SWCGX vs. SWLSX
Compare and contrast key facts about Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab Large-Cap Growth Fund™ (SWLSX).
SWCGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005.
Performance
SWCGX vs. SWLSX - Performance Comparison
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SWCGX vs. SWLSX - 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% | 9.06% |
SWLSX Schwab Large-Cap Growth Fund™ | -12.73% | 19.69% | 29.41% | 38.27% | -27.00% | 29.03% | 29.03% | 31.02% | -7.93% | 29.01% |
Returns By Period
In the year-to-date period, SWCGX achieves a -1.40% return, which is significantly higher than SWLSX's -12.73% return. Over the past 10 years, SWCGX has underperformed SWLSX with an annualized return of 5.29%, while SWLSX has yielded a comparatively higher 14.02% annualized 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%
SWLSX
- 1D
- -0.72%
- 1M
- -8.75%
- YTD
- -12.73%
- 6M
- -11.11%
- 1Y
- 15.36%
- 3Y*
- 18.28%
- 5Y*
- 11.53%
- 10Y*
- 14.02%
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SWCGX vs. SWLSX - Expense Ratio Comparison
SWCGX has a 0.42% expense ratio, which is lower than SWLSX's 0.99% expense ratio.
Return for Risk
SWCGX vs. SWLSX — Risk / Return Rank
SWCGX
SWLSX
SWCGX vs. SWLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Conservative Portfolio™ (SWCGX) and Schwab Large-Cap Growth Fund™ (SWLSX). 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 | SWLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.69 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.14 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.16 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.78 | +0.87 |
Martin ratioReturn relative to average drawdown | 7.24 | 2.74 | +4.50 |
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 | SWLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.69 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.55 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.68 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.51 | +0.21 |
Correlation
The correlation between SWCGX and SWLSX is 0.84, 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. SWLSX - Dividend Comparison
SWCGX's dividend yield for the trailing twelve months is around 6.25%, more than SWLSX's 1.34% 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% |
SWLSX Schwab Large-Cap Growth Fund™ | 1.34% | 1.17% | 0.11% | 0.04% | 2.07% | 7.77% | 1.07% | 5.32% | 12.35% | 7.92% | 4.46% | 17.08% |
Drawdowns
SWCGX vs. SWLSX - Drawdown Comparison
The maximum SWCGX drawdown since its inception was -30.18%, smaller than the maximum SWLSX drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for SWCGX and SWLSX.
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Drawdown Indicators
| SWCGX | SWLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.18% | -49.89% | +19.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | -16.17% | +10.75% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -31.32% | +9.49% |
Max Drawdown (10Y)Largest decline over 10 years | -21.83% | -31.32% | +9.49% |
Current DrawdownCurrent decline from peak | -4.39% | -16.17% | +11.78% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -7.98% | +4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 4.57% | -3.34% |
Volatility
SWCGX vs. SWLSX - Volatility Comparison
The current volatility for Schwab MarketTrack Conservative Portfolio™ (SWCGX) is 2.55%, while Schwab Large-Cap Growth Fund™ (SWLSX) has a volatility of 5.73%. This indicates that SWCGX experiences smaller price fluctuations and is considered to be less risky than SWLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWCGX | SWLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 5.73% | -3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 4.15% | 12.41% | -8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.26% | 22.60% | -15.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 20.97% | -12.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.09% | 20.76% | -12.67% |