SWCGX vs. SWLSX
SWCGX (Schwab MarketTrack Conservative Portfolio™) and SWLSX (Schwab Large-Cap Growth Fund™) are both mutual funds - SWCGX is a Diversified Portfolio fund managed by Charles Schwab, while SWLSX is a Large Cap Growth Equities fund actively managed by Charles Schwab. Over the past 10 years, SWCGX returned 5.51%/yr vs 15.55%/yr for SWLSX. Their correlation of 0.84 means they have usually moved in the same direction. SWCGX charges 0.42%/yr vs 0.99%/yr for SWLSX.
Performance
SWCGX vs. SWLSX - Performance Comparison
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Returns By Period
In the year-to-date period, SWCGX achieves a 4.60% return, which is significantly higher than SWLSX's 3.77% return. Over the past 10 years, SWCGX has underperformed SWLSX with an annualized return of 5.51%, while SWLSX has yielded a comparatively higher 15.55% annualized return.
SWCGX
- 1D
- 0.68%
- 1M
- -0.37%
- 6M
- 3.09%
- YTD
- 4.60%
- 1Y
- 10.51%
- 3Y*
- 8.86%
- 5Y*
- 4.02%
- 10Y*
- 5.51%
- ALL TIME*
- 5.66%
SWLSX
- 1D
- 3.14%
- 1M
- -3.40%
- 6M
- 4.49%
- YTD
- 3.77%
- 1Y
- 14.32%
- 3Y*
- 19.42%
- 5Y*
- 12.36%
- 10Y*
- 15.55%
- ALL TIME*
- 11.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SWCGX vs. SWLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | 4.60% | 11.95% | 6.32% | 11.61% | -13.76% | 7.66% | 9.41% | 14.91% | -3.70% | 9.06% |
SWLSX Schwab Large-Cap Growth Fund™ | 3.77% | 19.69% | 29.41% | 38.27% | -27.00% | 29.03% | 29.03% | 31.02% | -7.93% | 29.01% |
Correlation
The correlation between SWCGX and SWLSX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2006 | 0.84 |
The correlation between SWCGX and SWLSX shifts across timeframes, from 0.71 (3 years) to 0.84 (all time), reflecting how their relationship changes across market environments.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SWCGX | SWLSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.13 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 0.75 | +1.50 |
| Martin ratioReturn relative to average drawdown | 9.48 | 2.42 | +7.06 |
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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 | -4.58% | -16.17% | +11.59% |
Max Drawdown (3Y)Largest decline over 3 years | -6.98% | -22.93% | +15.95% |
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 | -0.73% | -6.66% | +5.93% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -7.90% | +4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 4.98% | -3.90% |
Volatility
SWCGX vs. SWLSX - Volatility Comparison
The current volatility for Schwab MarketTrack Conservative Portfolio™ (SWCGX) is 1.69%, while Schwab Large-Cap Growth Fund™ (SWLSX) has a volatility of 6.15%. 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 | 1.69% | 6.15% | -4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 5.02% | 14.50% | -9.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.14% | 18.06% | -11.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.98% | 21.36% | -12.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.13% | 20.96% | -12.83% |
SWCGX vs. SWLSX - Expense Ratio Comparison
SWCGX has a 0.42% expense ratio, which is lower than SWLSX's 0.99% expense ratio.
Dividends
SWCGX vs. SWLSX - Dividend Comparison
SWCGX's dividend yield for the trailing twelve months is around 6.50%, more than SWLSX's 1.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWCGX Schwab MarketTrack Conservative Portfolio™ | 6.50% | 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™ | 1.13% | 1.17% | 0.11% | 0.04% | 2.07% | 7.77% | 1.07% | 5.32% | 12.35% | 7.92% | 4.46% | 17.08% |
Frequently Asked Questions
SWCGX and SWLSX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWLSX has higher volatility (6.15%) compared to SWCGX (1.69%). In terms of maximum drawdown, SWCGX dropped -30.18% vs SWLSX's -49.89%.
SWCGX currently has the higher Sharpe Ratio (1.68 vs 0.67), 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.
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