SWCGX vs. SWLGX
Compare and contrast key facts about Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SWCGX is managed by Charles Schwab. It was launched on Nov 19, 1995. 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
SWCGX vs. SWLGX - Performance Comparison
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SWCGX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | -1.40% | 11.95% | 6.32% | 11.61% | -13.76% | 7.66% | 9.41% | 14.91% | -3.70% | 0.38% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 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, SWCGX achieves a -1.40% return, which is significantly higher than SWLGX's -13.06% return.
SWCGX
- 1D
- 0.19%
- 1M
- -4.33%
- YTD
- -1.40%
- 6M
- 0.25%
- 1Y
- 9.08%
- 3Y*
- 7.91%
- 5Y*
- 3.73%
- 10Y*
- 5.29%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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SWCGX vs. SWLGX - Expense Ratio Comparison
SWCGX has a 0.42% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
SWCGX vs. SWLGX — Risk / Return Rank
SWCGX
SWLGX
SWCGX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Conservative Portfolio™ (SWCGX) 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.
| SWCGX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.66 | +0.62 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.10 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.15 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.72 | +0.93 |
Martin ratioReturn relative to average drawdown | 7.24 | 2.51 | +4.73 |
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
| SWCGX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.66 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.56 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.68 | +0.04 |
Correlation
The correlation between SWCGX and SWLGX is 0.79, 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
SWCGX vs. SWLGX - Dividend Comparison
SWCGX's dividend yield for the trailing twelve months is around 6.25%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | 6.25% | 6.66% | 10.09% | 6.62% | 4.07% | 4.86% | 3.28% | 3.32% | 4.85% | 3.14% | 2.49% | 7.97% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWCGX vs. SWLGX - Drawdown Comparison
The maximum SWCGX drawdown since its inception was -30.18%, smaller than the maximum SWLGX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SWCGX and SWLGX.
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Drawdown Indicators
| SWCGX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.18% | -32.69% | +2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | -16.16% | +10.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -32.69% | +10.86% |
Max Drawdown (10Y)Largest decline over 10 years | -21.83% | — | — |
Current DrawdownCurrent decline from peak | -4.39% | -16.16% | +11.77% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -7.13% | +3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 4.62% | -3.39% |
Volatility
SWCGX vs. SWLGX - Volatility Comparison
The current volatility for Schwab MarketTrack Conservative Portfolio™ (SWCGX) is 2.55%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that SWCGX 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.
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Volatility by Period
| SWCGX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 5.38% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 4.15% | 11.82% | -7.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.26% | 22.31% | -15.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 21.47% | -12.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.09% | 22.78% | -14.69% |