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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLGX or FSPGX.
Key characteristics
| SWLGX | FSPGX | |
|---|---|---|
| YTD Return | 32.22% | 32.20% |
| 1Y Return | 42.61% | 42.62% |
| 3Y Return (Ann) | 10.49% | 10.50% |
| 5Y Return (Ann) | 20.03% | 20.06% |
| Sharpe Ratio | 2.55 | 2.54 |
| Sortino Ratio | 3.27 | 3.26 |
| Omega Ratio | 1.47 | 1.46 |
| Calmar Ratio | 3.24 | 3.23 |
| Martin Ratio | 12.73 | 12.71 |
| Ulcer Index | 3.34% | 3.34% |
| Daily Std Dev | 16.67% | 16.73% |
| Max Drawdown | -32.69% | -32.66% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
SWLGX vs. FSPGX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SWLGX having a 32.22% return and FSPGX slightly lower at 32.20%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
SWLGX vs. FSPGX - 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 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.
Dividends
SWLGX vs. FSPGX - Dividend Comparison
SWLGX's dividend yield for the trailing twelve months is around 0.51%, more than FSPGX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.67% | 0.93% | 0.57% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.42% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% |
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. For additional features, visit the drawdowns tool.
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 5.05% and 5.05%, 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.