SWANX vs. SCHG
Compare and contrast key facts about Schwab Core Equity Fund™ (SWANX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SWANX is managed by Charles Schwab. It was launched on Jul 1, 1996. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWANX or SCHG.
Performance
SWANX vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, SWANX achieves a 25.19% return, which is significantly lower than SCHG's 32.53% return. Over the past 10 years, SWANX has underperformed SCHG with an annualized return of 10.77%, while SCHG has yielded a comparatively higher 16.49% annualized return.
SWANX
25.19%
0.16%
11.93%
28.27%
12.90%
10.77%
SCHG
32.53%
2.62%
15.29%
38.57%
20.39%
16.49%
Key characteristics
| SWANX | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.22 | 2.25 |
| Sortino Ratio | 2.98 | 2.93 |
| Omega Ratio | 1.41 | 1.41 |
| Calmar Ratio | 3.46 | 3.09 |
| Martin Ratio | 16.14 | 12.27 |
| Ulcer Index | 1.73% | 3.11% |
| Daily Std Dev | 12.60% | 17.00% |
| Max Drawdown | -53.94% | -34.59% |
| Current Drawdown | -1.68% | -1.51% |
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SWANX vs. SCHG - Expense Ratio Comparison
SWANX has a 0.73% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Correlation
The correlation between SWANX and SCHG is 0.94, 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.
Risk-Adjusted Performance
SWANX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Equity Fund™ (SWANX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
SWANX vs. SCHG - Dividend Comparison
SWANX's dividend yield for the trailing twelve months is around 0.82%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWANX Schwab Core Equity Fund™ | 0.82% | 1.03% | 1.59% | 1.10% | 0.82% | 0.89% | 1.51% | 1.51% | 1.66% | 1.88% | 1.48% | 0.98% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
SWANX vs. SCHG - Drawdown Comparison
The maximum SWANX drawdown since its inception was -53.94%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SWANX and SCHG. For additional features, visit the drawdowns tool.
Volatility
SWANX vs. SCHG - Volatility Comparison
The current volatility for Schwab Core Equity Fund™ (SWANX) is 3.96%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.78%. This indicates that SWANX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.