SLVAX vs. SWLVX
Compare and contrast key facts about Columbia Select Large Cap Value Fund (SLVAX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX).
SLVAX is managed by Columbia. It was launched on Apr 25, 1997. SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
SLVAX vs. SWLVX - Performance Comparison
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SLVAX vs. SWLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLVAX Columbia Select Large Cap Value Fund | 2.58% | 27.60% | 12.53% | 5.56% | -1.09% | 26.34% | 6.12% | 26.57% | -12.32% | 0.61% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 2.09% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
Returns By Period
In the year-to-date period, SLVAX achieves a 2.58% return, which is significantly higher than SWLVX's 2.09% return.
SLVAX
- 1D
- 2.40%
- 1M
- -6.43%
- YTD
- 2.58%
- 6M
- 10.79%
- 1Y
- 27.42%
- 3Y*
- 16.42%
- 5Y*
- 10.91%
- 10Y*
- 12.45%
SWLVX
- 1D
- 2.15%
- 1M
- -4.65%
- YTD
- 2.09%
- 6M
- 5.83%
- 1Y
- 15.94%
- 3Y*
- 14.29%
- 5Y*
- 9.20%
- 10Y*
- —
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SLVAX vs. SWLVX - Expense Ratio Comparison
SLVAX has a 0.80% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Return for Risk
SLVAX vs. SWLVX — Risk / Return Rank
SLVAX
SWLVX
SLVAX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Value Fund (SLVAX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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.
| SLVAX | SWLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 1.01 | +0.59 |
Sortino ratioReturn per unit of downside risk | 2.16 | 1.47 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 1.44 | +0.85 |
Martin ratioReturn relative to average drawdown | 9.70 | 6.76 | +2.94 |
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
| SLVAX | SWLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.01 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.62 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.50 | -0.10 |
Correlation
The correlation between SLVAX and SWLVX is 0.94, 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
SLVAX vs. SWLVX - Dividend Comparison
SLVAX's dividend yield for the trailing twelve months is around 8.33%, more than SWLVX's 1.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLVAX Columbia Select Large Cap Value Fund | 8.33% | 8.54% | 3.46% | 3.60% | 1.38% | 5.91% | 7.52% | 6.96% | 4.83% | 3.86% | 7.19% | 4.49% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.98% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
Drawdowns
SLVAX vs. SWLVX - Drawdown Comparison
The maximum SLVAX drawdown since its inception was -60.01%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for SLVAX and SWLVX.
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Drawdown Indicators
| SLVAX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.01% | -38.34% | -21.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.40% | -11.82% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.44% | -19.05% | +0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -41.50% | — | — |
Current DrawdownCurrent decline from peak | -6.85% | -4.82% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -4.93% | -4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.51% | +0.41% |
Volatility
SLVAX vs. SWLVX - Volatility Comparison
Columbia Select Large Cap Value Fund (SLVAX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX) have volatilities of 4.69% and 4.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLVAX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 4.47% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 8.30% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 15.74% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 14.85% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 18.67% | +0.02% |