SWDSX vs. SWLSX
Compare and contrast key facts about Schwab Dividend Equity Fund™ (SWDSX) and Schwab Large-Cap Growth Fund™ (SWLSX).
SWDSX is managed by Charles Schwab. It was launched on Sep 2, 2003. SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005.
Performance
SWDSX vs. SWLSX - Performance Comparison
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SWDSX vs. SWLSX - 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% | 15.40% |
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, SWDSX achieves a 0.45% return, which is significantly higher than SWLSX's -12.73% return. Over the past 10 years, SWDSX has underperformed SWLSX with an annualized return of 8.74%, while SWLSX has yielded a comparatively higher 14.02% annualized 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%
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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SWDSX vs. SWLSX - Expense Ratio Comparison
SWDSX has a 0.89% expense ratio, which is lower than SWLSX's 0.99% expense ratio.
Return for Risk
SWDSX vs. SWLSX — Risk / Return Rank
SWDSX
SWLSX
SWDSX vs. SWLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Dividend Equity Fund™ (SWDSX) 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.
| SWDSX | SWLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.69 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.14 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.78 | +0.19 |
Martin ratioReturn relative to average drawdown | 4.38 | 2.74 | +1.64 |
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 | SWLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.69 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.55 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.68 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.51 | -0.04 |
Correlation
The correlation between SWDSX and SWLSX is 0.82, 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. SWLSX - Dividend Comparison
SWDSX's dividend yield for the trailing twelve months is around 0.79%, less than SWLSX's 1.34% 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% |
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
SWDSX vs. SWLSX - Drawdown Comparison
The maximum SWDSX drawdown since its inception was -50.01%, roughly equal to the maximum SWLSX drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for SWDSX and SWLSX.
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Drawdown Indicators
| SWDSX | SWLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.01% | -49.89% | -0.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -16.17% | +6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -31.32% | +13.38% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -31.32% | -8.88% |
Current DrawdownCurrent decline from peak | -6.00% | -16.17% | +10.17% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -7.98% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 4.57% | -2.40% |
Volatility
SWDSX vs. SWLSX - Volatility Comparison
The current volatility for Schwab Dividend Equity Fund™ (SWDSX) is 2.68%, while Schwab Large-Cap Growth Fund™ (SWLSX) has a volatility of 5.73%. This indicates that SWDSX 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
| SWDSX | SWLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 5.73% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 12.41% | -5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 22.60% | -9.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 20.97% | -7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 20.76% | -3.84% |