SWHGX vs. SFLNX
Compare and contrast key facts about Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
SWHGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007.
Performance
SWHGX vs. SFLNX - Performance Comparison
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SWHGX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | -0.60% | 17.49% | 11.76% | 18.22% | -15.06% | 18.09% | 11.02% | 22.23% | -7.19% | 16.11% |
SFLNX Schwab Fundamental US Large Company Index Fund | 2.71% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
Returns By Period
In the year-to-date period, SWHGX achieves a -0.60% return, which is significantly lower than SFLNX's 2.71% return. Over the past 10 years, SWHGX has underperformed SFLNX with an annualized return of 9.54%, while SFLNX has yielded a comparatively higher 13.25% annualized return.
SWHGX
- 1D
- 2.23%
- 1M
- -4.60%
- YTD
- -0.60%
- 6M
- 1.51%
- 1Y
- 16.78%
- 3Y*
- 13.53%
- 5Y*
- 7.64%
- 10Y*
- 9.54%
SFLNX
- 1D
- 1.98%
- 1M
- -3.63%
- YTD
- 2.71%
- 6M
- 6.30%
- 1Y
- 19.89%
- 3Y*
- 17.10%
- 5Y*
- 11.99%
- 10Y*
- 13.25%
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SWHGX vs. SFLNX - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Return for Risk
SWHGX vs. SFLNX — Risk / Return Rank
SWHGX
SFLNX
SWHGX vs. SFLNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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.
| SWHGX | SFLNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.24 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.79 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.72 | +0.04 |
Martin ratioReturn relative to average drawdown | 8.29 | 8.22 | +0.07 |
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
| SWHGX | SFLNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.24 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.79 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.72 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.51 | -0.01 |
Correlation
The correlation between SWHGX and SFLNX is 0.95, 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
SWHGX vs. SFLNX - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 9.65%, more than SFLNX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | 9.65% | 9.59% | 11.68% | 4.00% | 4.53% | 5.04% | 8.15% | 5.76% | 5.76% | 4.87% | 3.73% | 14.80% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.63% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
Drawdowns
SWHGX vs. SFLNX - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, smaller than the maximum SFLNX drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for SWHGX and SFLNX.
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Drawdown Indicators
| SWHGX | SFLNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -56.18% | +6.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -12.28% | +2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -18.98% | -6.65% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | -37.59% | +7.82% |
Current DrawdownCurrent decline from peak | -5.31% | -4.24% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -6.06% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.56% | -0.48% |
Volatility
SWHGX vs. SFLNX - Volatility Comparison
Schwab MarketTrack Growth Portfolio™ (SWHGX) has a higher volatility of 4.74% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 4.01%. This indicates that SWHGX's price experiences larger fluctuations and is considered to be riskier than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWHGX | SFLNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 4.01% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 8.18% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 16.24% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 15.34% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 18.41% | -4.18% |