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SNXFX vs. SWLGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SNXFX vs. SWLGX

Last updated Jun 5, 2026

SNXFX (Schwab 1000 Index Fund) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both mutual funds - SNXFX is a Large Cap Blend Equities fund tracking the Schwab 1000 Index, while SWLGX is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Both are passively managed. Over the past 5 years, SNXFX returned 13.14%/yr vs 15.39%/yr for SWLGX. Their correlation of 0.94 suggests significant overlap in exposure. SNXFX charges 0.05%/yr vs 0.04%/yr for SWLGX.

Performance

SNXFX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index Fund (SNXFX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNXFX achieves a 11.07% return, which is significantly higher than SWLGX's 7.13% return.

SNXFX

1D
-0.74%
1M
4.19%
YTD
11.07%
6M
10.76%
1Y
27.67%
3Y*
22.28%
5Y*
13.14%
10Y*
15.20%

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)

SNXFX vs. SWLGX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SNXFX
Schwab 1000 Index Fund		11.07%17.23%24.46%26.53%-19.46%26.10%20.71%31.43%-5.04%-0.16%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund		7.13%18.55%33.30%42.67%-29.17%27.55%38.43%36.30%-1.59%-0.60%

Correlation

The correlation between SNXFX and SWLGX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.92

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

0.93

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

0.95

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2017

0.94

The correlation between SNXFX and SWLGX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

SNXFX vs. SWLGX - Sectors Allocation Comparison

Sectors
SNXFX
SWLGX

Technology

34.6%
51.4%

Financial Services

11.9%
5.4%

Communication Services

10.6%
13.2%

Consumer Cyclical

10.1%
13.2%

Industrials

9.4%
5.7%

Healthcare

8.7%
7.1%

Consumer Defensive

4.7%
2.7%

Energy

3.6%
0.4%

Utilities

2.3%
0.3%

Real Estate

2.2%
0.4%

Basic Materials

2.0%
0.3%

Technology

SNXFX
34.6%
SWLGX
51.4%

Financial Services

SNXFX
11.9%
SWLGX
5.4%

Communication Services

SNXFX
10.6%
SWLGX
13.2%

Consumer Cyclical

SNXFX
10.1%
SWLGX
13.2%

Industrials

SNXFX
9.4%
SWLGX
5.7%

Healthcare

SNXFX
8.7%
SWLGX
7.1%

Consumer Defensive

SNXFX
4.7%
SWLGX
2.7%

Energy

SNXFX
3.6%
SWLGX
0.4%

Utilities

SNXFX
2.3%
SWLGX
0.3%

Real Estate

SNXFX
2.2%
SWLGX
0.4%

Basic Materials

SNXFX
2.0%
SWLGX
0.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Schwab 1000 Index Fund

Schwab U.S. Large-Cap Growth Index Fund

Often compared with SNXFX:
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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

SNXFX vs. SWLGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SNXFX
SNXFX Risk / Return Rank: 6262
Overall Rank
SNXFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SNXFX Sortino Ratio Rank: 5555
Sortino Ratio Rank
SNXFX Omega Ratio Rank: 5555
Omega Ratio Rank
SNXFX Calmar Ratio Rank: 6565
Calmar Ratio Rank
SNXFX Martin Ratio Rank: 7676
Martin Ratio Rank
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.

SNXFX vs. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index Fund (SNXFX) 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.

SNXFXSWLGXDifference
Sharpe ratioReturn per unit of total volatility
2.29
1.67

+0.62

Sortino ratioReturn per unit of downside risk
3.13
2.29

+0.84

Omega ratioGain probability vs. loss probability

1.41

1.29

+0.12

Calmar ratioReturn relative to maximum drawdown

3.11

1.60

+1.51

Martin ratioReturn relative to average drawdown

14.36

5.38

+8.98

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

SNXFX vs. SWLGX - Sharpe Ratio Comparison

The current SNXFX Sharpe Ratio is 2.29, which is higher than the SWLGX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of SNXFX 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

SNXFXSWLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

1.67

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.72

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.79

-0.21

Drawdowns

SNXFX vs. SWLGX - Drawdown Comparison

The maximum SNXFX drawdown since its inception was -55.08%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SNXFX and SWLGX.

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Drawdown Indicators

SNXFXSWLGXDifference

Max Drawdown

Largest peak-to-trough decline

-55.08%

-32.69%

-22.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-16.16%

+7.22%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

-23.30%

+4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-32.69%

+7.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

—

—

Current Drawdown

Current decline from peak

-0.74%

-1.73%

+0.99%

Average Drawdown

Average peak-to-trough decline

-8.76%

-7.05%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

4.80%

-2.87%

Volatility

SNXFX vs. SWLGX - Volatility Comparison

The current volatility for Schwab 1000 Index Fund (SNXFX) is 2.97%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 3.67%. This indicates that SNXFX 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

SNXFXSWLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

3.67%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

11.67%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

15.46%

-3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

21.50%

-4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

22.68%

-3.95%

SNXFX vs. SWLGX - Expense Ratio Comparison

SNXFX has a 0.05% expense ratio, which is higher than SWLGX's 0.04% 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%.

Dividends

SNXFX vs. SWLGX - Dividend Comparison

SNXFX's dividend yield for the trailing twelve months is around 1.31%, more than SWLGX's 0.43% yield.

PositionTTM20252024202320222021202020192018201720162015
SNXFX
Schwab 1000 Index Fund		1.31%1.45%1.23%1.41%1.61%1.74%2.76%3.01%6.49%4.23%3.41%6.31%
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%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.92, SNXFX and SWLGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SWLGX has higher volatility (3.67%) compared to SNXFX (2.97%). In terms of maximum drawdown, SNXFX dropped -55.08% vs SWLGX's -32.69%.

SNXFX currently has the higher Sharpe Ratio (2.29 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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