | -7.88% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -10.00% | +3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 2.52% | +1.09% |
Volatility
PAXLX vs. SWPPX - Volatility Comparison
The current volatility for PAX LARGE CAP FUND (PAXLX) is 4.18%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 5.36%. This indicates that PAXLX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PAXLX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 5.36% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 9.55% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.39% | 18.32% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.48% | 16.94% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.66% | 18.21% | +1.45% |