SPYG vs. SWLGX
Compare and contrast key facts about State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017. Both SPYG and SWLGX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPYG vs. SWLGX - Performance Comparison
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SPYG vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | -6.91% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | -0.69% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -9.81% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, SPYG achieves a -6.91% return, which is significantly higher than SWLGX's -9.81% return.
SPYG
- 1D
- 1.32%
- 1M
- -4.24%
- YTD
- -6.91%
- 6M
- -5.21%
- 1Y
- 23.24%
- 3Y*
- 22.39%
- 5Y*
- 12.53%
- 10Y*
- 15.90%
SWLGX
- 1D
- 3.74%
- 1M
- -5.56%
- YTD
- -9.81%
- 6M
- -9.30%
- 1Y
- 17.72%
- 3Y*
- 21.15%
- 5Y*
- 12.37%
- 10Y*
- —
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SPYG vs. SWLGX - Expense Ratio Comparison
SPYG has a 0.04% 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%.
Return for Risk
SPYG vs. SWLGX — Risk / Return Rank
SPYG
SWLGX
SPYG vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) 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.
| SPYG | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.83 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.35 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.17 | +0.59 |
Martin ratioReturn relative to average drawdown | 6.81 | 4.02 | +2.79 |
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
| SPYG | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.83 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.58 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.70 | -0.38 |
Correlation
The correlation between SPYG and SWLGX is 0.98, 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
SPYG vs. SWLGX - Dividend Comparison
SPYG's dividend yield for the trailing twelve months is around 0.57%, more than SWLGX's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.57% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPYG vs. SWLGX - Drawdown Comparison
The maximum SPYG drawdown since its inception was -67.63%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SPYG and SWLGX.
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Drawdown Indicators
| SPYG | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.63% | -32.69% | -34.94% |
Max Drawdown (1Y)Largest decline over 1 year | -13.76% | -16.16% | +2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -32.67% | -32.69% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -32.67% | — | — |
Current DrawdownCurrent decline from peak | -9.06% | -13.03% | +3.97% |
Average DrawdownAverage peak-to-trough decline | -24.48% | -7.13% | -17.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 4.69% | -1.14% |
Volatility
SPYG vs. SWLGX - Volatility Comparison
State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) has a higher volatility of 7.32% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 6.73%. This indicates that SPYG's price experiences larger fluctuations and is considered to be riskier 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
| SPYG | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 6.73% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 12.40% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.42% | 22.57% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 21.52% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.57% | 22.81% | -2.24% |