STVTX vs. SWLVX

Last updated Jun 4, 2026

STVTX (Virtus Ceredex Large-Cap Value Equity Fund) and SWLVX (Schwab U.S. Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, STVTX returned 8.44%/yr vs 10.43%/yr for SWLVX. Their correlation of 0.95 suggests significant overlap in exposure. STVTX charges 0.97%/yr vs 0.04%/yr for SWLVX.

Performance

STVTX vs. SWLVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Ceredex Large-Cap Value Equity Fund (STVTX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with STVTX having a 14.77% return and SWLVX slightly lower at 14.27%.

STVTX

• 1D: 1.09%
• 1M: 3.83%
• YTD: 14.77%
• 6M: 14.96%
• 1Y: 28.88%
• 3Y*: 17.21%
• 5Y*: 8.44%
• 10Y*: 10.42%

SWLVX

• 1D: 0.81%
• 1M: 4.26%
• YTD: 14.27%
• 6M: 14.87%
• 1Y: 28.30%
• 3Y*: 18.58%
• 5Y*: 10.43%
• 10Y*: —

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

STVTX vs. SWLVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STVTX Virtus Ceredex Large-Cap Value Equity Fund	14.77%	11.95%	9.91%	14.84%	-13.97%	25.70%	3.75%	31.00%	-10.77%	0.67%
SWLVX Schwab U.S. Large-Cap Value Index Fund	14.27%	15.87%	14.36%	11.45%	-7.61%	25.15%	2.64%	26.49%	-8.39%	0.30%

Correlation

The correlation between STVTX and SWLVX is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Dec 20, 2017	0.95

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

Return for Risk

STVTX vs. SWLVX — Risk / Return Rank

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

STVTX

STVTX Risk / Return Rank: 65
STVTX Sharpe Ratio Rank: 58
STVTX Sortino Ratio Rank: 58
STVTX Omega Ratio Rank: 51
STVTX Calmar Ratio Rank: 81
STVTX Martin Ratio Rank: 75

SWLVX

SWLVX Risk / Return Rank: 83
SWLVX Sharpe Ratio Rank: 84
SWLVX Sortino Ratio Rank: 81
SWLVX Omega Ratio Rank: 75
SWLVX Calmar Ratio Rank: 88
SWLVX Martin Ratio Rank: 90

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.

STVTX vs. SWLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Ceredex Large-Cap Value Equity Fund (STVTX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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.

	STVTX	SWLVX	Difference
Sharpe ratio Return per unit of total volatility	2.25	2.70	-0.45
Sortino ratio Return per unit of downside risk	3.21	3.81	-0.60
Omega ratio Gain probability vs. loss probability	1.39	1.49	-0.10
Calmar ratio Return relative to maximum drawdown	3.75	4.28	-0.53
Martin ratio Return relative to average drawdown	14.17	17.99	-3.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STVTX vs. SWLVX - Sharpe Ratio Comparison

The current STVTX Sharpe Ratio is 2.25, which is comparable to the SWLVX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of STVTX and SWLVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STVTX	SWLVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	2.70	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.71	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.57	-0.05

Drawdowns

STVTX vs. SWLVX - Drawdown Comparison

The maximum STVTX drawdown since its inception was -53.12%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for STVTX and SWLVX.

Drawdown Indicators

	STVTX	SWLVX	Difference
Max Drawdown Largest peak-to-trough decline	-53.12%	-38.34%	-14.78%
Max Drawdown (1Y) Largest decline over 1 year	-8.06%	-6.82%	-1.24%
Max Drawdown (3Y) Largest decline over 3 years	-29.49%	-15.61%	-13.88%
Max Drawdown (5Y) Largest decline over 5 years	-29.49%	-19.05%	-10.44%
Max Drawdown (10Y) Largest decline over 10 years	-41.46%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.69%	-4.84%	-2.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	1.62%	+0.51%

Volatility

STVTX vs. SWLVX - Volatility Comparison

Virtus Ceredex Large-Cap Value Equity Fund (STVTX) has a higher volatility of 4.16% compared to Schwab U.S. Large-Cap Value Index Fund (SWLVX) at 3.09%. This indicates that STVTX's price experiences larger fluctuations and is considered to be riskier than SWLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STVTX	SWLVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	3.09%	+1.07%
Volatility (6M) Calculated over the trailing 6-month period	10.48%	8.19%	+2.29%
Volatility (1Y) Calculated over the trailing 1-year period	13.41%	10.79%	+2.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.12%	14.86%	+6.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.33%	18.56%	+1.77%

STVTX vs. SWLVX - Expense Ratio Comparison

STVTX has a 0.97% expense ratio, which is higher than SWLVX's 0.04% expense ratio.

Dividends

STVTX vs. SWLVX - Dividend Comparison

STVTX's dividend yield for the trailing twelve months is around 13.11%, more than SWLVX's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STVTX Virtus Ceredex Large-Cap Value Equity Fund	13.11%	15.05%	22.34%	2.47%	11.17%	31.52%	5.63%	6.98%	29.94%	17.07%	0.39%	10.54%
SWLVX Schwab U.S. Large-Cap Value Index Fund	1.77%	2.02%	2.75%	2.56%	2.29%	4.86%	2.00%	4.35%	1.87%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STVTX and SWLVX in my portfolio?

With a correlation of 0.93, STVTX and SWLVX 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.

Which is riskier, STVTX or SWLVX?

STVTX has higher volatility (4.16%) compared to SWLVX (3.09%). In terms of maximum drawdown, STVTX dropped -53.12% vs SWLVX's -38.34%.

Which has better risk-adjusted returns?

SWLVX currently has the higher Sharpe Ratio (2.70 vs 2.25), 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.