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SWLGX vs. FNCMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWLGX vs. FNCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Fidelity NASDAQ Composite Index Fund (FNCMX). The values are adjusted to include any dividend payments, if applicable.

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SWLGX vs. FNCMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FNCMX
Fidelity NASDAQ Composite Index Fund
-10.43%21.11%29.48%45.13%-32.40%22.21%44.57%36.63%-3.07%-1.57%

Returns By Period

In the year-to-date period, SWLGX achieves a -13.06% return, which is significantly lower than FNCMX's -10.43% return.


SWLGX

1D
-0.46%
1M
-8.63%
YTD
-13.06%
6M
-12.07%
1Y
14.45%
3Y*
19.67%
5Y*
11.90%
10Y*

FNCMX

1D
-0.73%
1M
-8.22%
YTD
-10.43%
6M
-8.01%
1Y
20.91%
3Y*
20.31%
5Y*
10.35%
10Y*
16.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWLGX vs. FNCMX - Expense Ratio Comparison

SWLGX has a 0.04% expense ratio, which is lower than FNCMX's 0.29% expense ratio.


Return for Risk

SWLGX vs. FNCMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWLGX
SWLGX Risk / Return Rank: 2828
Overall Rank
SWLGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SWLGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SWLGX Omega Ratio Rank: 3131
Omega Ratio Rank
SWLGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SWLGX Martin Ratio Rank: 2323
Martin Ratio Rank

FNCMX
FNCMX Risk / Return Rank: 5353
Overall Rank
FNCMX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FNCMX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FNCMX Omega Ratio Rank: 5353
Omega Ratio Rank
FNCMX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FNCMX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWLGX vs. FNCMX - 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 Fidelity NASDAQ Composite Index Fund (FNCMX). 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.


SWLGXFNCMXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.91

-0.25

Sortino ratio

Return per unit of downside risk

1.10

1.44

-0.33

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

0.72

1.32

-0.60

Martin ratio

Return relative to average drawdown

2.51

4.92

-2.41

SWLGX vs. FNCMX - Sharpe Ratio Comparison

The current SWLGX Sharpe Ratio is 0.66, which is comparable to the FNCMX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SWLGX and FNCMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWLGXFNCMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.91

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.46

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.52

+0.15

Correlation

The correlation between SWLGX and FNCMX is 0.98, 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. FNCMX - Dividend Comparison

SWLGX's dividend yield for the trailing twelve months is around 0.52%, less than FNCMX's 0.57% yield.


TTM20252024202320222021202020192018201720162015
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%
FNCMX
Fidelity NASDAQ Composite Index Fund
0.57%0.51%0.61%0.67%0.88%0.47%0.67%4.41%1.93%0.03%1.01%1.50%

Drawdowns

SWLGX vs. FNCMX - Drawdown Comparison

The maximum SWLGX drawdown since its inception was -32.69%, smaller than the maximum FNCMX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for SWLGX and FNCMX.


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Drawdown Indicators


SWLGXFNCMXDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-55.08%

+22.39%

Max Drawdown (1Y)

Largest decline over 1 year

-16.16%

-13.25%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-32.69%

-35.64%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.64%

Current Drawdown

Current decline from peak

-16.16%

-13.01%

-3.15%

Average Drawdown

Average peak-to-trough decline

-7.13%

-7.91%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

3.56%

+1.06%

Volatility

SWLGX vs. FNCMX - Volatility Comparison

Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Fidelity NASDAQ Composite Index Fund (FNCMX) have volatilities of 5.38% and 5.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWLGXFNCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

5.63%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

12.48%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

22.31%

23.06%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

22.42%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.78%

21.97%

+0.81%