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

Correlation

The correlation between SWLGX and VUG 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. VUG - 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 Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SWLGX:

0.71

VUG:

0.76

Sortino Ratio

SWLGX:

1.12

VUG:

1.19

Omega Ratio

SWLGX:

1.16

VUG:

1.17

Calmar Ratio

SWLGX:

0.75

VUG:

0.82

Martin Ratio

SWLGX:

2.50

VUG:

2.79

Ulcer Index

SWLGX:

6.99%

VUG:

6.76%

Daily Std Dev

SWLGX:

25.38%

VUG:

25.20%

Max Drawdown

SWLGX:

-33.28%

VUG:

-50.68%

Current Drawdown

SWLGX:

-3.82%

VUG:

-2.71%

Returns By Period

In the year-to-date period, SWLGX achieves a 0.24% return, which is significantly lower than VUG's 1.36% return.


SWLGX

YTD

0.24%

1M

17.50%

6M

3.53%

1Y

17.90%

3Y*

22.62%

5Y*

17.92%

10Y*

N/A

VUG

YTD

1.36%

1M

17.99%

6M

4.24%

1Y

19.09%

3Y*

22.77%

5Y*

17.65%

10Y*

15.24%

*Annualized

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Vanguard Growth ETF

SWLGX vs. VUG - Expense Ratio Comparison

SWLGX has a 0.04% expense ratio, which is lower than VUG's 0.04% expense ratio. Despite the difference, 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. VUG — 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 6767
Overall Rank
The Sharpe Ratio Rank of SWLGX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SWLGX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SWLGX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SWLGX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SWLGX is 6363
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 7070
Overall Rank
The Sharpe Ratio Rank of VUG is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6767
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. VUG - 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 Growth ETF (VUG). 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 0.71, which is comparable to the VUG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SWLGX and VUG, 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. VUG - Dividend Comparison

SWLGX's dividend yield for the trailing twelve months is around 0.52%, more than VUG's 0.47% 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%
VUG
Vanguard Growth ETF
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

SWLGX vs. VUG - Drawdown Comparison

The maximum SWLGX drawdown since its inception was -33.28%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SWLGX and VUG. For additional features, visit the drawdowns tool.


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Volatility

SWLGX vs. VUG - Volatility Comparison

Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Vanguard Growth ETF (VUG) have volatilities of 6.89% and 6.88%, 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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