SWEGX vs. SWLGX
SWEGX (Schwab MarketTrack All Equity Portfolio™) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both mutual funds - SWEGX is a Diversified Portfolio fund managed by Charles Schwab, while SWLGX is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past 5 years, SWEGX returned 11.43%/yr vs 13.59%/yr for SWLGX. Their correlation of 0.84 suggests significant overlap in exposure. SWEGX charges 0.39%/yr vs 0.04%/yr for SWLGX.
Performance
SWEGX vs. SWLGX - Performance Comparison
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Returns By Period
In the year-to-date period, SWEGX achieves a 11.78% return, which is significantly higher than SWLGX's 3.19% return.
SWEGX
- 1D
- -0.10%
- 1M
- 0.79%
- YTD
- 11.78%
- 6M
- 11.06%
- 1Y
- 27.09%
- 3Y*
- 20.70%
- 5Y*
- 11.43%
- 10Y*
- 12.99%
SWLGX
- 1D
- -1.26%
- 1M
- -2.48%
- YTD
- 3.19%
- 6M
- 1.92%
- 1Y
- 19.96%
- 3Y*
- 22.61%
- 5Y*
- 13.59%
- 10Y*
- —
SWEGX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 11.78% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | -0.03% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 3.19% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Correlation
The correlation between SWEGX and SWLGX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017 | 0.84 |
The correlation between SWEGX and SWLGX has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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Return for Risk
SWEGX vs. SWLGX — Risk / Return Rank
SWEGX
SWLGX
SWEGX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) 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.
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.
| SWEGX | SWLGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.23 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 1.32 | +1.84 |
| Martin ratioReturn relative to average drawdown | 13.51 | 4.34 | +9.17 |
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Drawdowns
SWEGX vs. SWLGX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SWEGX and SWLGX.
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Drawdown Indicators
| SWEGX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -32.69% | -24.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -16.16% | +7.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.19% | -23.30% | +7.11% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -32.69% | +7.82% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | — | — |
Current DrawdownCurrent decline from peak | -0.88% | -5.34% | +4.46% |
Average DrawdownAverage peak-to-trough decline | -10.35% | -7.04% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 4.91% | -2.82% |
Volatility
SWEGX vs. SWLGX - Volatility Comparison
The current volatility for Schwab MarketTrack All Equity Portfolio™ (SWEGX) is 4.41%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.91%. This indicates that SWEGX 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
| SWEGX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 5.91% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 12.60% | -2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 16.21% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 21.61% | -5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 22.68% | -5.34% |
SWEGX vs. SWLGX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Dividends
SWEGX vs. SWLGX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 6.54%, more than SWLGX's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 6.54% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.44% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SWEGX and SWLGX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWLGX has higher volatility (5.91%) compared to SWEGX (4.41%). In terms of maximum drawdown, SWEGX dropped -57.57% vs SWLGX's -32.69%.
SWEGX currently has the higher Sharpe Ratio (2.26 vs 1.32), 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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