SPGRX vs. SWPPX
SPGRX (DWS Equity Sector Strategy Fund) and SWPPX (Schwab S&P 500 Index Fund) are both Large Cap Blend Equities funds. Over the past 10 years, SPGRX returned 10.80%/yr vs 14.98%/yr for SWPPX. Their correlation of 0.94 means they have usually moved in the same direction. SPGRX charges 0.48%/yr vs 0.02%/yr for SWPPX.
Performance
SPGRX vs. SWPPX - Performance Comparison
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Returns By Period
In the year-to-date period, SPGRX achieves a 11.35% return, which is significantly higher than SWPPX's 9.35% return. Over the past 10 years, SPGRX has underperformed SWPPX with an annualized return of 10.80%, while SWPPX has yielded a comparatively higher 14.98% annualized return.
SPGRX
- 1D
- 1.81%
- 1M
- 0.37%
- 6M
- 8.94%
- YTD
- 11.35%
- 1Y
- 24.19%
- 3Y*
- 19.33%
- 5Y*
- 12.02%
- 10Y*
- 10.80%
- ALL TIME*
- 6.58%
SWPPX
- 1D
- 1.70%
- 1M
- -0.52%
- 6M
- 7.81%
- YTD
- 9.35%
- 1Y
- 20.64%
- 3Y*
- 19.02%
- 5Y*
- 12.67%
- 10Y*
- 14.98%
- ALL TIME*
- 9.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SPGRX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGRX DWS Equity Sector Strategy Fund | 11.35% | 20.85% | 20.19% | 21.55% | -16.21% | 20.43% | 10.96% | 22.05% | -11.27% | 16.87% |
SWPPX Schwab S&P 500 Index Fund | 9.35% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Correlation
The correlation between SPGRX and SWPPX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 20, 1997 | 0.94 |
The correlation between SPGRX and SWPPX has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
SPGRX vs. SWPPX — Risk / Return Rank
SPGRX
SWPPX
SPGRX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Equity Sector Strategy Fund (SPGRX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPGRX | SWPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 2.07 | +0.19 |
| Martin ratioReturn relative to average drawdown | 10.04 | 8.85 | +1.19 |
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Drawdowns
SPGRX vs. SWPPX - Drawdown Comparison
The maximum SPGRX drawdown since its inception was -46.55%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SPGRX and SWPPX.
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Drawdown Indicators
| SPGRX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.55% | -55.06% | +8.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.84% | -8.89% | -0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -17.02% | -18.74% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.74% | -24.51% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -29.69% | -33.80% | +4.11% |
Current DrawdownCurrent decline from peak | -1.10% | -2.09% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -9.90% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.07% | +0.14% |
Volatility
SPGRX vs. SWPPX - Volatility Comparison
DWS Equity Sector Strategy Fund (SPGRX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 3.42% and 3.49%, 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
| SPGRX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 3.49% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 10.13% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 12.89% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 17.05% | -1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.81% | 18.23% | -3.42% |
SPGRX vs. SWPPX - Expense Ratio Comparison
SPGRX has a 0.48% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Dividends
SPGRX vs. SWPPX - Dividend Comparison
SPGRX's dividend yield for the trailing twelve months is around 0.93%, less than SWPPX's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGRX DWS Equity Sector Strategy Fund | 0.93% | 1.04% | 1.21% | 1.52% | 1.84% | 32.67% | 2.04% | 8.09% | 2.35% | 1.88% | 3.48% | 2.22% |
SWPPX Schwab S&P 500 Index Fund | 1.01% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Frequently Asked Questions
With a correlation of 0.97, SPGRX and SWPPX 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.
SWPPX has higher volatility (3.49%) compared to SPGRX (3.42%). In terms of maximum drawdown, SPGRX dropped -46.55% vs SWPPX's -55.06%.
SPGRX currently has the higher Sharpe Ratio (1.74 vs 1.42), 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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