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

Correlation

The correlation between SWLGX and VUG is 0.99, 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.


-0.50.00.51.01.0

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.

160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
220.39%
212.11%
SWLGX
VUG

Key characteristics

Sharpe Ratio

SWLGX:

2.10

VUG:

2.11

Sortino Ratio

SWLGX:

2.72

VUG:

2.74

Omega Ratio

SWLGX:

1.39

VUG:

1.39

Calmar Ratio

SWLGX:

2.76

VUG:

2.81

Martin Ratio

SWLGX:

10.73

VUG:

11.02

Ulcer Index

SWLGX:

3.37%

VUG:

3.31%

Daily Std Dev

SWLGX:

17.21%

VUG:

17.27%

Max Drawdown

SWLGX:

-32.69%

VUG:

-50.68%

Current Drawdown

SWLGX:

-2.68%

VUG:

-2.41%

Returns By Period

The year-to-date returns for both investments are quite close, with SWLGX having a 34.51% return and VUG slightly higher at 34.89%.


SWLGX

YTD

34.51%

1M

3.01%

6M

11.68%

1Y

34.65%

5Y*

19.24%

10Y*

N/A

VUG

YTD

34.89%

1M

3.42%

6M

12.16%

1Y

35.02%

5Y*

18.91%

10Y*

15.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VUG
Vanguard Growth ETF
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for SWLGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SWLGX, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.102.11
The chart of Sortino ratio for SWLGX, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.002.722.74
The chart of Omega ratio for SWLGX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.39
The chart of Calmar ratio for SWLGX, currently valued at 2.76, compared to the broader market0.002.004.006.008.0010.0012.0014.002.762.81
The chart of Martin ratio for SWLGX, currently valued at 10.73, compared to the broader market0.0020.0040.0060.0010.7311.02
SWLGX
VUG

The current SWLGX Sharpe Ratio is 2.10, which is comparable to the VUG Sharpe Ratio of 2.11. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.10
2.11
SWLGX
VUG

Dividends

SWLGX vs. VUG - Dividend Comparison

SWLGX's dividend yield for the trailing twelve months is around 0.02%, less than VUG's 0.33% yield.


TTM20232022202120202019201820172016201520142013
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.02%0.67%0.93%0.57%0.67%0.96%1.03%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

SWLGX vs. VUG - Drawdown Comparison

The maximum SWLGX drawdown since its inception was -32.69%, 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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.68%
-2.41%
SWLGX
VUG

Volatility

SWLGX vs. VUG - Volatility Comparison

Schwab U.S. Large-Cap Growth Index Fund (SWLGX) and Vanguard Growth ETF (VUG) have volatilities of 5.02% and 4.86%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.02%
4.86%
SWLGX
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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