SSGFX vs. SWLGX

Last updated Apr 2, 2026

Compare and contrast key facts about Sextant Growth Fund (SSGFX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).

SSGFX is managed by Sextant Mutual Funds. It was launched on Apr 1, 1987. 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.

Performance

SSGFX vs. SWLGX - Performance Comparison

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

SSGFX vs. SWLGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSGFX Sextant Growth Fund	-7.07%	16.01%	24.45%	28.25%	-25.30%	22.79%	30.49%	36.39%	0.46%	-5.40%
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, SSGFX achieves a -7.07% return, which is significantly higher than SWLGX's -9.81% return.

SSGFX

• 1D: 3.34%
• 1M: -5.09%
• YTD: -7.07%
• 6M: -7.18%
• 1Y: 17.43%
• 3Y*: 16.34%
• 5Y*: 9.04%
• 10Y*: 12.88%

SWLGX

• 1D: 3.74%
• 1M: -5.56%
• YTD: -9.81%
• 6M: -9.30%
• 1Y: 17.72%
• 3Y*: 21.15%
• 5Y*: 12.37%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SSGFX vs. SWLGX - Expense Ratio Comparison

SSGFX has a 0.74% expense ratio, which is higher than SWLGX's 0.04% expense ratio.

SSGFX

Sextant Growth Fund

SWLGX

Schwab U.S. Large-Cap Growth Index Fund

Return for Risk

SSGFX vs. SWLGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSGFX

SSGFX Risk / Return Rank: 45
SSGFX Sharpe Ratio Rank: 42
SSGFX Sortino Ratio Rank: 49
SSGFX Omega Ratio Rank: 45
SSGFX Calmar Ratio Rank: 48
SSGFX Martin Ratio Rank: 40

SWLGX

SWLGX Risk / Return Rank: 41
SWLGX Sharpe Ratio Rank: 37
SWLGX Sortino Ratio Rank: 44
SWLGX Omega Ratio Rank: 41
SWLGX Calmar Ratio Rank: 45
SWLGX Martin Ratio Rank: 37

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.

SSGFX vs. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Growth Fund (SSGFX) 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.

	SSGFX	SWLGX	Difference
Sharpe ratio Return per unit of total volatility	0.93	0.83	+0.10
Sortino ratio Return per unit of downside risk	1.49	1.35	+0.14
Omega ratio Gain probability vs. loss probability	1.21	1.19	+0.02
Calmar ratio Return relative to maximum drawdown	1.33	1.17	+0.17
Martin ratio Return relative to average drawdown	4.56	4.02	+0.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSGFX vs. SWLGX - Sharpe Ratio Comparison

The current SSGFX Sharpe Ratio is 0.93, which is comparable to the SWLGX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SSGFX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SSGFX	SWLGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	0.83	+0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.58	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.70	-0.22

Correlation

The correlation between SSGFX and SWLGX is 0.97, 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

SSGFX vs. SWLGX - Dividend Comparison

SSGFX's dividend yield for the trailing twelve months is around 1.77%, more than SWLGX's 0.51% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SSGFX Sextant Growth Fund	1.77%	1.64%	2.19%	0.00%	2.59%	8.85%	0.58%	2.83%	5.10%	0.63%	3.65%	8.92%
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

SSGFX vs. SWLGX - Drawdown Comparison

The maximum SSGFX drawdown since its inception was -51.52%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SSGFX and SWLGX.

Drawdown Indicators

	SSGFX	SWLGX	Difference
Max Drawdown Largest peak-to-trough decline	-51.52%	-32.69%	-18.83%
Max Drawdown (1Y) Largest decline over 1 year	-14.13%	-16.16%	+2.03%
Max Drawdown (5Y) Largest decline over 5 years	-30.06%	-32.69%	+2.63%
Max Drawdown (10Y) Largest decline over 10 years	-30.23%	—	—
Current Drawdown Current decline from peak	-11.26%	-13.03%	+1.77%
Average Drawdown Average peak-to-trough decline	-10.16%	-7.13%	-3.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.12%	4.69%	-0.57%

Volatility

SSGFX vs. SWLGX - Volatility Comparison

The current volatility for Sextant Growth Fund (SSGFX) is 6.09%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 6.73%. This indicates that SSGFX 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.

Volatility by Period

	SSGFX	SWLGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.09%	6.73%	-0.64%
Volatility (6M) Calculated over the trailing 6-month period	10.98%	12.40%	-1.42%
Volatility (1Y) Calculated over the trailing 1-year period	19.75%	22.57%	-2.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.89%	21.52%	-2.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.40%	22.81%	-3.41%