SWLGX vs. VOO
Compare and contrast key facts about Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Vanguard S&P 500 ETF (VOO).
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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SWLGX and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLGX or VOO.
Key characteristics
| SWLGX | VOO | |
|---|---|---|
| YTD Return | 32.12% | 26.94% |
| 1Y Return | 39.78% | 35.06% |
| 3Y Return (Ann) | 10.45% | 10.23% |
| 5Y Return (Ann) | 19.80% | 15.77% |
| Sharpe Ratio | 2.55 | 3.08 |
| Sortino Ratio | 3.27 | 4.09 |
| Omega Ratio | 1.47 | 1.58 |
| Calmar Ratio | 3.24 | 4.46 |
| Martin Ratio | 12.74 | 20.36 |
| Ulcer Index | 3.34% | 1.85% |
| Daily Std Dev | 16.67% | 12.23% |
| Max Drawdown | -32.69% | -33.99% |
| Current Drawdown | -0.08% | -0.25% |
Correlation
The correlation between SWLGX and VOO 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.
Performance
SWLGX vs. VOO - Performance Comparison
In the year-to-date period, SWLGX achieves a 32.12% return, which is significantly higher than VOO's 26.94% return. 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. VOO - Expense Ratio Comparison
SWLGX has a 0.04% expense ratio, which is higher than VOO'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%.
Risk-Adjusted Performance
SWLGX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SWLGX's dividend yield for the trailing twelve months is around 0.51%, less than VOO's 1.23% 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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SWLGX vs. VOO - Drawdown Comparison
The maximum SWLGX drawdown since its inception was -32.69%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SWLGX and VOO. For additional features, visit the drawdowns tool.
Volatility
SWLGX vs. VOO - Volatility Comparison
Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a higher volatility of 4.92% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that SWLGX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.