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SCHX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap ETF (SCHX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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SCHX vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHX
Schwab U.S. Large-Cap ETF
-4.45%17.46%24.88%26.84%-19.41%26.81%20.81%31.22%-4.66%21.95%
SWPPX
Schwab S&P 500 Index Fund
-7.07%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, SCHX achieves a -4.45% return, which is significantly higher than SWPPX's -7.07% return. Both investments have delivered pretty close results over the past 10 years, with SCHX having a 13.93% annualized return and SWPPX not far behind at 13.71%.


SCHX

1D
2.89%
1M
-4.98%
YTD
-4.45%
6M
-2.09%
1Y
17.48%
3Y*
18.24%
5Y*
11.12%
10Y*
13.93%

SWPPX

1D
-0.37%
1M
-7.65%
YTD
-7.07%
6M
-4.58%
1Y
14.43%
3Y*
17.15%
5Y*
11.39%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHX vs. SWPPX - Expense Ratio Comparison

SCHX has a 0.03% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SCHX vs. SWPPX — Risk / Return Rank

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

SCHX
SCHX Risk / Return Rank: 6464
Overall Rank
SCHX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SCHX Omega Ratio Rank: 6464
Omega Ratio Rank
SCHX Calmar Ratio Rank: 6363
Calmar Ratio Rank
SCHX Martin Ratio Rank: 7373
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
Martin Ratio Rank
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.

SCHX vs. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) 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.


SCHXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.84

+0.12

Sortino ratio

Return per unit of downside risk

1.46

1.30

+0.17

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.49

1.06

+0.43

Martin ratio

Return relative to average drawdown

6.98

5.14

+1.84

SCHX vs. SWPPX - Sharpe Ratio Comparison

The current SCHX Sharpe Ratio is 0.96, which is comparable to the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SCHX and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHXSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.84

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.68

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.76

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.48

+0.32

Correlation

The correlation between SCHX and SWPPX is 0.99, 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

SCHX vs. SWPPX - Dividend Comparison

SCHX's dividend yield for the trailing twelve months is around 1.17%, less than SWPPX's 1.19% yield.


TTM20252024202320222021202020192018201720162015
SCHX
Schwab U.S. Large-Cap ETF
1.17%1.09%1.22%1.39%1.64%1.22%1.64%1.82%2.02%1.70%1.92%2.04%
SWPPX
Schwab S&P 500 Index Fund
1.19%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Drawdowns

SCHX vs. SWPPX - Drawdown Comparison

The maximum SCHX drawdown since its inception was -34.33%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SCHX and SWPPX.


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Drawdown Indicators


SCHXSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-55.06%

+20.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-12.10%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

-24.51%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-33.80%

-0.53%

Current Drawdown

Current decline from peak

-6.40%

-8.89%

+2.49%

Average Drawdown

Average peak-to-trough decline

-4.00%

-10.00%

+6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.49%

+0.11%

Volatility

SCHX vs. SWPPX - Volatility Comparison

Schwab U.S. Large-Cap ETF (SCHX) has a higher volatility of 5.31% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that SCHX's price experiences larger fluctuations and is considered to be riskier 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


SCHXSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

4.29%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

9.11%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

18.14%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

16.89%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.13%

18.19%

-0.06%