POLIX vs. SWLGX

Last updated Apr 1, 2026

Compare and contrast key facts about Polen Growth Fund (POLIX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).

POLIX is managed by Polen Capital. It was launched on Sep 15, 2010. 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

POLIX vs. SWLGX - Performance Comparison

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

POLIX vs. SWLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
POLIX Polen Growth Fund	-19.94%	3.87%	22.57%	39.17%	-38.36%	23.51%	33.25%	37.34%	7.74%	-1.10%
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

In the year-to-date period, POLIX achieves a -19.94% return, which is significantly lower than SWLGX's -13.06% return.

POLIX

• 1D: 0.70%
• 1M: -8.56%
• YTD: -19.94%
• 6M: -21.08%
• 1Y: -11.24%
• 3Y*: 7.54%
• 5Y*: 1.23%
• 10Y*: 10.36%

SWLGX

• 1D: -0.46%
• 1M: -8.63%
• YTD: -13.06%
• 6M: -12.07%
• 1Y: 14.45%
• 3Y*: 19.67%
• 5Y*: 11.90%
• 10Y*: —

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

POLIX vs. SWLGX - Expense Ratio Comparison

POLIX has a 0.96% expense ratio, which is higher than SWLGX's 0.04% expense ratio.

POLIX

Polen Growth Fund

SWLGX

Schwab U.S. Large-Cap Growth Index Fund

Return for Risk

POLIX vs. SWLGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

POLIX

POLIX Risk / Return Rank: 1
POLIX Sharpe Ratio Rank: 1
POLIX Sortino Ratio Rank: 1
POLIX Omega Ratio Rank: 1
POLIX Calmar Ratio Rank: 2
POLIX Martin Ratio Rank: 1

SWLGX

SWLGX Risk / Return Rank: 28
SWLGX Sharpe Ratio Rank: 29
SWLGX Sortino Ratio Rank: 33
SWLGX Omega Ratio Rank: 31
SWLGX Calmar Ratio Rank: 25
SWLGX Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

POLIX vs. SWLGX - Risk-Adjusted Trends Comparison

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

	POLIX	SWLGX	Difference
Sharpe ratio Return per unit of total volatility	-0.61	0.66	-1.27
Sortino ratio Return per unit of downside risk	-0.76	1.10	-1.87
Omega ratio Gain probability vs. loss probability	0.90	1.15	-0.25
Calmar ratio Return relative to maximum drawdown	-0.50	0.72	-1.22
Martin ratio Return relative to average drawdown	-1.56	2.51	-4.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

POLIX vs. SWLGX - Sharpe Ratio Comparison

The current POLIX Sharpe Ratio is -0.61, which is lower than the SWLGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of POLIX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	POLIX	SWLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.61	0.66	-1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	0.56	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.68	-0.06

Correlation

The correlation between POLIX and SWLGX is 0.90, 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

POLIX vs. SWLGX - Dividend Comparison

POLIX's dividend yield for the trailing twelve months is around 45.41%, more than SWLGX's 0.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
POLIX Polen Growth Fund	45.41%	36.35%	10.47%	0.00%	10.54%	3.97%	1.25%	0.12%	2.77%	1.66%	0.01%	4.29%
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

POLIX vs. SWLGX - Drawdown Comparison

The maximum POLIX drawdown since its inception was -42.84%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for POLIX and SWLGX.

Drawdown Indicators

	POLIX	SWLGX	Difference
Max Drawdown Largest peak-to-trough decline	-42.84%	-32.69%	-10.15%
Max Drawdown (1Y) Largest decline over 1 year	-23.94%	-16.16%	-7.78%
Max Drawdown (5Y) Largest decline over 5 years	-42.84%	-32.69%	-10.15%
Max Drawdown (10Y) Largest decline over 10 years	-42.84%	—	—
Current Drawdown Current decline from peak	-23.41%	-16.16%	-7.25%
Average Drawdown Average peak-to-trough decline	-7.00%	-7.13%	+0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.72%	4.62%	+3.10%

Volatility

POLIX vs. SWLGX - Volatility Comparison

Polen Growth Fund (POLIX) has a higher volatility of 5.82% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.38%. This indicates that POLIX'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.

Volatility by Period

	POLIX	SWLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.82%	5.38%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	12.10%	11.82%	+0.28%
Volatility (1Y) Calculated over the trailing 1-year period	22.07%	22.31%	-0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.85%	21.47%	+1.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.79%	22.78%	-0.99%