SWHGX vs. SWLGX
Compare and contrast key facts about Schwab MarketTrack Growth Portfolio™ (SWHGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
SWHGX is managed by Charles Schwab. It was launched on Nov 19, 1995. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
SWHGX vs. SWLGX - Performance Comparison
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SWHGX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | -2.77% | 17.49% | 11.76% | 18.22% | -15.06% | 18.09% | 11.02% | 22.23% | -7.19% | 0.30% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, SWHGX achieves a -2.77% return, which is significantly higher than SWLGX's -13.06% return.
SWHGX
- 1D
- -0.12%
- 1M
- -7.05%
- YTD
- -2.77%
- 6M
- -0.36%
- 1Y
- 14.56%
- 3Y*
- 12.70%
- 5Y*
- 7.38%
- 10Y*
- 9.29%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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SWHGX vs. SWLGX - Expense Ratio Comparison
SWHGX has a 0.39% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
SWHGX vs. SWLGX — Risk / Return Rank
SWHGX
SWLGX
SWHGX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab MarketTrack Growth Portfolio™ (SWHGX) 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.
| SWHGX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.66 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.10 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.72 | +0.64 |
Martin ratioReturn relative to average drawdown | 6.50 | 2.51 | +3.99 |
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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.66 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.56 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.68 | -0.19 |
Correlation
The correlation between SWHGX and SWLGX is 0.84, 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. SWLGX - Dividend Comparison
SWHGX's dividend yield for the trailing twelve months is around 9.86%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWHGX Schwab MarketTrack Growth Portfolio™ | 9.86% | 9.59% | 11.68% | 4.00% | 4.53% | 5.04% | 8.15% | 5.76% | 5.76% | 4.87% | 3.73% | 14.80% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
SWHGX vs. SWLGX - Drawdown Comparison
The maximum SWHGX drawdown since its inception was -49.19%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SWHGX and SWLGX.
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Drawdown Indicators
| SWHGX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.19% | -32.69% | -16.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -16.16% | +6.38% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -32.69% | +7.06% |
Max Drawdown (10Y)Largest decline over 10 years | -29.77% | — | — |
Current DrawdownCurrent decline from peak | -7.38% | -16.16% | +8.78% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -7.13% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 4.62% | -2.57% |
Volatility
SWHGX vs. SWLGX - Volatility Comparison
The current volatility for Schwab MarketTrack Growth Portfolio™ (SWHGX) is 4.00%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that SWHGX 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
| SWHGX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 5.38% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 11.82% | -4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.23% | 22.31% | -9.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 21.47% | -7.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 22.78% | -8.57% |