SWLGX vs. ADX
Compare and contrast key facts about Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Adams Diversified Equity Fund, Inc. (ADX).
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. ADX is managed by Adams Funds. It was launched on Jan 2, 1990.
Performance
SWLGX vs. ADX - Performance Comparison
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SWLGX vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ADX Adams Diversified Equity Fund, Inc. | -4.23% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | -0.27% |
Returns By Period
In the year-to-date period, SWLGX achieves a -13.06% return, which is significantly lower than ADX's -4.23% return.
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
ADX
- 1D
- 4.04%
- 1M
- -5.48%
- YTD
- -4.23%
- 6M
- 2.17%
- 1Y
- 25.55%
- 3Y*
- 23.81%
- 5Y*
- 14.65%
- 10Y*
- 16.41%
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SWLGX vs. ADX - Expense Ratio Comparison
SWLGX has a 0.04% expense ratio, which is lower than ADX's 0.59% expense ratio.
Return for Risk
SWLGX vs. ADX — Risk / Return Rank
SWLGX
ADX
SWLGX vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| SWLGX | ADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 1.38 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.10 | 2.06 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.29 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 2.33 | -1.62 |
Martin ratioReturn relative to average drawdown | 2.51 | 10.84 | -8.33 |
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
| SWLGX | ADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.38 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.86 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.09 | +0.59 |
Correlation
The correlation between SWLGX and ADX is 0.87, 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
SWLGX vs. ADX - Dividend Comparison
SWLGX's dividend yield for the trailing twelve months is around 0.52%, less than ADX's 8.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ADX Adams Diversified Equity Fund, Inc. | 8.45% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
Drawdowns
SWLGX vs. ADX - Drawdown Comparison
The maximum SWLGX drawdown since its inception was -32.69%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for SWLGX and ADX.
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Drawdown Indicators
| SWLGX | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -71.60% | +38.91% |
Max Drawdown (1Y)Largest decline over 1 year | -16.16% | -11.12% | -5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -32.69% | -25.07% | -7.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.17% | — |
Current DrawdownCurrent decline from peak | -16.16% | -6.53% | -9.63% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -23.22% | +16.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 2.39% | +2.23% |
Volatility
SWLGX vs. ADX - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap Growth Index Fund (SWLGX) is 5.38%, while Adams Diversified Equity Fund, Inc. (ADX) has a volatility of 6.18%. This indicates that SWLGX experiences smaller price fluctuations and is considered to be less risky than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWLGX | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 6.18% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 10.53% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.31% | 18.63% | +3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.47% | 17.20% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.78% | 17.95% | +4.83% |