SWLGX vs. SWTSX
Compare and contrast key facts about Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Schwab Total Stock Market Index Fund (SWTSX).
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. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLGX or SWTSX.
Performance
SWLGX vs. SWTSX - Performance Comparison
Returns By Period
In the year-to-date period, SWLGX achieves a 30.58% return, which is significantly higher than SWTSX's 25.73% return.
SWLGX
30.58%
2.38%
15.08%
36.14%
19.56%
N/A
SWTSX
25.73%
2.61%
14.29%
33.08%
15.05%
12.61%
Key characteristics
| SWLGX | SWTSX | |
|---|---|---|
| Sharpe Ratio | 2.20 | 2.66 |
| Sortino Ratio | 2.86 | 3.54 |
| Omega Ratio | 1.40 | 1.49 |
| Calmar Ratio | 2.80 | 3.92 |
| Martin Ratio | 10.99 | 17.01 |
| Ulcer Index | 3.35% | 1.98% |
| Daily Std Dev | 16.74% | 12.69% |
| Max Drawdown | -32.69% | -54.60% |
| Current Drawdown | -1.24% | -0.79% |
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SWLGX vs. SWTSX - Expense Ratio Comparison
SWLGX has a 0.04% expense ratio, which is higher than SWTSX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SWLGX and SWTSX is 0.94, 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.
Risk-Adjusted Performance
SWLGX vs. SWTSX - 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 Schwab Total Stock Market Index Fund (SWTSX). 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. SWTSX - Dividend Comparison
SWLGX's dividend yield for the trailing twelve months is around 0.51%, less than SWTSX's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
SWTSX Schwab Total Stock Market Index Fund | 1.12% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
Drawdowns
SWLGX vs. SWTSX - Drawdown Comparison
The maximum SWLGX drawdown since its inception was -32.69%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SWLGX and SWTSX. For additional features, visit the drawdowns tool.
Volatility
SWLGX vs. SWTSX - Volatility Comparison
Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a higher volatility of 5.31% compared to Schwab Total Stock Market Index Fund (SWTSX) at 4.18%. This indicates that SWLGX's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.