SWHGX vs. SFLNX
SWHGX (Schwab MarketTrack Growth Portfolio™) and SFLNX (Schwab Fundamental US Large Company Index Fund) are both mutual funds - SWHGX is a Diversified Portfolio fund managed by Charles Schwab, while SFLNX is a Large Cap Value Equities fund tracking the Russell RAFI US Large Company Index. Over the past 10 years, SWHGX returned 10.07%/yr vs 14.20%/yr for SFLNX. Their correlation of 0.94 means they have usually moved in the same direction. SWHGX charges 0.39%/yr vs 0.25%/yr for SFLNX.
Performance
SWHGX vs. SFLNX - Performance Comparison
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Returns By Period
In the year-to-date period, SWHGX achieves a 10.48% return, which is significantly lower than SFLNX's 18.46% return. Over the past 10 years, SWHGX has underperformed SFLNX with an annualized return of 10.07%, while SFLNX has yielded a comparatively higher 14.20% annualized return.
SWHGX
- 1D
- 0.89%
- 1M
- 1.06%
- 6M
- 7.38%
- YTD
- 10.48%
- 1Y
- 19.31%
- 3Y*
- 15.52%
- 5Y*
- 8.74%
- 10Y*
- 10.07%
- ALL TIME*
- 7.63%
SFLNX
- 1D
- 0.85%
- 1M
- 2.21%
- 6M
- 12.30%
- YTD
- 18.46%
- 1Y
- 31.99%
- 3Y*
- 20.00%
- 5Y*
- 14.07%
- 10Y*
- 14.20%
- ALL TIME*
- 11.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SWHGX vs. SFLNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | 10.48% | 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 | 18.46% | 17.02% | 16.78% | 18.16% | -6.89% | 31.64% | 9.12% | 28.91% | -7.43% | 17.08% |
Correlation
The correlation between SWHGX and SFLNX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.94 |
The correlation between SWHGX and SFLNX shifts across timeframes, from 0.84 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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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.
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.
| SWHGX | SFLNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.60 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 5.49 | -2.67 |
| Martin ratioReturn relative to average drawdown | 11.97 | 22.00 | -10.03 |
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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 | -7.38% | -6.10% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -13.15% | -16.27% | +3.12% |
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 | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -5.96% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 1.52% | +0.21% |
Volatility
SWHGX vs. SFLNX - Volatility Comparison
Schwab MarketTrack Growth Portfolio™ (SWHGX) has a higher volatility of 2.89% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 2.40%. 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 | 2.89% | 2.40% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 7.51% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 10.40% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 15.15% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 18.35% | -4.14% |
SWHGX vs. SFLNX - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Dividends
SWHGX vs. SFLNX - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 8.68%, more than SFLNX's 1.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFLNX Schwab Fundamental US Large Company Index Fund | 1.41% | 1.68% | 1.78% | 1.86% | 2.09% | 4.78% | 6.17% | 5.33% | 9.69% | 3.28% | 7.23% | 5.68% |
SWHGX Schwab MarketTrack Growth Portfolio™ | 8.68% | 9.59% | 11.68% | 4.00% | 4.53% | 5.04% | 8.15% | 5.76% | 5.76% | 4.87% | 3.73% | 14.80% |
Frequently Asked Questions
SWHGX and SFLNX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWHGX has higher volatility (2.89%) compared to SFLNX (2.40%). In terms of maximum drawdown, SWHGX dropped -49.19% vs SFLNX's -56.18%.
SFLNX currently has the higher Sharpe Ratio (3.23 vs 2.00), 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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