SWDSX vs. FLCOX
Compare and contrast key facts about Schwab Dividend Equity Fund™ (SWDSX) and Fidelity Large Cap Value Index Fund (FLCOX).
SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
SWDSX vs. FLCOX - Performance Comparison
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SWDSX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.45% | 12.31% | 17.06% | 6.92% | -5.84% | 28.24% | -4.33% | 24.32% | -12.18% | 14.52% |
FLCOX Fidelity Large Cap Value Index Fund | -0.05% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, SWDSX achieves a 0.45% return, which is significantly higher than FLCOX's -0.05% return.
SWDSX
- 1D
- 0.00%
- 1M
- -5.46%
- YTD
- 0.45%
- 6M
- 0.22%
- 1Y
- 9.25%
- 3Y*
- 12.77%
- 5Y*
- 8.89%
- 10Y*
- 8.74%
FLCOX
- 1D
- -0.34%
- 1M
- -6.80%
- YTD
- -0.05%
- 6M
- 3.76%
- 1Y
- 13.47%
- 3Y*
- 13.50%
- 5Y*
- 8.95%
- 10Y*
- —
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SWDSX vs. FLCOX - Expense Ratio Comparison
SWDSX has a 0.89% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
SWDSX vs. FLCOX — Risk / Return Rank
SWDSX
FLCOX
SWDSX vs. FLCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.
| SWDSX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.93 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.36 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.10 | -0.14 |
Martin ratioReturn relative to average drawdown | 4.38 | 5.24 | -0.86 |
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
| SWDSX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.93 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.61 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.52 | -0.05 |
Correlation
The correlation between SWDSX and FLCOX is 0.96, 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
SWDSX vs. FLCOX - Dividend Comparison
SWDSX's dividend yield for the trailing twelve months is around 0.79%, less than FLCOX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWDSX Schwab Dividend Equity Fund™ | 0.79% | 1.22% | 2.59% | 2.25% | 6.83% | 16.25% | 2.09% | 6.86% | 11.63% | 10.24% | 1.68% | 14.46% |
FLCOX Fidelity Large Cap Value Index Fund | 1.51% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
SWDSX vs. FLCOX - Drawdown Comparison
The maximum SWDSX drawdown since its inception was -50.01%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for SWDSX and FLCOX.
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Drawdown Indicators
| SWDSX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.01% | -38.28% | -11.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -11.81% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -19.00% | +1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | — | — |
Current DrawdownCurrent decline from peak | -6.00% | -6.80% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -4.52% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.49% | -0.32% |
Volatility
SWDSX vs. FLCOX - Volatility Comparison
The current volatility for Schwab Dividend Equity Fund™ (SWDSX) is 2.68%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 3.64%. This indicates that SWDSX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWDSX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 3.64% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 8.03% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 15.63% | -2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 14.80% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 17.72% | -0.80% |