SCHG vs. SWLSX
Compare and contrast key facts about Schwab U.S. Large-Cap Growth ETF (SCHG) and Schwab Large-Cap Growth Fund™ (SWLSX).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009. SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005.
Performance
SCHG vs. SWLSX - Performance Comparison
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SCHG vs. SWLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
SWLSX Schwab Large-Cap Growth Fund™ | -12.73% | 19.69% | 29.41% | 38.27% | -27.00% | 29.03% | 29.03% | 31.02% | -7.93% | 29.01% |
Returns By Period
In the year-to-date period, SCHG achieves a -10.59% return, which is significantly higher than SWLSX's -12.73% return. Over the past 10 years, SCHG has outperformed SWLSX with an annualized return of 16.83%, while SWLSX has yielded a comparatively lower 14.02% annualized return.
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
SWLSX
- 1D
- -0.72%
- 1M
- -8.75%
- YTD
- -12.73%
- 6M
- -11.11%
- 1Y
- 15.36%
- 3Y*
- 18.28%
- 5Y*
- 11.53%
- 10Y*
- 14.02%
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SCHG vs. SWLSX - Expense Ratio Comparison
SCHG has a 0.04% expense ratio, which is lower than SWLSX's 0.99% expense ratio.
Return for Risk
SCHG vs. SWLSX — Risk / Return Rank
SCHG
SWLSX
SCHG vs. SWLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and Schwab Large-Cap Growth Fund™ (SWLSX). 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.
| SCHG | SWLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.69 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.14 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.78 | +0.25 |
Martin ratioReturn relative to average drawdown | 3.54 | 2.74 | +0.80 |
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
| SCHG | SWLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.69 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.55 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.68 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.51 | +0.28 |
Correlation
The correlation between SCHG and SWLSX is 0.98, 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
SCHG vs. SWLSX - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.43%, less than SWLSX's 1.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SWLSX Schwab Large-Cap Growth Fund™ | 1.34% | 1.17% | 0.11% | 0.04% | 2.07% | 7.77% | 1.07% | 5.32% | 12.35% | 7.92% | 4.46% | 17.08% |
Drawdowns
SCHG vs. SWLSX - Drawdown Comparison
The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum SWLSX drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for SCHG and SWLSX.
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Drawdown Indicators
| SCHG | SWLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -49.89% | +15.30% |
Max Drawdown (1Y)Largest decline over 1 year | -16.41% | -16.17% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -34.59% | -31.32% | -3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -31.32% | -3.27% |
Current DrawdownCurrent decline from peak | -13.34% | -16.17% | +2.83% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -7.98% | +2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 4.57% | +0.21% |
Volatility
SCHG vs. SWLSX - Volatility Comparison
Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 6.67% compared to Schwab Large-Cap Growth Fund™ (SWLSX) at 5.73%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than SWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHG | SWLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 5.73% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.51% | 12.41% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.43% | 22.60% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.32% | 20.97% | +1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.51% | 20.76% | +0.75% |