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SNSXX vs. SWLGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SNSXX vs. SWLGX

Last updated Jun 5, 2026

SNSXX (Schwab U.S. Treasury Money Fund) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both mutual funds - SNSXX is a Money Market fund managed by Charles Schwab, while SWLGX is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past 5 years, SNSXX returned 1.38%/yr vs 15.39%/yr for SWLGX. At a 0.01 correlation, their price movements are largely independent. SNSXX charges 0.34%/yr vs 0.04%/yr for SWLGX.

Performance

SNSXX vs. SWLGX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SNSXX achieves a 1.40% return, which is significantly lower than SWLGX's 7.13% return.

SNSXX

1D
0.00%
1M
0.29%
YTD
1.40%
6M
1.72%
1Y
3.69%
3Y*
2.32%
5Y*
1.38%
10Y*
—

SWLGX

1D
-1.37%
1M
5.09%
YTD
7.13%
6M
6.28%
1Y
25.25%
3Y*
24.97%
5Y*
15.39%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNSXX vs. SWLGX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SNSXX
Schwab U.S. Treasury Money Fund		1.40%3.97%1.61%0.00%0.00%0.00%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund		7.13%18.55%33.30%42.67%-29.17%20.08%

Correlation

The correlation between SNSXX and SWLGX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.01

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Schwab U.S. Treasury Money Fund

Schwab U.S. Large-Cap Growth Index Fund

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Often compared with SWLGX:
SWLGX vs. SWPPXSWLGX vs. SWLSXSWLGX vs. FSPGXSWLGX vs. SWTSXSWLGX vs. QQQSWLGX vs. VUGSWLGX vs. QQQM

Return for Risk

SNSXX vs. SWLGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SNSXX
SWLGX
SWLGX Risk / Return Rank: 2727
Overall Rank
SWLGX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SWLGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
SWLGX Omega Ratio Rank: 3030
Omega Ratio Rank
SWLGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
SWLGX Martin Ratio Rank: 2121
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.

SNSXX vs. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Treasury Money Fund (SNSXX) 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.

SNSXXSWLGXDifference
Sharpe ratioReturn per unit of total volatility
3.71
1.67

+2.04

Sortino ratioReturn per unit of downside risk

—

2.29

—

Omega ratioGain probability vs. loss probability

—

1.29

—

Calmar ratioReturn relative to maximum drawdown

—

1.60

—

Martin ratioReturn relative to average drawdown

—

5.38

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNSXX vs. SWLGX - Sharpe Ratio Comparison

The current SNSXX Sharpe Ratio is 3.71, which is higher than the SWLGX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of SNSXX and SWLGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SNSXXSWLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.71

1.67

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.09

0.72

+1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

2.08

0.79

+1.29

Drawdowns

SNSXX vs. SWLGX - Drawdown Comparison

The maximum SNSXX drawdown since its inception was 0.00%, smaller than the maximum SWLGX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SNSXX and SWLGX.

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Drawdown Indicators

SNSXXSWLGXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-32.69%

+32.69%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-16.16%

+16.16%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-23.30%

+23.30%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-32.69%

+32.69%

Current Drawdown

Current decline from peak

0.00%

-1.73%

+1.73%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.05%

+7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.80%

-4.80%

Volatility

SNSXX vs. SWLGX - Volatility Comparison

The current volatility for Schwab U.S. Treasury Money Fund (SNSXX) is 0.29%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 3.67%. This indicates that SNSXX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SNSXXSWLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

3.67%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

0.73%

11.67%

-10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

1.05%

15.46%

-14.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.68%

21.50%

-20.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.68%

22.68%

-22.00%

SNSXX vs. SWLGX - Expense Ratio Comparison

SNSXX has a 0.34% expense ratio, which is higher than SWLGX's 0.04% expense ratio.

Dividends

SNSXX vs. SWLGX - Dividend Comparison

SNSXX's dividend yield for the trailing twelve months is around 3.62%, more than SWLGX's 0.43% yield.

PositionTTM20252024202320222021202020192018
SNSXX
Schwab U.S. Treasury Money Fund		3.62%3.88%1.59%0.00%0.00%0.00%0.00%0.00%0.00%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund		0.43%0.46%0.52%0.67%0.93%1.76%0.67%0.96%1.03%

Frequently Asked Questions

SNSXX and SWLGX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWLGX has higher volatility (3.67%) compared to SNSXX (0.29%). In terms of maximum drawdown, SNSXX dropped 0.00% vs SWLGX's -32.69%.

SNSXX currently has the higher Sharpe Ratio (3.71 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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