SWLGX vs. FSPGX
Compare and contrast key facts about Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Fidelity Large Cap Growth Index Fund (FSPGX).
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. FSPGX is managed by Fidelity.
Performance
SWLGX vs. FSPGX - Performance Comparison
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SWLGX vs. FSPGX - 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% |
FSPGX Fidelity Large Cap Growth Index Fund | -13.03% | 18.54% | 33.27% | 42.77% | -29.17% | 27.57% | 38.46% | 36.38% | -1.79% | -1.33% |
Returns By Period
The year-to-date returns for both investments are quite close, with SWLGX having a -13.06% return and FSPGX slightly higher at -13.03%.
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
FSPGX
- 1D
- -0.45%
- 1M
- -8.63%
- YTD
- -13.03%
- 6M
- -12.06%
- 1Y
- 14.49%
- 3Y*
- 19.68%
- 5Y*
- 11.91%
- 10Y*
- —
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SWLGX vs. FSPGX - Expense Ratio Comparison
Both SWLGX and FSPGX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
SWLGX vs. FSPGX — Risk / Return Rank
SWLGX
FSPGX
SWLGX vs. FSPGX - 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 Large Cap Growth Index Fund (FSPGX). 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 | FSPGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.66 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.10 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.15 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.72 | 0.72 | 0.00 |
Martin ratioReturn relative to average drawdown | 2.51 | 2.51 | 0.00 |
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 | FSPGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.66 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.56 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.78 | -0.10 |
Correlation
The correlation between SWLGX and FSPGX is 1.00, 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. FSPGX - Dividend Comparison
SWLGX's dividend yield for the trailing twelve months is around 0.52%, more than FSPGX's 0.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.40% | 0.34% | 0.37% | 0.73% | 0.86% | 2.22% | 1.76% | 1.04% | 1.32% | 0.22% |
Drawdowns
SWLGX vs. FSPGX - Drawdown Comparison
The maximum SWLGX drawdown since its inception was -32.69%, roughly equal to the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for SWLGX and FSPGX.
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Drawdown Indicators
| SWLGX | FSPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -32.66% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -16.16% | -16.17% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -32.69% | -32.66% | -0.03% |
Current DrawdownCurrent decline from peak | -16.16% | -16.17% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -6.43% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.62% | 4.63% | -0.01% |
Volatility
SWLGX vs. FSPGX - Volatility Comparison
Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Fidelity Large Cap Growth Index Fund (FSPGX) have volatilities of 5.38% and 5.33%, 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
| SWLGX | FSPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 5.33% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 11.79% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.31% | 22.32% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.47% | 21.46% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.78% | 21.63% | +1.15% |