SWEGX vs. SWLSX
Compare and contrast key facts about Schwab MarketTrack All Equity Portfolio™ (SWEGX) and Schwab Large-Cap Growth Fund™ (SWLSX).
SWEGX is managed by Charles Schwab. It was launched on May 19, 1998. SWLSX is managed by Charles Schwab. It was launched on Oct 3, 2005.
Performance
SWEGX vs. SWLSX - Performance Comparison
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SWEGX vs. SWLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | -0.53% | 20.82% | 13.86% | 25.13% | -16.24% | 22.68% | 11.13% | 25.55% | -9.53% | 19.84% |
SWLSX Schwab Large-Cap Growth Fund™ | -9.26% | 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, SWEGX achieves a -0.53% return, which is significantly higher than SWLSX's -9.26% return. Over the past 10 years, SWEGX has underperformed SWLSX with an annualized return of 11.58%, while SWLSX has yielded a comparatively higher 14.47% annualized return.
SWEGX
- 1D
- 2.76%
- 1M
- -5.51%
- YTD
- -0.53%
- 6M
- 1.99%
- 1Y
- 20.64%
- 3Y*
- 17.25%
- 5Y*
- 9.96%
- 10Y*
- 11.58%
SWLSX
- 1D
- 3.97%
- 1M
- -5.24%
- YTD
- -9.26%
- 6M
- -8.22%
- 1Y
- 18.95%
- 3Y*
- 19.82%
- 5Y*
- 12.04%
- 10Y*
- 14.47%
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SWEGX vs. SWLSX - Expense Ratio Comparison
SWEGX has a 0.39% expense ratio, which is lower than SWLSX's 0.99% expense ratio.
Return for Risk
SWEGX vs. SWLSX — Risk / Return Rank
SWEGX
SWLSX
SWEGX vs. SWLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack All Equity Portfolio™ (SWEGX) 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.
| SWEGX | SWLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.87 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.41 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.20 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.24 | +0.52 |
Martin ratioReturn relative to average drawdown | 8.34 | 4.32 | +4.02 |
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
| SWEGX | SWLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.87 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.58 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.70 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.52 | -0.14 |
Correlation
The correlation between SWEGX and SWLSX is 0.89, 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
SWEGX vs. SWLSX - Dividend Comparison
SWEGX's dividend yield for the trailing twelve months is around 7.35%, more than SWLSX's 1.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWEGX Schwab MarketTrack All Equity Portfolio™ | 7.35% | 7.32% | 7.58% | 6.29% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% |
SWLSX Schwab Large-Cap Growth Fund™ | 1.29% | 1.17% | 0.11% | 0.04% | 2.07% | 7.77% | 1.07% | 5.32% | 12.35% | 7.92% | 4.46% | 17.08% |
Drawdowns
SWEGX vs. SWLSX - Drawdown Comparison
The maximum SWEGX drawdown since its inception was -57.57%, which is greater than SWLSX's maximum drawdown of -49.89%. Use the drawdown chart below to compare losses from any high point for SWEGX and SWLSX.
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Drawdown Indicators
| SWEGX | SWLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -49.89% | -7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -16.17% | +4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -31.32% | +6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -31.32% | -4.76% |
Current DrawdownCurrent decline from peak | -6.42% | -12.84% | +6.42% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -7.98% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 4.65% | -2.14% |
Volatility
SWEGX vs. SWLSX - Volatility Comparison
The current volatility for Schwab MarketTrack All Equity Portfolio™ (SWEGX) is 5.80%, while Schwab Large-Cap Growth Fund™ (SWLSX) has a volatility of 7.17%. This indicates that SWEGX 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
| SWEGX | SWLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 7.17% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 13.03% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.50% | 22.89% | -6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 21.04% | -5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 20.79% | -3.49% |