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SWLGX vs. FNCMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWLGX and FNCMX is 0.93, 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.


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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Key characteristics

Sharpe Ratio

SWLGX:

0.66

FNCMX:

0.61

Sortino Ratio

SWLGX:

1.11

FNCMX:

1.00

Omega Ratio

SWLGX:

1.16

FNCMX:

1.14

Calmar Ratio

SWLGX:

0.74

FNCMX:

0.64

Martin Ratio

SWLGX:

2.47

FNCMX:

2.10

Ulcer Index

SWLGX:

6.99%

FNCMX:

7.36%

Daily Std Dev

SWLGX:

25.33%

FNCMX:

26.04%

Max Drawdown

SWLGX:

-33.28%

FNCMX:

-55.08%

Current Drawdown

SWLGX:

-4.32%

FNCMX:

-4.55%

Returns By Period

The year-to-date returns for both investments are quite close, with SWLGX having a -0.29% return and FNCMX slightly higher at -0.28%.


SWLGX

YTD

-0.29%

1M

16.89%

6M

1.86%

1Y

16.72%

3Y*

22.41%

5Y*

17.98%

10Y*

N/A

FNCMX

YTD

-0.28%

1M

18.07%

6M

1.49%

1Y

15.10%

3Y*

20.26%

5Y*

16.40%

10Y*

15.15%

*Annualized

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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.


Risk-Adjusted Performance

SWLGX vs. FNCMX — Risk-Adjusted Performance Rank

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

SWLGX
The Risk-Adjusted Performance Rank of SWLGX is 6868
Overall Rank
The Sharpe Ratio Rank of SWLGX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SWLGX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SWLGX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SWLGX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SWLGX is 6666
Martin Ratio Rank

FNCMX
The Risk-Adjusted Performance Rank of FNCMX is 6262
Overall Rank
The Sharpe Ratio Rank of FNCMX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FNCMX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FNCMX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FNCMX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FNCMX is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWLGX vs. FNCMX - Risk-Adjusted Performance 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.


The current SWLGX Sharpe Ratio is 0.66, which is comparable to the FNCMX Sharpe Ratio of 0.61. 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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Dividends

SWLGX vs. FNCMX - Dividend Comparison

SWLGX's dividend yield for the trailing twelve months is around 0.52%, less than FNCMX's 0.61% yield.


TTM20242023202220212020201920182017201620152014
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.52%0.52%0.67%0.93%0.57%0.67%0.96%1.03%0.00%0.00%0.00%0.00%
FNCMX
Fidelity NASDAQ Composite Index Fund
0.61%0.61%0.67%0.88%0.47%0.67%4.41%1.93%0.73%1.01%0.89%1.24%

Drawdowns

SWLGX vs. FNCMX - Drawdown Comparison

The maximum SWLGX drawdown since its inception was -33.28%, 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. For additional features, visit the drawdowns tool.


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Volatility

SWLGX vs. FNCMX - Volatility Comparison

The current volatility for Schwab U.S. Large-Cap Growth Index Fund (SWLGX) is 5.97%, while Fidelity NASDAQ Composite Index Fund (FNCMX) has a volatility of 6.85%. This indicates that SWLGX experiences smaller price fluctuations and is considered to be less risky than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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